Pages that link to "Item:Q1176603"

The following pages link to A transformation that will circumvent the problem of autocorrelation in an error-component model (Q1176603):

Displaying 16 items.

• Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary (Q413960) (← links)
• A general condition for an optimal limiting efficiency of OLS in the general linear regression model (Q672761) (← links)
• Estimation of a generalized random-effects model: some ECME algorithms and Monte Carlo evidence (Q953682) (← links)
• Relative efficiency of first difference estimator in panel data regression with serially correlated error components (Q1290861) (← links)
• A simple recursive estimation method for linear regression models with \(\text{AR}(p)\) disturbances (Q1342788) (← links)
• Transforming the error-components model for estimation with general ARMA disturbances (Q1347109) (← links)
• Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline (Q1362066) (← links)
• Testing for serial correlation in hierarchical linear models (Q1742734) (← links)
• Adjustments of Rao's score test for distributional and local parametric misspecifications (Q2181487) (← links)
• The impacts of exchange rates on Australia's domestic and outbound travel markets (Q2227425) (← links)
• Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors: the case of stationary and non-stationary regressors and residuals (Q3548524) (← links)
• Useful matrix transformations for panel data analysis: a survey (Q4275289) (← links)
• ON THE EFFICIENCY OF THE COCHRANE–ORCUTT ESTIMATOR IN THE SERIALLY CORRELATED ERROR COMPONENTS REGRESSION MODEL FOR PANEL DATA (Q4540580) (← links)
• Estimation and testing for panel data partially linear single-index models with errors correlated in space and time (Q5107061) (← links)
• Testing for shifts in a time trend panel data model with serially correlated error component disturbances (Q5861011) (← links)
• Homogeneity tests for one-way models with dependent errors under correlated groups (Q6114848) (← links)