The following pages link to Georges Bresson (Q278184):
Displaying 10 items.
- Joint LM test for homoskedasticity in a one-way error component model (Q278186) (← links)
- A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris (Q413964) (← links)
- Testing the fixed effects restrictions? A Monte Carlo study of Chamberlain's minimum chi-squared test (Q1021777) (← links)
- Comparison of forecast performance for homogeneous, heterogeneous and shrinkage estimators: some empirical evidence from US electricity and natural-gas consumption. (Q1608838) (← links)
- Robust linear static panel data models using \(\varepsilon\)-contamination (Q1680195) (← links)
- Forecasting with spatial panel data (Q1927120) (← links)
- Fixed effects, random effects or Hausman-Taylor: a pretest estimator (Q1927318) (← links)
- ADAPTIVE ESTIMATION OF HETEROSKEDASTIC ERROR COMPONENT MODELS (Q4678783) (← links)
- A Robust Hausman–Taylor Estimator (Q5133580) (← links)
- Seemingly unrelated regression with measurement error: estimation via Markov chain Monte Carlo and mean field variational Bayes approximation (Q6636008) (← links)
