The following pages link to A Note on Error Components Models (Q5623138):
Displaying 21 items.
- Estimation of spatial autoregressive panel data models with fixed effects (Q77665) (← links)
- A SPATIAL DYNAMIC PANEL DATA MODEL WITH BOTH TIME AND INDIVIDUAL FIXED EFFECTS (Q77666) (← links)
- Panel data models with spatially correlated error components (Q280270) (← links)
- Pooling cross sections with unequal time-series lengths (Q375100) (← links)
- The spectral decomposition of a covariance matrix for the balanced mixed analysis of variance model (Q417462) (← links)
- The spectral decomposition of covariance matrices for the variance components models (Q853949) (← links)
- Small sample considerations in estimation from panel data (Q1135079) (← links)
- Small samples and collateral information. An application of the hyperparameter model (Q1142004) (← links)
- Estimating economic relations from incomplete cross-section/time-series data (Q1158721) (← links)
- Pooling. An experimental study of alternative testing and estimation procedures in a two-way error component model (Q1162096) (← links)
- Simultaneous equations with error components (Q1166223) (← links)
- Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood (Q1170850) (← links)
- Estimation of linear models with crossed-error structure (Q1215996) (← links)
- Best quadratic unbiased estimators of the variance-covariance matrix in normal regression (Q1224396) (← links)
- Convenient estimators for the panel probit model (Q1305638) (← links)
- Incomplete panels. A comparative study of alternative estimators for the unbalanced one-way error component regression model (Q1329125) (← links)
- Consistency, asymptotic unbiasedness and bounds on the bias of \(s^ 2\) in the linear regression model with error component disturbances (Q1342772) (← links)
- Estimating multi-way error components models with unbalanced data structures. (Q1858908) (← links)
- Some optimal tests for the equicorrelation coefficient in standard symmetric multivariate normal distribution (Q1914652) (← links)
- On the inverse of certain patterned sums of matrices with Kronecker product structures (Q3006571) (← links)
- The error components regression model: conditional relative efficiency comparisons (Q3034700) (← links)
