Pages that link to "Item:Q5637756"

The following pages link to The Estimation of the Variances in a Variance-Components Model (Q5637756):

Displaying 32 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)
• Panel data models with multiple time-varying individual effects (Q386936) (← links)
• Estimation for the multi-way error components model with ill-conditioned panel data (Q508103) (← links)
• Multivariate regression models for panel data (Q1050065) (← 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)
• A monotonic property for iterative GLS in the two-way random effects model (Q1194025) (← 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)
• The German wage curve: evidence from the IAB employment sample (Q1274637) (← 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)
• Testing for heteroskedasticity and spatial correlation in a two way random effects model (Q1615227) (← links)
• Testing for serial correlation in hierarchical linear models (Q1742734) (← links)
• Estimating multi-way error components models with unbalanced data structures. (Q1858908) (← links)
• Subgraph network random effects error components models: specification and testing (Q2121823) (← links)
• Heterogeneity in panel data and in nonparametric analysis (Q2516305) (← links)
• A panel data approach to economic forecasting: the bias-corrected average forecast (Q2630076) (← links)
• A Joint Score Test for Heteroscedasticity in the Two Way Error Components Model (Q2921828) (← links)
• Conditional Score Tests for Heteroscedasticity in the Two-Way Error Components Model (Q2931576) (← links)
• The error components regression model: conditional relative efficiency comparisons (Q3034700) (← links)
• Prediction from the regression model with two-way error components (Q3101654) (← links)
• Useful matrix transformations for panel data analysis: a survey (Q4275289) (← links)
• ADAPTIVE ESTIMATION OF HETEROSKEDASTIC ERROR COMPONENT MODELS (Q4678783) (← links)
• Skew-normal Bayesian spatial heterogeneity panel data models (Q5037057) (← links)
• Estimation of the error-components model with incomplete panels (Q5903918) (← links)
• The unbalanced nested error component regression model (Q5932783) (← links)
• Subspace clustering for panel data with interactive effects (Q6059401) (← links)