Specification of variance matrices for panel data models

DOI10.1017/S0266466609090756MaRDI QIDQ5187629zbMATH OpenFDO

Authors Jan R. Magnus, Chris Muris

Publication date 26 February 2010

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0266466609090756

Mathematics Subject Classification ID

General nonlinear regression (62J02) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 192992 (Why is no real title available?)
• scientific article; zbMATH DE number 805005 (Why is no real title available?)
• A Class of Decompositions of the Variance-Covariance Matrix of a Generalized Error Components Model
• Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form
• Dispersion Matrices for Variance Components Models
• Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood
• Panel Data Econometrics
• Panel data models with spatially correlated error components
• Testing for serial correlation, spatial autocorrelation and random effects using panel data
• Testing panel data regression models with spatial error correlation.

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