Statistical Inference for a Model with Both Random Cross-Sectional and Time Effects

DOI10.2307/2526085MaRDI QIDQ4769825zbMATH OpenOpenAlexFDO

Authors Cheng Hsiao

Publication date 1974

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2526085

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

(4)

• Departure from independence and stationarity in a handball match
• A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris
• Uniform inference in linear panel data models with two-dimensional heterogeneity
• A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service

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