GENERALIZED ESTIMATION OF ERROR-COMPONENTS MODELS WITH A SERIALLY CORRELATED TEMPORAL EFFECT

被引：3

作者：

SILVER, JL ^{[1
]}

机构：

[1] DUKE UNIV,DEPT ECON,DURHAM,NC 27706

来源：

INTERNATIONAL ECONOMIC REVIEW | 1982年 / 23卷 / 02期

关键词：

D O I：

10.2307/2526452

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：463 / 478

页数：16

共 50 条

[1] ANALYSIS OF REGRESSIONS CONTAINING SERIALLY CORRELATED AND SERIALLY UNCORRELATED ERROR-COMPONENTS
REVANKAR, NS
INTERNATIONAL ECONOMIC REVIEW, 1980, 21 (01) : 185 - 199
[2] ON THE MAXIMUM-LIKELIHOOD ESTIMATION OF MULTIVARIATE REGRESSION-MODELS CONTAINING SERIALLY CORRELATED ERROR-COMPONENTS
MAGNUS, JR
WOODLAND, AD
INTERNATIONAL ECONOMIC REVIEW, 1988, 29 (04) : 707 - 725
[3] ESTIMATION OF DYNAMIC-MODELS WITH ERROR-COMPONENTS
ANDERSON, TW
HSIAO, C
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1981, 76 (375) : 598 - 606
[4] ANOTHER LOOK AT THE INSTRUMENTAL VARIABLE ESTIMATION OF ERROR-COMPONENTS MODELS
ARELLANO, M
BOVER, O
JOURNAL OF ECONOMETRICS, 1995, 68 (01) : 29 - 51
[5] Estimation of a stratified error-components model
Phillips, RF
INTERNATIONAL ECONOMIC REVIEW, 2003, 44 (02) : 501 - 521
[6] A NOTE ON AUTOREGRESSIVE ERROR-COMPONENTS MODELS
SEVESTRE, P
TROGNON, A
JOURNAL OF ECONOMETRICS, 1985, 28 (02) : 231 - 245
[7] On computing generalized least squares and maximum-likelihood estimates of error-components models with incomplete panels and correlated disturbances
Phillips, Robert F.
ECONOMICS BULLETIN, 2012, 32 (04): : 3017 - 3024
[8] ESTIMATION OF THE ERROR-COMPONENTS MODEL WITH INCOMPLETE PANELS
WANSBEEK, T
KAPTEYN, A
JOURNAL OF ECONOMETRICS, 1989, 41 (03) : 341 - 361
[9] On calculating estimates of stratified error-components models
Phillips, Robert
ECONOMICS BULLETIN, 2008, 3
[10] DEMAND FOR MOTOR GASOLINE - A GENERALIZED ERROR-COMPONENTS MODEL
BERZEG, K
SOUTHERN ECONOMIC JOURNAL, 1982, 49 (02) : 462 - 471

← 1 2 3 4 5 →