On Estimating from a More General Time-Series Cum Cross-Section Data Structure
- 1 October 1987
- journal article
- Published by SAGE Publications in The American Economist
- Vol. 31 (2) , 69-71
- https://doi.org/10.1177/056943458703100211
Abstract
No abstract availableKeywords
This publication has 13 references indexed in Scilit:
- Eigenvalue-eigenvector analysis for a class of patterned correlation matrices with an applicationStatistics & Probability Letters, 1984
- Specification Tests in EconometricsEconometrica, 1978
- Estimating from a More General Time-Series Cum Cross-Section Data StructureThe American Economist, 1976
- Estimation of linear models with crossed-error structureJournal of Econometrics, 1974
- Best quadratic unbiased estimators of the variance-covariance matrix in normal regressionJournal of Econometrics, 1973
- The Exact Finite Sample Properties of the Estimators of Coefficients in the Error Components Regression ModelsEconometrica, 1972
- A Note on Error Components ModelsEconometrica, 1971
- Comment on "The Use of Error Components Models in Combining Cross Section with Time Series Data"Econometrica, 1971
- The Estimation of the Variances in a Variance-Components ModelInternational Economic Review, 1971
- Theorems Concerning Eisenhart's Model IIThe Annals of Mathematical Statistics, 1961