The error components model: Conditions for the existence of the maximum likelihood estimates

This publication has 6 references indexed in Scilit:

• Bayesian Analysis of Error Components Regression Models
  Journal of the American Statistical Association, 1973
• The Exact Finite Sample Properties of the Estimators of Coefficients in the Error Components Regression Models
  Econometrica, 1972
• Further Evidence on the Estimation of Dynamic Economic Relations from a Time Series of Cross Sections
  Econometrica, 1971
• The Use of Variance Components Models in Pooling Cross Section and Time Series Data
  Econometrica, 1971
• The Use of Error Components Models in Combining Cross Section with Time Series Data
  Econometrica, 1969
• Pooling Cross Section and Time Series Data in the Estimation of a Dynamic Model: The Demand for Natural Gas
  Econometrica, 1966