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ArticleA note on autoregressive error components models

Patrick Sevestre1985

Article1985

A note on autoregressive error components models

Patrick Sevestre

153 citations·0/0 files stored·Journal of Econometrics

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Spatial and Panel Data Analysis Statistical Methods and Bayesian Inference Statistical and numerical algorithms

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References

1982Formulation and estimation of dynamic models using panel data 1981Estimation of Dynamic Models with Error Components 1966Pooling Cross Section and Time Series Data in the Estimation of a Dynamic Model: The Demand for Natural Gas 1971The Use of Variance Components Models in Pooling Cross Section and Time Series Data 1971Further Evidence on the Estimation of Dynamic Economic Relations from a Time Series of Cross Sections 1981Estimation of Dynamic Models with Error Components

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2019ICT, infrastructure, and tourism development in Africa 2019From Data to Causes II: Comparing Approaches to Panel Data Analysis 2013Estimating and Forecasting with a Dynamic Spatial Panel Data Model*1996Dynamic Linear Models 2012Measuring financial inclusion: An Axiomatic approach 2014Bias correction in the estimation of dynamic panel models in corporate finance 2013The R&D tax credit in France: assessment and ex ante evaluation of the 2008 reform

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Year1985

Typearticle

Published1985-05-01

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations153

Files0 public / 0

ShelfSpatial and Panel Data Analysis

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doi10.1016/0304-4076(85)90122-8

openalex_workW1997349792

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2011

Dynamiczne modele panelowe w badaniach ekonomicznych