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Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood
10 references·8 citing·23 second hop
Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood (1982)Multivariate error components analysis of…On Seemingly Unrelated Regressions with Error Components (1980)On Seemingly Unrelated Regres…On the Pooling of Time Series and Cross Section Data (1978)On the Pooling of Time Series…Estimation of linear models with crossed-error structure (1974)Estimation of linear models w…The Exact Finite Sample Properties of the Estimators of Coefficients in the Error Components Regression Models (1972)The Exact Finite Sample Prope…A Note on Error-Components Models (1972)A Note on Error-Components Mo…The Use of Variance Components Models in Pooling Cross Section and Time Series Data (1971)The Use of Variance Component…Further Evidence on the Estimation of Dynamic Economic Relations from a Time Series of Cross Sections (1971)Further Evidence on the Estim…A Note on Error Components Models (1971)A Note on Error Components Mo…The Use of Error Components Models in Combining Cross Section with Time Series Data (1969)The Use of Error Components M…Pooling Cross Section and Time Series Data in the Estimation of a Dynamic Model: The Demand for Natural Gas (1966)Pooling Cross Section and Tim…Proximity-Structured Multivariate Volatility Models (2013)Proximity-Structured Multivar…SPATIAL PANELS: RANDOM COMPONENTS VERSUS FIXED EFFECTS* (2012)SPATIAL PANELS: RANDOM COMPON…Spatial dynamic panel data models with random effects (2012)Spatial dynamic panel data mo…Maximum likelihood estimation and Lagrange multiplier tests for panel seemingly unrelated regressions with spatial lag and spatial errors: An application to hedonic housing prices in Paris (2010)Maximum likelihood estimation…A space–time filter for panel data models containing random effects (2010)A space–time filter for panel…Mental health expenditure in England: A spatial panel approach (2007)Mental health expenditure in …A Note on the Estimation of Simultaneous Equations with Error Components (1992)A Note on the Estimation of S…A nonlinear multivariate error components analysis of technology and specific factor productivity growth with an application to the U.S. Airlines (1985)A nonlinear multivariate erro…Empirical Production Function Free of Management Bias (1961)Real Wages over the Business Cycle: Evidence from Panel Data (1985)The Effect of State and Local Taxes on Economic Growth: A Time Series--Cross Section Approach (1985)Chapter 22 Panel data (1984)Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models (2001)Panel data models with spatially correlated error components (2006)Simultaneous Equations with Error Components (1981)LDC's Foreign Borrowing and Default Risk: An Empirical Investigation (1983)Productivity growth in large US commercial banks: The initial post-deregulation experience (2001)Pooling cross-sections with unequal time-series lengths (1985)Owner occupancy: Investment vs consumption demand (1987)Econometric analyses of linked employer–employee data (1999)Limited Dependent Variable Models Using Panel Data (1987)Some recent developments in spatial panel data models (2009)Incomplete panels (1994)Macroeconomic determinants of international housing markets (2009)Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods (2002)Specification Tests in Econometrics (1978)Econometric Analysis of Cross Section and Panel Data (2001)The Rise and Fall of the Environmental Kuznets Curve (2004)An analysis of the relation between water pollution and economic growth in China by considering the contemporaneous correlation of water pollutants (2020)Small sample considerations in estimation from panel data (1980)Pooled Cross-Sectional and Time Series Data: A Survey of Current Statistical Methodology (1983)
this work references cited by second hop

References

  • 1978On the Pooling of Time Series and Cross Section Data5,402 cited
  • 1966Pooling Cross Section and Time Series Data in the Estimation of a Dynamic Model: The Demand for Natural Gas1,005 cited
  • 1969The Use of Error Components Models in Combining Cross Section with Time Series Data525 cited
  • 1971The Use of Variance Components Models in Pooling Cross Section and Time Series Data516 cited
  • 1971Further Evidence on the Estimation of Dynamic Economic Relations from a Time Series of Cross Sections505 cited
  • 1974Estimation of linear models with crossed-error structure478 cited
  • 1972The Exact Finite Sample Properties of the Estimators of Coefficients in the Error Components Regression Models341 cited
  • 1971A Note on Error Components Models145 cited
  • 1980On Seemingly Unrelated Regressions with Error Components137 cited
  • 1972A Note on Error-Components Models126 cited

Cited by

  • 2012Spatial dynamic panel data models with random effects112 cited
  • 2007Mental health expenditure in England: A spatial panel approach98 cited
  • 2010A space–time filter for panel data models containing random effects97 cited
  • 2010Maximum likelihood estimation and Lagrange multiplier tests for panel seemingly unrelated regressions with spatial lag and spatial errors: An application to hedonic housing prices in Paris

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88 cited
  • 2012SPATIAL PANELS: RANDOM COMPONENTS VERSUS FIXED EFFECTS*86 cited
  • 1992A Note on the Estimation of Simultaneous Equations with Error Components77 cited
  • 1985A nonlinear multivariate error components analysis of technology and specific factor productivity growth with an application to the U.S. Airlines58 cited
  • 2013Proximity-Structured Multivariate Volatility Models34 cited