50 results
Variance Component Estimation Under Misspecification
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- Journal:
- Econometric Theory / Volume 8 / Issue 3 / September 1992
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- 18 October 2010, pp. 430-433
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An Alternative Heteroscedastic Error Components Model
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- Econometric Theory / Volume 4 / Issue 2 / August 1988
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- 18 October 2010, pp. 349-350
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An Approximate Transformation for the Error Component Model with MA(q) Disturbances
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- Econometric Theory / Volume 8 / Issue 4 / December 1992
- Published online by Cambridge University Press:
- 18 October 2010, pp. 582-583
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The Bias of the Standard Errors of OLS for an AR(1) Process with an Arbitrary Variance on the Initial Observations
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- Econometric Theory / Volume 8 / Issue 1 / March 1992
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- 18 October 2010, p. 146
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Prediction with a Two-Way Error Component Regression Model
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- Econometric Theory / Volume 4 / Issue 1 / April 1988
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- 18 October 2010, p. 171
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The Efficiency of OLS in a Seemingly Unrelated Regressions Model
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- Econometric Theory / Volume 4 / Issue 3 / December 1988
- Published online by Cambridge University Press:
- 18 October 2010, pp. 536-537
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The Lower Triangular Matrix Associated with an Autoregressive Process
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- Econometric Theory / Volume 5 / Issue 3 / December 1989
- Published online by Cambridge University Press:
- 18 October 2010, pp. 461-463
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Sampling Distributions and Efficiency Comparisons of OLS and GLS in the Presence of Both Serial Correlation and Heteroskedasticity
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- Econometric Theory / Volume 8 / Issue 2 / June 1992
- Published online by Cambridge University Press:
- 18 October 2010, pp. 304-305
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A Variance Comparison of OLS and Feasible GLS in an Error Components Model
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- Econometric Theory / Volume 5 / Issue 1 / April 1989
- Published online by Cambridge University Press:
- 18 October 2010, p. 175
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Pooling Under Misspecification: Some Monte Carlo Evidence on the Kmenta and the Error Components Techniques
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- Econometric Theory / Volume 2 / Issue 3 / December 1986
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- 18 October 2010, pp. 429-440
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A Note on the Estimation of Simultaneous Equations with Error Components
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- Econometric Theory / Volume 8 / Issue 1 / March 1992
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- 18 October 2010, pp. 113-119
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The Equivalence of the Boothe-MacKinnon and the Hausman Specification Tests in the Context of Panel Data
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- Econometric Theory / Volume 5 / Issue 3 / December 1989
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- 18 October 2010, p. 454
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A Hausman Specification Test in a Simultaneous Equations Model
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- Journal:
- Econometric Theory / Volume 5 / Issue 3 / December 1989
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- 18 October 2010, pp. 465-467
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Testing for Random Individual Effects with a Gauss-Newton Regression
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- Econometric Theory / Volume 12 / Issue 4 / October 1996
- Published online by Cambridge University Press:
- 11 February 2009, pp. 745-746
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The Wald, LR, and LM Inequality
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- Econometric Theory / Volume 11 / Issue 4 / August 1995
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- 11 February 2009, pp. 798-800
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Testing for Fixed Effects in Logit and Probit Models Using an Artificial Regression
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- Econometric Theory / Volume 11 / Issue 5 / October 1995
- Published online by Cambridge University Press:
- 11 February 2009, p. 1179
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Estimation of Time-Series Regressions with Autoregressive Disturbances and Missing Observations
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- Econometric Theory / Volume 13 / Issue 6 / December 1997
- Published online by Cambridge University Press:
- 11 February 2009, p. 889
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Testing for Random Individual Effects with a Gauss-Newton Regression
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- Journal:
- Econometric Theory / Volume 11 / Issue 4 / August 1995
- Published online by Cambridge University Press:
- 11 February 2009, p. 795
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Testing for Correlated Effects in Panels
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- Journal:
- Econometric Theory / Volume 11 / Issue 2 / February 1995
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- 11 February 2009, pp. 401-402
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A Mixed-Error Component Model
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- Journal:
- Econometric Theory / Volume 11 / Issue 1 / February 1995
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- 11 February 2009, pp. 192-193
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