Pages that link to "Item:Q1815629"
From MaRDI portal
The following pages link to Consistency and asymptotic unbiasedness of \(S^ 2\) in the serially correlated error components regression model for panel data (Q1815629):
Displaying 11 items.
- Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends (Q553875) (← links)
- Complete consistency of estimators for regression models based on extended negatively dependent errors (Q725667) (← links)
- Testing the null hypothesis of zero serial correlation in short panel time series: a comparison of tail probabilities (Q744774) (← links)
- The effects of autocorrelation among errors on the consistency property of OLS variance estimator (Q1063986) (← links)
- Properties of ordinary least squares estimators in regression models with nonspherical disturbances (Q1203093) (← links)
- Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects (Q1695655) (← links)
- A note on \(S^{2}\) in a spatially correlated error components regression model for panel data (Q1934903) (← links)
- Strong laws for weighted sums of \(m\)-extended negatively dependent random variables and its applications (Q2227560) (← links)
- Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors: the case of stationary and non-stationary regressors and residuals (Q3548524) (← links)
- ON THE EFFICIENCY OF THE COCHRANE–ORCUTT ESTIMATOR IN THE SERIALLY CORRELATED ERROR COMPONENTS REGRESSION MODEL FOR PANEL DATA (Q4540580) (← links)
- Marcinkiewicz–Zygmund type strong law of large numbers for weighted sums of random variables with infinite moment and its applications (Q6050707) (← links)
