Pages that link to "Item:Q1170850"
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The following pages link to Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood (Q1170850):
Displaying 15 items.
- Joint LM test for homoskedasticity in a one-way error component model (Q278186) (← links)
- Testing for serial correlation, spatial autocorrelation and random effects using panel data (Q280265) (← links)
- A space-time filter for panel data models containing random effects (Q452617) (← links)
- Regression systems for unbalanced panel data: a stepwise maximum likelihood procedure (Q899511) (← links)
- Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix (Q1251042) (← links)
- Testing spatial effects and random effects in a nested panel data model (Q1663962) (← links)
- Functional form and spatial dependence in dynamic panels (Q1929085) (← links)
- QML estimation of dynamic panel data models with spatial errors (Q2343773) (← links)
- A Joint Score Test for Heteroscedasticity in the Two Way Error Components Model (Q2921828) (← links)
- RANDOM EFFECTS AND SPATIAL AUTOCORRELATION WITH EQUAL WEIGHTS (Q3408528) (← links)
- Useful matrix transformations for panel data analysis: a survey (Q4275289) (← links)
- A Note on Two-Way ECM Estimation of SUR Systems on Unbalanced Panel Data (Q5080143) (← links)
- SPECIFICATION OF VARIANCE MATRICES FOR PANEL DATA MODELS (Q5187629) (← links)
- Proximity-Structured Multivariate Volatility Models (Q5863553) (← links)
- Earthquake Risk Embedded in Property Prices: Evidence From Five Japanese Cities (Q5881064) (← links)
