Pages that link to "Item:Q900167"
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The following pages link to A transformation for heteroscedastic error components regression models (Q900167):
Displaying 10 items.
- Joint LM test for homoskedasticity in a one-way error component model (Q278186) (← links)
- A transformation that will circumvent the problem of autocorrelation in an error-component model (Q1176603) (← links)
- Estimation of regression models with nested error structure and unequal error variances under two and three stage cluster sampling (Q1373957) (← links)
- On the use of the Helmert transformation, and its applications in panel data econometrics (Q2694021) (← links)
- A Joint Score Test for Heteroscedasticity in the Two Way Error Components Model (Q2921828) (← links)
- Bayesian estimation of a random effects heteroscedastic probit model (Q3161680) (← links)
- (Q4364002) (← links)
- IS ADAPTIVE ESTIMATION USEFUL FOR PANEL MODELS WITH HETEROSKEDASTICITY IN THE INDIVIDUAL SPECIFIC ERROR COMPONENT? SOME MONTE CARLO EVIDENCE (Q4443971) (← links)
- Untransformed first observation problem in regression model with moving average process (Q4843654) (← links)
- Improved inference for the panel data model with unknown unit-specific heteroscedasticity: A Monte Carlo evidence (Q5193253) (← links)
