Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form (Q4320065)
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scientific article; zbMATH DE number 711718
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form |
scientific article; zbMATH DE number 711718 |
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Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form (English)
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1 March 1995
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semiparametric time series
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white noise
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adaptive estimation
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heteroskedasticity
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time series
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cross section
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panel data error components model
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recursive transformations
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random effects model
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modified Breusch-Pagan test
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