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A computational algorithm for multiple equation models with panel data - MaRDI portal

A computational algorithm for multiple equation models with panel data (Q809533)

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scientific article; zbMATH DE number 4213297
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A computational algorithm for multiple equation models with panel data
scientific article; zbMATH DE number 4213297

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    A computational algorithm for multiple equation models with panel data (English)
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    1990
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    multi-equations error-components models
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    Choleski decomposition
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    covariance matrix of residuals
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    Fuller-Battese transformation
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