Estimation of a generalized random-effects model: some ECME algorithms and Monte Carlo evidence (Q953682)

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scientific article; zbMATH DE number 5362822
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English
Estimation of a generalized random-effects model: some ECME algorithms and Monte Carlo evidence
scientific article; zbMATH DE number 5362822

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    Estimation of a generalized random-effects model: some ECME algorithms and Monte Carlo evidence (English)
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    6 November 2008
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    panel data
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    error components
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    EM algorithm
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    autocorrelated
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    mixed effects
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