The error components model conditions for the existence of the maximum likelihood estimates

DOI10.1016/0304-4076(79)90067-8zbMath0399.62092OpenAlexW1566273336WikidataQ58844460 ScholiaQ58844460MaRDI QIDQ1254816

Korhan Berzeg

Publication date: 1979

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(79)90067-8

zbMATH Keywords

Error Components ModelExistence Of Maximum Likelihood EstimatesTime Series of Cross-Sections

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Estimating economic relations from incomplete cross-section/time-series data

Cites Work

• Unnamed Item
• Unnamed Item
• Bayesian Analysis of Error Components Regression Models
• The Use of Error Components Models in Combining Cross Section with Time Series Data
• The Exact Finite Sample Properties of the Estimators of Coefficients in the Error Components Regression Models

This page was built for publication: The error components model conditions for the existence of the maximum likelihood estimates