SPECIFICATION OF VARIANCE MATRICES FOR PANEL DATA MODELS
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Publication:5187629
DOI10.1017/S0266466609090756zbMath1181.62195MaRDI QIDQ5187629
Publication date: 26 February 2010
Published in: Econometric Theory (Search for Journal in Brave)
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Cites Work
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- Testing for serial correlation, spatial autocorrelation and random effects using panel data
- Panel data models with spatially correlated error components
- Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood
- Testing panel data regression models with spatial error correlation.
- Dispersion Matrices for Variance Components Models
- Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form
- A Class of Decompositions of the Variance-Covariance Matrix of a Generalized Error Components Model
- Panel Data Econometrics
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