Estimation of a generalized random-effects model: some ECME algorithms and Monte Carlo evidence
type: Item
instance of: scholarly article
title: Estimation of a generalized random-effects model: some ECME algorithms and Monte Carlo evidence
zbMATH Open document ID: 1200.65004
author: Robert F. Phillips
publication date: 2008-11-06T00:00:00Z
Mathematics Subject Classification ID: 65C20
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 5362822
zbMATH Keywords: panel data
zbMATH Keywords: error components
zbMATH Keywords: EM algorithm
zbMATH Keywords: autocorrelated
zbMATH Keywords: mixed effects
describes a project that uses: bootstrap
MaRDI profile type: Publication
full work available at URL: j.jedc.2003.04.004
OpenAlex ID: W1987927571
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DOI: 10.1016/J.JEDC.2003.04.004
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 5362822