A monotonic property for iterative GLS in the two-way random effects model

Author:

Baltagi Badi H.,Li Qi

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference12 articles.

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2. Pooling cross-section and time-series data in the estimation of a dynamic model: The demand for natural gas;Balestra;Econometrica,1966

3. Maximum likelihood estimation of random effects model;Breusch;Journal of Econometrics,1987

4. The Lagrange multiplier test and its applications to model specification in econometrics;Breusch;Review of Economic Studies,1980

5. Models and projections of demand in post-war Britain;Deaton,1975

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1. The Two-Way Error Component Regression Model;Springer Texts in Business and Economics;2021

2. Asymptotics and bootstrap for random-effects panel data transformation models;Econometric Reviews;2016-04-15

3. Estimating and Predicting the General Random Effects Model;Journal of Forecasting;2014-05-09

4. On Computing Maximum-Likelihood Estimates of the Unbalanced Two-Way Random-Effects Model;Communications in Statistics - Simulation and Computation;2012-11

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