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BLUP in the nested panel regression model with serially correlated errors

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  • Jhun, Myoungshic
  • Song, Seuck Heun
  • Jung, Byoung Cheol

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  • Jhun, Myoungshic & Song, Seuck Heun & Jung, Byoung Cheol, 2003. "BLUP in the nested panel regression model with serially correlated errors," Computational Statistics & Data Analysis, Elsevier, vol. 44(1-2), pages 77-88, October.
    • Handle: RePEc:eee:csdana:v:44:y:2003:i:1-2:p:77-88
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    References listed on IDEAS

    as
    1. Alicia H. Munnell, 1990. "Why has productivity growth declined? Productivity and public investment," New England Economic Review, Federal Reserve Bank of Boston, issue Jan, pages 3-22.
    2. Wansbeek, Tom & Kapteyn, Arie, 1983. "A note on spectral decomposition and maximum likelihood estimation in models with balanced data," Statistics & Probability Letters, Elsevier, vol. 1(4), pages 213-215, June.
    3. Seuck Song & Byoung Jung, 2002. "BLUP in the panel regression model with spatially and serially correlated error components," Statistical Papers, Springer, vol. 43(4), pages 551-566, October.
    4. repec:adr:anecst:y:2002:i:65:p:10 is not listed on IDEAS
    5. Foschi, Paolo & Kontoghiorghes, Erricos J., 2002. "Seemingly unrelated regression model with unequal size observations: computational aspects," Computational Statistics & Data Analysis, Elsevier, vol. 41(1), pages 211-229, November.
    6. Moulton, Brent R., 1986. "Random group effects and the precision of regression estimates," Journal of Econometrics, Elsevier, vol. 32(3), pages 385-397, August.
    7. Badi H. Baltagi & Seuck Heun Song & Byoung Cheol Jung, 2002. "LM Tests for the Unbalanced Nested Panel Data Regression Model with Serially Correlated Errors," Annals of Economics and Statistics, GENES, issue 65, pages 219-268.
    8. Xiong, Weiwen, 1995. "Nested Effects," Econometric Theory, Cambridge University Press, vol. 11(03), pages 658-659, June.
    9. Badi Baltagi & Seuck Heun Song & Byoung Cheol Jung, 2002. "Simple Lm Tests For The Unbalanced Nested Error Component Regression Model," Econometric Reviews, Taylor & Francis Journals, vol. 21(2), pages 167-187.
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