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Maximum likelihood estimation of random effects models

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  • Breusch, Trevor S.

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  • Breusch, Trevor S., 1987. "Maximum likelihood estimation of random effects models," Journal of Econometrics, Elsevier, vol. 36(3), pages 383-389, November.
    • Handle: RePEc:eee:econom:v:36:y:1987:i:3:p:383-389
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    1. Biorn, Erik & Hagen, Terje P. & Iversen, Tor & Magnussen, Jon, 2002. "The Effect of Activity-Based Financing on Hospital Efficiency: A Panel Data Analysis of DEA Efficiency Scores 1992-2000," MPRA Paper 8099, University Library of Munich, Germany.
    2. Debarsy, Nicolas & Gnabo, Jean-Yves & Kerkour, Malik, 2017. "Sovereign wealth funds’ cross-border investments: Assessing the role of country-level drivers and spatial competition," Journal of International Money and Finance, Elsevier, vol. 76(C), pages 68-87.
    3. Blanchard, Pierre & Matyas, Laszlo, 1996. "Robustness of tests for error components models to non-normality," Economics Letters, Elsevier, vol. 51(2), pages 161-167, May.
    4. Obsa Urgessa Ayana & Jima Degaga, 2022. "Effects of rural electrification on household welfare: a meta-regression analysis," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 69(2), pages 209-261, June.
    5. Dong Kim, 2012. "What is an oil shock? Panel data evidence," Empirical Economics, Springer, vol. 43(1), pages 121-143, August.
    6. Trapani, Lorenzo & Urga, Giovanni, 2009. "Optimal forecasting with heterogeneous panels: A Monte Carlo study," International Journal of Forecasting, Elsevier, vol. 25(3), pages 567-586, July.
    7. Baltagi, Badi H. & Pirotte, Alain, 2010. "Panel data inference under spatial dependence," Economic Modelling, Elsevier, vol. 27(6), pages 1368-1381, November.
    8. Chambers, Robert G. & Tzouvelekas, Vangelis, 2013. "Estimating population dynamics without population data," Journal of Environmental Economics and Management, Elsevier, vol. 66(3), pages 510-522.
    9. Nazan An & Mustafa Tufan Turp & Murat Türkeş & Mehmet Levent Kurnaz, 2020. "Mid-Term Impact of Climate Change on Hazelnut Yield," Agriculture, MDPI, vol. 10(5), pages 1-20, May.
    10. Robert Chambers & Giannis Karagiannis & Vangelis Tzouvelekas, 2014. "Productivity accounting for separable technologies," Journal of Productivity Analysis, Springer, vol. 41(1), pages 41-50, February.
    11. Anders Skrondal & Sophia Rabe-Hesketh, 2022. "The Role of Conditional Likelihoods in Latent Variable Modeling," Psychometrika, Springer;The Psychometric Society, vol. 87(3), pages 799-834, September.
    12. Hayakawa, Kazuhiko & Pesaran, M. Hashem, 2015. "Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 188(1), pages 111-134.
    13. Nicolas Debarsy & Jean-Yves Gnabo & Malik Kerkour, 2016. "Sovereign Wealth Funds’ cross-border investments: assessing the role of country-level drivers and spatial competition," Working Papers hal-01251243, HAL.
    14. Biorn, Erik, 2004. "Regression systems for unbalanced panel data: a stepwise maximum likelihood procedure," Journal of Econometrics, Elsevier, vol. 122(2), pages 281-291, October.
    15. Dimas B. E. Dharmowijoyo & Yusak O. Susilo & Anders Karlström, 2018. "On complexity and variability of individuals’ discretionary activities," Transportation, Springer, vol. 45(1), pages 177-204, January.
    16. Baltagi, Badi H., 1997. "Testing linear and loglinear error components regressions against Box-Cox alternatives," Statistics & Probability Letters, Elsevier, vol. 33(1), pages 63-68, April.
    17. J. Paul Elhorst, 2003. "Specification and Estimation of Spatial Panel Data Models," International Regional Science Review, , vol. 26(3), pages 244-268, July.
    18. Badi H. Baltagi, 1999. "Specification Tests in Panel Data Models Using Artificial Regressions," Annals of Economics and Statistics, GENES, issue 55-56, pages 277-297.
    19. Øivind A. Nilsen & Arvid Raknerud & Terje Skjerpen, 2017. "Estimation of a model for matched panel data with high-dimensional two-way unobserved heterogeneity," Empirical Economics, Springer, vol. 53(4), pages 1657-1680, December.
    20. Kalirajan, K.P. & Shand, R.T., 1997. "Modelling and Measuring Technical Efficiency: An Alternative Approach," 1997 Occasional Paper Series No. 7 198062, International Association of Agricultural Economists.
    21. Ghialy Yap & Shrabani Saha & Nelson O Ndubisi & Saif S Alsowaidi & Ali S Saleh, 2023. "Can tourism market diversification mitigate the adverse effects of a blockade on tourism? Evidence from Qatar," Tourism Economics, , vol. 29(4), pages 880-905, June.

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