Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form
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- Stengos, T. & Li, Q., 1993. "Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form," Working Papers 1993-4, University of Guelph, Department of Economics and Finance.
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- Ximing Wu & Thanasis Stengos, 2005.
"Partially adaptive estimation via the maximum entropy densities,"
Econometrics Journal, Royal Economic Society, vol. 8(3), pages 352-366, December.
- Thanasis Stengos & Ximing Wu, 2005. "Partially Adaptive Estimation via Maximum Entropy Densities," University of Cyprus Working Papers in Economics 6-2005, University of Cyprus Department of Economics.
- Georges Bresson & Cheng Hsiao & Alain Pirotte, 2011.
"Assessing the contribution of R&D to total factor productivity—a Bayesian approach to account for heterogeneity and heteroskedasticity,"
AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 95(4), pages 435-452, December.
- Bresson G. & Hsiao C. & Pirotte A., 2007. "Assessing the Contribution of R&D to Total Factor Productivity – a Bayesian Approach to Account for Heterogeneity And Heteroscedasticity," Working Papers ERMES 0708, ERMES, University Paris 2.
- Kouassi, Eugene & Mougoué, Mbodja & Sango, Joel & Bosson Brou, J.M. & Amba, Claude M.O. & Salisu, Afeez Adebare, 2014. "Testing for heteroskedasticity and spatial correlation in a two way random effects model," Computational Statistics & Data Analysis, Elsevier, vol. 70(C), pages 153-171.
- Nilanjana Roy, 2002. "Is Adaptive Estimation Useful For Panel Models With Heteroskedasticity In The Individual Specific Error Component? Some Monte Carlo Evidence," Econometric Reviews, Taylor & Francis Journals, vol. 21(2), pages 189-203.
- Yiguo Sun & Thanasis Stengos, 2008.
"The absolute health income hypothesis revisited: a semiparametric quantile regression approach,"
Empirical Economics, Springer, vol. 35(2), pages 395-412, September.
- Thanasis Stengos & Yiguo Sun, 2005. "The Absolute Health Income Hypothesis Revisited : A Semiparametric Quantile Regression Approach," University of Cyprus Working Papers in Economics 7-2005, University of Cyprus Department of Economics.
- Yiguo Sun & Thanasis Stengos, 2007. "The absolute health income hypothesis revisited: A Semiparametric Quantile Regression Approach," Working Paper series 23_07, Rimini Centre for Economic Analysis.
- Thanasis Stengos & Yiguo Sun, 2006. "The absolute health income hypothesis revisited: A Semiparametric Quantile Regression Approach," Working Papers 0606, University of Guelph, Department of Economics and Finance.
- Alain Pirotte & Jean-Loup Madre, 2011. "Determinants of Urban Sprawl in France," Urban Studies, Urban Studies Journal Limited, vol. 48(13), pages 2865-2886, October.
- Baltagi, Badi H. & Bresson, Georges & Pirotte, Alain, 2006.
"Joint LM test for homoskedasticity in a one-way error component model,"
Journal of Econometrics, Elsevier, vol. 134(2), pages 401-417, October.
- Baltagi B-H. & Bresson G. & Pirotte A., 2004. "Joint LM test for homoskedasticity in a one-way error component model," Working Papers ERMES 0408, ERMES, University Paris 2.
- Badi H. Baltagi & Georges Bresson & Alain Pirotte, 2005. "Joint LM Test for Homoskedasticity in a One-Way error Component Model," Center for Policy Research Working Papers 72, Center for Policy Research, Maxwell School, Syracuse University.
- Baltagi, Badi H. & Jung, Byoung Cheol & Song, Seuck Heun, 2010.
"Testing for heteroskedasticity and serial correlation in a random effects panel data model,"
Journal of Econometrics, Elsevier, vol. 154(2), pages 122-124, February.
- Badi H. Baltagi & Byoung Cheol Jung & Seuck Heun Song, 2008. "Testing for Heteroskedasticity and Serial Correlation in a Random Effects Panel Data Model," Center for Policy Research Working Papers 111, Center for Policy Research, Maxwell School, Syracuse University.
- Baltagi, Badi H. & Song, Seuck Heun & Kwon, Jae Hyeok, 2009.
"Testing for heteroskedasticity and spatial correlation in a random effects panel data model,"
Computational Statistics & Data Analysis, Elsevier, vol. 53(8), pages 2897-2922, June.
- Badi H. Baltagi & Seuck Heun Song & Jae Hyeok Kwon, 2008. "Testing for Heteroskedasticity and Spatial Correlation in a Random Effects Panel Data Model," Center for Policy Research Working Papers 108, Center for Policy Research, Maxwell School, Syracuse University.
- Eduardo Fé, 2012. "Instrumental variable estimation of heteroskedasticity adaptive error component models," Statistical Papers, Springer, vol. 53(3), pages 577-615, August.
- Juhl, Ted & Sosa-Escudero, Walter, 2014. "Testing for heteroskedasticity in fixed effects models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 484-494.
- Badi H. Baltagi & Peter H. Egger & Michaela Kesina, 2016.
"Firm‐Level Productivity Spillovers in China's Chemical Industry: A Spatial Hausman‐Taylor Approach,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(1), pages 214-248, January.
- Badi H. Baltagi & Peter Egger & Michaela Kesina, 2014. "Firm-level Productivity Spillovers in China's Chemical Industry: A Spatial Hausman-Taylor Approach," CESifo Working Paper Series 5114, CESifo.
- Badi H. Baltagi & Peter H. Egger & Michaela Kesina, 2014. "Firm-level Productivity Spillovers in China's Chemical Industry: A Spatial Hausman-Taylor Approach," Center for Policy Research Working Papers 175, Center for Policy Research, Maxwell School, Syracuse University.
- Badi H. Baltagi & Peter H. Egger, 2014. "Firm-Level Productivity Spillovers in China's Chemical Industry: A Spatial Hausman-Taylor Approach," Center for Policy Research Working Papers 173, Center for Policy Research, Maxwell School, Syracuse University.
- You, Jinhong & Zhou, Xian & Zhou, Yong, 2010. "Statistical inference for panel data semiparametric partially linear regression models with heteroscedastic errors," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1079-1101, May.
- Platoni, Silvia & Barbieri, Laura & Moro, Daniele & Sckokai, Paolo, 2020. "Heteroscedastic stratified two-way EC models of single equations and SUR systems," Econometrics and Statistics, Elsevier, vol. 15(C), pages 46-66.
- Eduardo Fé Rodríguez, 2009. "Adaptive Instrumental Variable Estimation of Heteroskedastic Error Component Models," Economics Discussion Paper Series 0921, Economics, The University of Manchester.
- Platoni, Silvia & Sckokai, Paolo & Moro, Daniele, 2008. "Panel Data Estimation Techniques for Farm-level Data Model," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 44268, European Association of Agricultural Economists.
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