Small sample properties of a class of two stage Aitken estimators
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Note: In : Econometrica, 45(2), 497-508, 1977
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Other versions of this item:
- Taylor, William E, 1977. "Small Sample Properties of a Class of Two Stage Aitken Estimators," Econometrica, Econometric Society, vol. 45(2), pages 497-508, March.
Citations
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Cited by:
- Ozcam, Ahmet & Judge, George, 1988. "The Analytical Risk of a Two Stage Pretest Estimator in the Case of Possible Heteroscedasticity," CUDARE Working Papers 198478, University of California, Berkeley, Department of Agricultural and Resource Economics.
- Wansbeek, Tom & Kapteyn, Arie, 1989.
"Estimation of the error-components model with incomplete panels,"
Journal of Econometrics, Elsevier, vol. 41(3), pages 341-361, July.
- Wansbeek, T.J. & Kapteyn, A.J., 1990. "Estimation of the error-components model with incomplete panels," Other publications TiSEM cce8fcd9-a6dc-4cab-83b7-5, Tilburg University, School of Economics and Management.
- Paul A. Bekker & E. C. Leertouwer, 2000. "Exact Inference for the Linear Model with Groupwise Heteroscedasticity," Econometric Society World Congress 2000 Contributed Papers 1760, Econometric Society.
- Bekker, Paul A., 2002. "Exact inference for the linear model with groupwise heteroscedastic spherical disturbances," Journal of Econometrics, Elsevier, vol. 111(2), pages 285-302, December.
- repec:dgr:rugccs:200008 is not listed on IDEAS
- Çetin, Ahmet Burak, 2019. "The Effect of Economic and Political Institutions on Economic Growth: The Case of Developed Countries and Emerging Market Economies," Bulletin of Economic Theory and Analysis, BETA Journals, vol. 4(2), pages 1-31, December.
- Atanu Saha & Arthur Havenner & Hovav Talpaz, 1997. "Stochastic production function estimation: small sample properties of ML versus FGLS," Applied Economics, Taylor & Francis Journals, vol. 29(4), pages 459-469.
- Adrian C. Darnell, 1994. "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118.
- Kubokawa, Tatsuya, 1998. "Double Shrinkage Estimation of Common Coefficients in Two Regression Equations with Heteroscedasticity," Journal of Multivariate Analysis, Elsevier, vol. 67(2), pages 169-189, November.
- Binkley, James K., 1988. "Estimation of Variances in the Grouped Heteroskedasticity Model," 1988 Annual Meeting, August 1-3, Knoxville, Tennessee 270202, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Bekker, Paul & Leertouwer, Erik, 2000. "Exact inference for the linear model with groupwise heteroscedastic spherical disturbances," CCSO Working Papers 200008, University of Groningen, CCSO Centre for Economic Research.
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