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A Generalized Error Component Model with Heteroscedastic Disturbances

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Cited by:

  1. 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.
  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.
  3. Heshmati, Almas & Kumbhakar, Subal C., 2010. "Technical Change and Total Factor Productivity Growth: The Case of Chinese Provinces," IZA Discussion Papers 4784, Institute of Labor Economics (IZA).
  4. 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.
  5. 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.
  6. 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.
  7. Robert Phillips, 2003. "Some Monte Carlo results for a generalized error component model with heteroskedastic disturbances," Economics Bulletin, AccessEcon, vol. 3(15), pages 1-4.
  8. Robert Phillips, 2008. "On calculating estimates of stratified error-components models," Economics Bulletin, AccessEcon, vol. 3(75), pages 1-10.
  9. M. Giulietti & S. Mccorriston & P. Osborne, 2004. "Foreign direct investment in the UK: evidence from a disaggregated panel of the UK food sector," Applied Economics, Taylor & Francis Journals, vol. 36(7), pages 653-663.
  10. 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.
  11. Julius Schäper & Rainer Winkelmann, 2024. "Random effects panel data models with known heteroskedasticity," ECON - Working Papers 445, Department of Economics - University of Zurich, revised Sep 2024.
  12. Ghulam, Yaseen, 2021. "Institutions and firms’ technological changes and productivity growth," Technological Forecasting and Social Change, Elsevier, vol. 171(C).
  13. Subal C. Kumbhakar, 1996. "Le ralentissement de la productivité des entreprises d'électricité au Texas : le rôle des marges, des rendements d'échelle et du progrès technique," Économie et Prévision, Programme National Persée, vol. 126(5), pages 77-89.
  14. Tompsett, D & Vansteelandt, S & Grieve, R & Petersen, I Author Name: Gomes, M, 2024. "Two Stage Least Squares with Time-Varying Instruments: An Application to an Evaluation of Treatment Intensification for Type-2 Diabetes," Health, Econometrics and Data Group (HEDG) Working Papers 24/19, HEDG, c/o Department of Economics, University of York.
  15. Nilanjana Roy, 1999. "Is Adaptive Estimation Useful for Panel Models With Heteroskedasticity in the Unit-Specific Error Component? Some Monte Carlo Evidence," Econometrics Working Papers 9913, Department of Economics, University of Victoria.
  16. Shiu, Alice & Heshmati, Almas, 2006. "Technical Change and Total Factor Productivity Growth for Chinese Provinces: A Panel Data Analysis," Ratio Working Papers 98, The Ratio Institute.
  17. Kevin Z. Chen & Karl D. Meilke & Calum Turvey, 1999. "Income risk and farm consumption behavior," Agricultural Economics, International Association of Agricultural Economists, vol. 20(2), pages 173-183, March.
  18. 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.
  19. Khaled Elmawazini & Elias G. Saleeby & Ahmed Ibn el Farouk & Bashayer AL-Naser, 2018. "Tripartite decomposition of labor productivity growth, FDI and human development: evidence from transition economies," Economic Change and Restructuring, Springer, vol. 51(2), pages 153-171, May.
  20. Ghulam, Yaseen & Dhruva, Kamini, 2024. "Banking sector reforms in a challenging environment: An emerging financial market experience," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 1074-1096.
  21. Eduardo Fé, 2012. "Instrumental variable estimation of heteroskedasticity adaptive error component models," Statistical Papers, Springer, vol. 53(3), pages 577-615, August.
  22. Shantanu Dutta & Om Narasimhan & Surendra Rajiv, 1999. "Success in High-Technology Markets: Is Marketing Capability Critical?," Marketing Science, INFORMS, vol. 18(4), pages 547-568.
  23. Fuhrer, Adrian & Hock, Thorsten, 2023. "Uncertainty in the Black–Litterman model: Empirical estimation of the equilibrium," Journal of Empirical Finance, Elsevier, vol. 72(C), pages 251-275.
  24. 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.
  25. Almas Heshmati, 1996. "On the single and multiple time trends representation of technical change," Applied Economics Letters, Taylor & Francis Journals, vol. 3(8), pages 495-499.
  26. repec:ebl:ecbull:v:3:y:2003:i:15:p:1-4 is not listed on IDEAS
  27. repec:ebl:ecbull:v:3:y:2008:i:75:p:1-10 is not listed on IDEAS
  28. Eduardo Fé Rodríguez, 2009. "Adaptive Instrumental Variable Estimation of Heteroskedastic Error Component Models," Economics Discussion Paper Series 0921, Economics, The University of Manchester.
  29. Majumdar, Raju, 2012. "The role of secured debt in resolving agency conflicts and problems of asymmetric information: Indian evidence," MPRA Paper 37925, University Library of Munich, Germany.
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