A Full Heteroscedastic One-Way Error Components Model Allowing for Unbalanced Panel : Pseudo-Maximum Likelihood Estimation and Specification Testing
Year of publication: |
2005
|
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Authors: | Lejeune, Bernard |
Publisher: |
[S.l.] : SSRN |
Subject: | Schätzung | Estimation | Heteroskedastizität | Heteroscedasticity | Inflationserwartung | Inflation expectations | Theorie der Arbeitslosigkeit | Unemployment theory |
Extent: | 1 Online-Ressource (37 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 2004 erstellt |
Other identifiers: | 10.2139/ssrn.683176 [DOI] |
Classification: | C12 - Hypothesis Testing ; C22 - Time-Series Models ; C52 - Model Evaluation and Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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