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Estimating Error Component Models With General MA(q) Disturbances
Baltagi, Badi H.; Li, Qi - In: Econometric Theory 10 (1994) 02, pp. 396-408
This paper provides a simple estimation method for an error component regression model with general MA(<italic>q</italic>) remainder disturbances. The estimation method utilizes the transformation derived by Baltagi and Li [3] for an error component model with autoregressive remainder disturbances, and a...
Persistent link: https://www.econbiz.de/10005250047
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04.1.1. A Hausman Test Based on the Difference between Fixed Effects Two-Stage Least Squares and Error Components Two-Stage Least Squares
Baltagi, Badi H. - In: Econometric Theory 20 (2004) 01, pp. 223-224
Persistent link: https://www.econbiz.de/10005250112
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03.5.1. A Concise Derivation of the Wallace and Hussain Fixed Effects Transformation
Baltagi, Badi H. - In: Econometric Theory 19 (2003) 05, pp. 879-879
Persistent link: https://www.econbiz.de/10005250125
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Simple Versus Multiple Regression Coefficient
Baltagi, Badi H. - In: Econometric Theory 3 (1987) 01, pp. 159-159
Persistent link: https://www.econbiz.de/10005250130
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UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES
Baltagi, Badi H.; Wu, Ping X. - In: Econometric Theory 15 (1999) 06, pp. 814-823
Persistent link: https://www.econbiz.de/10005250134
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AN ALTERNATIVE DERIVATION OF MUNDLAK'S FIXED EFFECTS RESULTS USING SYSTEM ESTIMATION
Baltagi, Badi H. - In: Econometric Theory 22 (2006) 06, pp. 1191-1194
Persistent link: https://www.econbiz.de/10005250157
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Testing for Random Individual Effects with a Gauss-Newton Regression
Baltagi, Badi H. - In: Econometric Theory 11 (1995) 04, pp. 795-795
Persistent link: https://www.econbiz.de/10005250241
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Prediction with a Two-Way Error Component Regression Model
Baltagi, Badi H. - In: Econometric Theory 4 (1988) 01, pp. 171-171
Persistent link: https://www.econbiz.de/10008739410
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An Alternative Heteroscedastic Error Components Model
Baltagi, Badi H. - In: Econometric Theory 4 (1988) 02, pp. 349-350
Persistent link: https://www.econbiz.de/10008739427
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A Variance Comparison of OLS and Feasible GLS in an Error Components Model
Baltagi, Badi H. - In: Econometric Theory 5 (1989) 01, pp. 175-175
Persistent link: https://www.econbiz.de/10008739428