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Simultaneous error components models when panel data are incomplete
Matyas, Laszlo; Lovrics, Laszlo - In: Economics Letters 39 (1992) 3, pp. 251-259
Persistent link: https://www.econbiz.de/10005307468
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Missing observations and panel data : A Monte-Carlo analysis
Matyas, Laszlo; Lovrics, Laszlo - In: Economics Letters 37 (1991) 1, pp. 39-44
Persistent link: https://www.econbiz.de/10005159184
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Small sample properties of simultaneous error components models
Matyas, Laszlo; Lovrics, Laszlo - In: Economics Letters 32 (1990) 1, pp. 25-34
Persistent link: https://www.econbiz.de/10005159216
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Robustness of tests for error components models to non-normality
Blanchard, Pierre; Matyas, Laszlo - In: Economics Letters 51 (1996) 2, pp. 161-167
Persistent link: https://www.econbiz.de/10005270337