Similar Search Results - EconBiz

A note on the use of partial correlation coefficients in meta-analyses

Reed, W. Robert - 2020

Persistent link: https://www.econbiz.de/10012426562

A Monte Carlo evaluation of the efficiency of the PCSE estimator

Chen, Xiujian (contributor); Lin, Shu (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003743438

Estimating standard errors for the Parks model : can jackknifing help?

Reed, W. Robert; Webb, Rachel S. - 2009

Persistent link: https://www.econbiz.de/10008669708

Estimating standard errors for the Parks model : can jackknifing help?

Reed, W. Robert; Webb, Rachel S. - 2011

Non-spherical errors, namely heteroscedasticity, serial correlation and cross-sectional correlation are commonly present within panel data sets. These can cause significant problems for econometric analyses. The FGLS(Parks) estimator has been demonstrated to produce considerable efficiency gains...

Persistent link: https://www.econbiz.de/10008779662

Estimating standard errors for the Parks model : can jackknifing help?

Reed, W. Robert; Webb, Rachel S. - 2010

Non-spherical errors, namely heteroscedasticity, serial correlation and cross-sectional correlation are commonly present within panel data sets. These can cause significant problems for econometric analyses. The FGLS(Parks) estimator has been demonstrated to produce considerable efficiency gains...

Persistent link: https://www.econbiz.de/10008651758

A Monte Carlo evaluation of the efficiency of the PCSE estimator

Chen, Xiujian; Lin, Shu; Reed, W. Robert - In: Applied economics letters 17 (2010) 1/3, pp. 7-10

Persistent link: https://www.econbiz.de/10003945990

Using model selection algorithms to obtain reliable coefficient estimates

Castle, Jennifer; Qin, Xiaochuan; Reed, W. Robert - In: Journal of economic surveys 27 (2013) 2, pp. 269-296

Persistent link: https://www.econbiz.de/10009759973

Estimation of duration models using the annual housing survey

Gronberg, Timothy J. - In: Journal of urban economics 31 (1992) 3, pp. 311-324

Persistent link: https://www.econbiz.de/10001165675

Estimating Standard Errors for the Parks Model : Can Jackknifing Help?

Reed, W. Robert - 2011

Non-spherical errors, namely heteroscedasticity, serial correlation and cross-sectional correlation are commonly present within panel data sets. These can cause significant problems for econometric analyses. The FGLS(Parks) estimator has been demonstrated to produce considerable efficiency gains...

Persistent link: https://www.econbiz.de/10013132165

Estimating Standard Errors for the Parks Model : Can Jackknifing Help?

Reed, W. Robert - 2011

Non-spherical errors, namely heteroscedasticity, serial correlation and cross-sectional correlation are commonly present within panel data sets. These can cause significant problems for econometric analyses. The FGLS(Parks) estimator has been demonstrated to produce considerable efficiency gains...

Persistent link: https://www.econbiz.de/10013210308

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