A Full Heteroscedastic One-Way Error Components Model for Incomplete Panel: Maximum Likelihood Estimation and Lagrange Multiplier Testing.

In this paper, we study maximum likelihood estimation and Lagrange multiplier testing of a one-way error components regression model suitable for incomplete panel and including parametrically specified variance functions for both individual-specific and general error disturbances.

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Year of publication:	1996
Authors:	Lejeune, B.
Institutions:	Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
Subject:	EVALUATION \| ECONOMETRICS \| OPTIMISATION

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Series:	Papers.
Type of publication:	Book / Working Paper
Notes:	28 pages
Classification:	C10 - Econometric and Statistical Methods: General. General ; C13 - Estimation ; C20 - Econometric Methods: Single Equation Models. General ; C23 - Models with Panel Data
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005478910