Search Results - subject:"Error components"

Linear cholesky decomposition of covariance matrices in mixed models with correlated random effects

Rabe, Anasu; Shangodoyin, D. K.; Thaga, K. - In: Statistics in transition : an international journal of … 20 (2019) 4, pp. 59-70

Modelling the covariance matrix in linear mixed models provides an additional advantage in making inference about subject-speciﬁc effects, particularly in the analysis of repeated measurement data, where time-ordering of the responses induces signiﬁcant correlation. Some difﬁculties...

Persistent link: https://www.econbiz.de/10012158155

Armut trotz Erwerbsarbeit : eine Mehrebenenanalyse der Effekte von Wohlfahrtsstaat und Arbeitsmarkt auf in-work poverty

Ecker-Eckhofen, Julia - 2019

Persistent link: https://www.econbiz.de/10015202127

Meta-analysis of studies with multiple contrasts and differences in measurement scales

McShane, Blake; Böckenholt, Ulf - In: Journal of consumer psychology : JCP ; the official … 32 (2022) 1, pp. 23-40

Persistent link: https://www.econbiz.de/10012815625

Capital and labor misallocation in the Netherlands

Bun, Maurice J. G.; Winter, Jasper de - In: Journal of productivity analysis : an official journal … 57 (2022) 1, pp. 93-113

Persistent link: https://www.econbiz.de/10012817977

Yang, Yimin - In: Economics letters 213 (2022), pp. 1-4

Persistent link: https://www.econbiz.de/10013442147

Inverse Gaussian processes with correlated random effects for multivariate degradation modeling

Fang, Guanqi; Pan, Rong; Wang, Yukun - In: European journal of operational research : EJOR 300 (2022) 3, pp. 1177-1193

Persistent link: https://www.econbiz.de/10013207332

A panel data model with generalized higher-order network effects

Baltagi, Badi H.; Ding, Sophia; Egger, Peter - In: Essays in honor of M. Hashem Pesaran : panel modeling, …, (pp. 9-35). 2022

Persistent link: https://www.econbiz.de/10013192859

Various asymptotic distributions of the error-components test for cross-sectional correlation

Sin, Chor-yiu - In: Essays in honor of M. Hashem Pesaran : panel modeling, …, (pp. 145-175). 2022

Persistent link: https://www.econbiz.de/10013193945

A Time-Space Dynamic Panel Data Model with Spatial Moving Average Errors

Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - 2018

This paper focuses on the estimation and predictive performance of several estimators for the time-space dynamic panel data model with Spatial Moving Average Random Effects (SMA-RE) structure of the disturbances. A dynamic spatial Generalized Moments (GM) estimator is proposed which combines the...

Persistent link: https://www.econbiz.de/10011873591

Earthquake risk embedded in property prices: Evidence from five Japanese cities

Ikefuji, Masako; Laeven, Roger J. A.; Magnus, Jan R.; … - 2018

excitation model. We design a hedonic property price model that allows for probability weighting, employ a multivariate error … components structure, and develop associated maximum likelihood estimation and variance computation procedures. We find that …

Persistent link: https://www.econbiz.de/10011932332