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  • Search: subject:"Variance-covariance matrix estimate"
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Year of publication
Subject
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Asymptotics 1 Bootstrap 1 Quasi-MLE 1 Transformed panels 1 Variance-covariance matrix estimate 1
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Free 1
Type of publication
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Book / Working Paper 1
Language
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Undetermined 1
Author
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Su, Liangjun 1 Yang, Zhenlin 1
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East Asian Bureau of Economic Research (EABER) 1
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Development Economics Working Papers 1
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RePEc 1
Showing 1 - 1 of 1
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Asymptotics and Bootstrap for Transformed Panel Data Regressions
Su, Liangjun; Yang, Zhenlin - East Asian Bureau of Economic Research (EABER) - 2008
This paper investigates the asymptotic properties of quasi-maximum likelihood estimators for transformed random effects models where both the response and (some of) the covariates are subject to transformations for inducing normality, flexible functional form, homoscedasticity, and simple model...
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