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  • Search: subject:"Variancecovariance matrix estimate"
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Year of publication
Subject
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Asymptotics 1 Bootstrap 1 Quasi-MLE 1 Transformed panels 1 Variancecovariance matrix estimate 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
Institution
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School of Economics, Singapore Management University 1
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Working Papers / School of Economics, Singapore Management University 1
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RePEc 1
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Asymptotics and Bootstrap for Transformed Panel Data Regressions
Su, Liangjun; Yang, Zhenlin - School of Economics, Singapore Management University - 2009
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...
Persistent link: https://www.econbiz.de/10005004017
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