Search Results - subject:"random components"

Narrow search

Panel stochastic frontier model with endogenous inputs and correlated random components

Hung-pin, Lai; Kumbhakar, Subal - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 1, pp. 80-96

Persistent link: https://www.econbiz.de/10013540641

Estimation of random components and prediction in one and two-way error component regression models

Sharma, Subhash Chandra; Bera, Anil K. - In: Journal of quantitative economics 19 (2021), pp. 419-441

Persistent link: https://www.econbiz.de/10013441736

A State Space Approach for Estimating VAR Models for Panel Data with Latent Dynamic Components

Raknerud, Arvid - 2001

The econometric literature offers various modeling approaches for analyzing micro data in combination with time series of aggregate data. This paper discusses the estimation of a VAR model that allows unobserved heterogeneity across observation unit, as well as unobserved time-specific...

Persistent link: https://www.econbiz.de/10011968065

A State Space Approach for Estimating VAR Models for Panel Data with Latent Dynamic Components

Raknerud, Arvid - Statistisk Sentralbyrå, Government of Norway - 2001

Persistent link: https://www.econbiz.de/10004980841

Calculating, With Income Effects, the Compensating Variation for a State Change

Morey, Edward; Rossmann, Kathleen - In: Environmental & Resource Economics 39 (2008) 2, pp. 83-90

Persistent link: https://www.econbiz.de/10005721938

Invariant Tests for Covariance Structures in Multivariate Linear Model

Nyblom, Jukka - In: Journal of Multivariate Analysis 76 (2001) 2, pp. 294-315

alternative hypothesis that they are dependent in some specified manner. This dependence is assumed to be due to common random … components or autocorrelation over time. The testing problem is solved by classical invariance arguments under multinormality …

Persistent link: https://www.econbiz.de/10005160423