Small sample considerations in estimation from panel data
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 13 (1980)
Issue (Month): 2 (June)
Contact details of provider:
Web page: http://www.elsevier.com/locate/jeconom
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- repec:ebl:ecbull:v:3:y:2002:i:23:p:1-10 is not listed on IDEAS
- Hong G. Min, 1998. "Determinants of emerging market bond spread : do economic fundamentals matter?," Policy Research Working Paper Series 1899, The World Bank.
- Bioern,E., 2001. "The efficiency of panel data estimators : GLS versus estimators which do not depend on variance components," Memorandum 28/2001, Oslo University, Department of Economics.
- Estache, Antonio & Kouassi, Eugene, 2002. "Sector organization, governance, and the inefficiency of African water utilities," Policy Research Working Paper Series 2890, The World Bank.
- Sunil Kanwar, 2002. "Does Intellectual Property Lead to Intellectual Property Protection?," Working papers 108, Centre for Development Economics, Delhi School of Economics.
- Jonsson, Robert, 2003. "On the problem of optimal inference for time heterogeneous data with error components regression structure," Working Papers in Economics 110, University of Gothenburg, Department of Economics.
- Wang, Steven Shuye & Jiang, Li, 2004. "Location of trade, ownership restrictions, and market illiquidity: Examining Chinese A- and H-shares," Journal of Banking & Finance, Elsevier, vol. 28(6), pages 1273-1297, June.
- Michel Simioni & Marc Ivaldi, 1992. "Système de régressions empilées et panel incomplet : un tour d'horizon," Économie et Prévision, Programme National Persée, vol. 105(4), pages 97-107.
- H. Baltagi, Badi & Heun Song, Seuck & Cheol Jung, Byoung, 2001. "The unbalanced nested error component regression model," Journal of Econometrics, Elsevier, vol. 101(2), pages 357-381, April.
- Vasnev, Andrey L., 2010. "Sensitivity of GLS estimators in random effects models," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1252-1262, May.
- Panigo, Demian & Naticchioni, Paolo, 2004. "Employment protection, job-tenure and short term mobility wage gains," CEPREMAP Working Papers (Couverture Orange) 0402, CEPREMAP.
- Vittorio Daniele & Ugo Marani, 2008.
"Organized Crime and Foreign Direct Investment: The Italian Case,"
CESifo Working Paper Series
2416, CESifo Group Munich.
- Vittorio, Daniele & Ugo, Marani, 2008. "Organized Crime and Foreign Direct Investment: the Italian Case," MPRA Paper 7217, University Library of Munich, Germany.
- Vittorio, Daniele & Ugo, Marani, 2008. "Organized Crime and Foreign Direct Investment: the Italian Case," MPRA Paper 7279, University Library of Munich, Germany.
- Farshadfar, Shadi & Monem, Reza, 2013. "Further Evidence on the Usefulness of Direct Method Cash Flow Components for Forecasting Future Cash Flows," The International Journal of Accounting, Elsevier, vol. 48(1), pages 111-133.
- Min, Hong-Ghi & Lee, Duk-Hee & Nam, Changi & Park, Myeong-Cheol & Nam, Sang-Ho, 2003. "Determinants of emerging-market bond spreads: Cross-country evidence," Global Finance Journal, Elsevier, vol. 14(3), pages 271-286, December.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.