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Adaptive estimation of heteroskedastic error component model

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B. BALTAGI
G. BRESSON
A. PIROTTE

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Paper provided by ERMES, University Paris 2 in its series Working Papers ERMES with number 0402.

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Date of creation: 19 Jan 2004
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Handle: RePEc:erm:papers:0402

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  1. repec:cup:etheor:v:8:y:1992:i:2:p:161-87 is not listed on IDEAS
  2. Li, Qi & Stengos, Thanasis, 1994. "Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 35(4), pages 981-1000, November. [Downloadable!] (restricted)
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  3. Baltagi, Badi H & Griffin, James M, 1988. "A Generalized Error Component Model with Heteroscedastic Disturbances," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 29(4), pages 745-53, November. [Downloadable!] (restricted)
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