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Citations for "Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood"

by Magnus, Jan R.

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  1. Badi H. Baltagi, 2006. "Random effects and Spatial Autocorrelations with Equal Weights," Center for Policy Research Working Papers 89, Center for Policy Research, Maxwell School, Syracuse University.
  2. Lee, Lung-fei & Yu, Jihai, 2010. "Some recent developments in spatial panel data models," Regional Science and Urban Economics, Elsevier, vol. 40(5), pages 255-271, September.
  3. Baltagi, Badi H. & Jung, Byoung Cheol & Song, Seuck Heun, 2010. "Testing for heteroskedasticity and serial correlation in a random effects panel data model," Journal of Econometrics, Elsevier, vol. 154(2), pages 122-124, February.
  4. Baltagi, Badi H. & Bresson, Georges & Pirotte, Alain, 2006. "Joint LM test for homoskedasticity in a one-way error component model," Journal of Econometrics, Elsevier, vol. 134(2), pages 401-417, October.
  5. Baltagi, Badi H. & Bresson, Georges, 2011. "Maximum likelihood estimation and Lagrange multiplier tests for panel seemingly unrelated regressions with spatial lag and spatial errors: An application to hedonic housing prices in Paris," Journal of Urban Economics, Elsevier, vol. 69(1), pages 24-42, January.
  6. Zhenlin Yang, 2006. "On Joint Modelling and Testing for Local and Global Spatial Externalities," Working Papers 25-2006, Singapore Management University, School of Economics.
  7. Won Koh & Byoung Cheol Jung & Badi H. Baltagi & Seuck Heun Song, 2004. "Testing for Serial Correlation, Spatial Autocorrelation and Random Effects," Econometric Society 2004 Australasian Meetings 338, Econometric Society.
  8. Yang, Zhenlin & Li, Chenwei & Tse, Y.K., 2006. "Functional form and spatial dependence in dynamic panels," Economics Letters, Elsevier, vol. 91(1), pages 138-145, April.
  9. Georges Bresson & Cheng Hsiao & Alain Pirotte, 2011. "Assessing the contribution of R&D to total factor productivity—a Bayesian approach to account for heterogeneity and heteroskedasticity," AStA Advances in Statistical Analysis, Springer, vol. 95(4), pages 435-452, December.
  10. Philippe Gagnepain & Marc Ivaldi, 2002. "Incentive Regulatory Policies: The Case of Public Transit Systems in France," RAND Journal of Economics, The RAND Corporation, vol. 33(4), pages 605-629, Winter.
  11. Bernard Lejeune & Olivier Evrard, 1998. "Coût dans le secteur de la distribution d'électricité : économies d'échelle, économies de densité et formes institutionnelles," Économie et Prévision, Programme National Persée, vol. 135(4), pages 43-56.
  12. Ouardighi, Jalal El, 2002. "Dépendance spatiale sur données de panel : application à la relation Brevets-R&D au niveau régional," L'Actualité Economique, Société Canadienne de Science Economique, vol. 78(1), pages 67-86, Mars.
  13. Bronnenberg, B.J.J.A.M. & Mahajan, V., 2001. "Unobserved retailer behavior in multimarket data: Joint spatial dependence in market shares and promotion variables," Open Access publications from Tilburg University urn:nbn:nl:ui:12-332642, Tilburg University.
  14. L, Agnello. & R, M. Sousa., 2012. "How does Fiscal Consolidation Impact on Income Inequality?," Working papers 382, Banque de France.
  15. Xiaokun Wang & Kara Kockelman, 2007. "Specification and estimation of a spatially and temporally autocorrelated seemingly unrelated regression model: application to crash rates in China," Transportation, Springer, vol. 34(3), pages 281-300, May.
  16. Philippe Gagnepain, 1998. "Structures productives de l'industrie du transport urbain et effets des schémas réglementaires," Économie et Prévision, Programme National Persée, vol. 135(4), pages 95-107.
  17. Bronnenberg, B.J.J.A.M. & Mela, C.F. & Boulding, W.F., 2006. "The periodicity of pricing," Open Access publications from Tilburg University urn:nbn:nl:ui:12-332172, Tilburg University.
  18. Biorn,E., 1999. "Estimating regression systems from unbalanced panel data : a stepwise maximum likelihood procedure," Memorandum 20/1999, Oslo University, Department of Economics.
  19. Parent, Olivier & LeSage, James P., 2012. "Spatial dynamic panel data models with random effects," Regional Science and Urban Economics, Elsevier, vol. 42(4), pages 727-738.