Estimation of a generalized random-effects model: some ECME algorithms and Monte Carlo evidence
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- Maeshiro, Asatoshi, 1979. "On the Retention of the First Observations in Serial Correlation Adjustment of Regression Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 20(1), pages 259-65, February.
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- Baltagi, Badi H. & Li, Qi, 1991. "A transformation that will circumvent the problem of autocorrelation in an error-component model," Journal of Econometrics, Elsevier, vol. 48(3), pages 385-393, June.
- Lillard, Lee A & Weiss, Yoram, 1979. "Components of Variation in Panel Earnings Data: American Scientists, 1960-70," Econometrica, Econometric Society, vol. 47(2), pages 437-54, March.
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- Baltagi, Badi H. & Chang, Young-Jae & Li, Qi, 1992. "Monte Carlo evidence on panel data regressions with AR(1) disturbances and an arbitrary variance on the initial observations," Journal of Econometrics, Elsevier, vol. 52(3), pages 371-380, June.
- Thornton, Daniel L., 1987. "A note on the efficiency of the cochrane-orcutt estimator of the ar(1) regression model," Journal of Econometrics, Elsevier, vol. 36(3), pages 369-376, November.
- Maeshiro, Asatoshi, 1976. "Autoregressive Transformation, Trended Independent Variables and Autocorrelated Disturbance Terms," The Review of Economics and Statistics, MIT Press, vol. 58(4), pages 497-500, November.
- Wallace, T D & Hussain, Ashiq, 1969. "The Use of Error Components Models in Combining Cross Section with Time Series Data," Econometrica, Econometric Society, vol. 37(1), pages 55-72, January.
- Park, Rolla Edward & Mitchell, Bridger M., 1980. "Estimating the autocorrelated error model with trended data," Journal of Econometrics, Elsevier, vol. 13(2), pages 185-201, June.
- Maeshiro, Asatoshi, 1980. "Autocorrelation and Trended Explanatory Variables: A Reply," The Review of Economics and Statistics, MIT Press, vol. 62(3), pages 487-89, August.
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