The Spectral Decomposition of Covariance Matrices for the Variance Components Models
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References listed on IDEAS
- Nerlove, Marc, 1971. "A Note on Error Components Models," Econometrica, Econometric Society, vol. 39(2), pages 383-396, March.
- Balestra, Pietro, 1973. "Best quadratic unbiased estimators of the variance-covariance matrix in normal regression," Journal of Econometrics, Elsevier, vol. 1(1), pages 17-28, March.
- Fuller, Wayne A. & Battese, George E., 1974. "Estimation of linear models with crossed-error structure," Journal of Econometrics, Elsevier, vol. 2(1), pages 67-78, May.
More about this item
KeywordsSpectral decomposition Variance component Partial ordering;
StatisticsAccess and download statistics
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