IDEAS home Printed from https://ideas.repec.org/h/nbr/nberch/9936.html
   My bibliography  Save this book chapter

Error Components Regression Models and Their Applications

In: Annals of Economic and Social Measurement, Volume 2, number 4

Author

Listed:
  • Swarnjit Arora

Abstract

No abstract is available for this item.

Suggested Citation

  • Swarnjit Arora, 1973. "Error Components Regression Models and Their Applications," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 2, number 4, pages 451-461, National Bureau of Economic Research, Inc.
  • Handle: RePEc:nbr:nberch:9936
    as

    Download full text from publisher

    File URL: http://www.nber.org/chapters/c9936.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Henderson, Charles R, Jr, 1971. "Comment on 'The Use of Error Components Models in Combining Cross Section with Time Series Data'," Econometrica, Econometric Society, vol. 39(2), pages 397-401, March.
    2. Nerlove, Marc, 1971. "Further Evidence on the Estimation of Dynamic Economic Relations from a Time Series of Cross Sections," Econometrica, Econometric Society, vol. 39(2), pages 359-382, March.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Wansbeek, Tom & Kapteyn, Arie, 1989. "Estimation of the error-components model with incomplete panels," Journal of Econometrics, Elsevier, vol. 41(3), pages 341-361, July.
    2. Jichuan Wang & James H. Fisher, 1994. "Comments on “Estimating Macro-Relationships Using Micro-Data: A One-Stage Approachâ€," Sociological Methods & Research, , vol. 22(4), pages 520-531, May.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Swarnjit S. Arora, 1973. "Error Components Regression Models and Their Applications," NBER Working Papers 0003, National Bureau of Economic Research, Inc.
    2. Sukesh K. Ghosh, 1976. "Estimating from a More General Time-Series Cum Cross-Section Data Structure," The American Economist, Sage Publications, vol. 20(1), pages 15-21, March.
    3. Silvio R. Rendon, 2013. "Fixed and Random Effects in Classical and Bayesian Regression," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(3), pages 460-476, June.
    4. Jörg Breitung & Michael Lechner, 1996. "Estimation de modèles non linéaires sur données de panel par la méthode des moments généralisés," Économie et Prévision, Programme National Persée, vol. 126(5), pages 191-203.
    5. Tsai, Tsung-Han, 2016. "A Bayesian Approach to Dynamic Panel Models with Endogenous Rarely Changing Variables," Political Science Research and Methods, Cambridge University Press, vol. 4(3), pages 595-620, September.
    6. Chris D. Orme & Takashi Yamagata, 2014. "A Heteroskedasticity-Robust F -Test Statistic for Individual Effects," Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 431-471, August.
    7. Di Giuli, Alberta & Laux, Paul A., 2022. "The effect of media-linked directors on financing and external governance," Journal of Financial Economics, Elsevier, vol. 145(2), pages 103-131.
    8. Magnani, Natalia & Vaona, Andrea, 2013. "Regional spillover effects of renewable energy generation in Italy," Energy Policy, Elsevier, vol. 56(C), pages 663-671.
    9. Esho, Neil & Sharpe, Ian G., 1995. "Long-run estimates of technological change and scale economies in a dynamic framework: Australian permanent building societies, 1974-1990," Journal of Banking & Finance, Elsevier, vol. 19(7), pages 1135-1157, October.
    10. Badi Baltagi & Seuck Heun Song & Byoung Cheol Jung, 2002. "Simple Lm Tests For The Unbalanced Nested Error Component Regression Model," Econometric Reviews, Taylor & Francis Journals, vol. 21(2), pages 167-187.
    11. Meghir, Costas & Pistaferri, Luigi, 2011. "Earnings, Consumption and Life Cycle Choices," Handbook of Labor Economics, in: O. Ashenfelter & D. Card (ed.), Handbook of Labor Economics, edition 1, volume 4, chapter 9, pages 773-854, Elsevier.
    12. Rachel A. Rosenfeld & Franã‡Ois Nielsen, 1984. "Inequality and Careers," Sociological Methods & Research, , vol. 12(3), pages 279-321, February.
    13. George K. Jarvis, 1974. "Establishing Critical Turning-Points in Temporal Variation," Sociological Methods & Research, , vol. 2(4), pages 455-484, May.
    14. Antonio Ruiz Porras, 2016. "La investigación econométrica mediante paneles de datos:historia, modelos y usos en México," Archivos Revista Economía y Política., Facultad de Ciencias Económicas y Administrativas, Universidad de Cuenca., vol. 24, pages 11-32, Julio.
    15. Feder, Gershon & Just, Richard E., 1977. "An analysis of credit terms in the eurodollar market," European Economic Review, Elsevier, vol. 9(2), pages 221-243.
    16. Breitung, Jörg & Lechner, Michael, 1998. "Alternative GMM methods for nonlinear panel data models," SFB 373 Discussion Papers 1998,81, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    17. David Godes & Dina Mayzlin, 2004. "Using Online Conversations to Study Word-of-Mouth Communication," Marketing Science, INFORMS, vol. 23(4), pages 545-560, June.
    18. T. Paul Schultz, 2004. "Demographic Determinants of Savings: Estimating and Interpreting the Aggregate Association in Asia," Working Papers 901, Economic Growth Center, Yale University.
    19. Kouassi, Eugene & Mougoué, Mbodja & Sango, Joel & Bosson Brou, J.M. & Amba, Claude M.O. & Salisu, Afeez Adebare, 2014. "Testing for heteroskedasticity and spatial correlation in a two way random effects model," Computational Statistics & Data Analysis, Elsevier, vol. 70(C), pages 153-171.
    20. Tom Wansbeek & Arie Kapteyn, 1992. "Simple Estimators for Dynamic Panel Data Models with Errors in Variables," Palgrave Macmillan Books, in: Ronald Bewley & Tran Hoa (ed.), Contributions to Consumer Demand and Econometrics, chapter 13, pages 238-251, Palgrave Macmillan.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:nbr:nberch:9936. See general information about how to correct material in RePEc.

    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 CitEc recognized a bibliographic reference but did not link an item in RePEc 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 RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: the person in charge (email available below). General contact details of provider: https://edirc.repec.org/data/nberrus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.