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Assessing the Contribution of R&D to Total Factor Productivity – a Bayesian Approach to Account for Heterogeneity And Heteroscedasticity

  • BRESSON G.
  • HSIAO C.
  • PIROTTE A.

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File URL: http://ermes.u-paris2.fr/doctrav/0708
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Paper provided by ERMES, University Paris 2 in its series Working Papers ERMES with number 0708.

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Date of creation: 2007
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Handle: RePEc:erm:papers:0708
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  1. Badi Baltagi & Georges Bresson & Alain Pirotte, 2005. "Adaptive Estimation Of Heteroskedastic Error Component Models," Econometric Reviews, Taylor & Francis Journals, vol. 24(1), pages 39-58.
  2. Basu S. & Chib S., 2003. "Marginal Likelihood and Bayes Factors for Dirichlet Process Mixture Models," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 224-235, January.
  3. Stengos, T. & Li, Q., 1993. "Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form," Working Papers 1993-4, University of Guelph, Department of Economics and Finance.
  4. 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.
  5. Randolph, William C., 1988. "A transformation for heteroscedastic error components regression models," Economics Letters, Elsevier, vol. 27(4), pages 349-354.
  6. Murtazashvili, Irina & Wooldridge, Jeffrey M., 2008. "Fixed effects instrumental variables estimation in correlated random coefficient panel data models," Journal of Econometrics, Elsevier, vol. 142(1), pages 539-552, January.
  7. Baltagi B-H. & Bresson G. & Pirotte A., 2004. "Joint LM test for homoskedasticity in a one-way error component model," Working Papers ERMES 0408, ERMES, University Paris 2.
  8. Zellner, Arnold, 1988. "Bayesian analysis in econometrics," Journal of Econometrics, Elsevier, vol. 37(1), pages 27-50, January.
  9. Nilanjana Roy, 2002. "Is Adaptive Estimation Useful For Panel Models With Heteroskedasticity In The Individual Specific Error Component? Some Monte Carlo Evidence," Econometric Reviews, Taylor & Francis Journals, vol. 21(2), pages 189-203.
  10. Magnus, Jan R., 1982. "Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood," Journal of Econometrics, Elsevier, vol. 19(2-3), pages 239-285, August.
  11. 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.
  12. Klein, Lawrence R., 1988. "The statistical approach to economics," Journal of Econometrics, Elsevier, vol. 37(1), pages 7-26, January.
  13. Swamy, P A V B, 1970. "Efficient Inference in a Random Coefficient Regression Model," Econometrica, Econometric Society, vol. 38(2), pages 311-23, March.
  14. Baltagi, Badi H., 1988. "An Alternative Heteroscedastic Error Components Model," Econometric Theory, Cambridge University Press, vol. 4(02), pages 349-350, August.
  15. Robert F. Phillips, 2003. "Estimation of a Stratified Error-Components Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 44(2), pages 501-521, 05.
  16. Hsiao, Cheng, 1975. "Some Estimation Methods for a Random Coefficient Model," Econometrica, Econometric Society, vol. 43(2), pages 305-25, March.
  17. repec:cup:cbooks:9780521631693 is not listed on IDEAS
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