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Citations for "Estimation of linear models with crossed-error structure"

by Fuller, Wayne A. & Battese, George E.

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  1. Issler, João Victor & Rodrigues, Claudia & Burjack, Rafael, 2013. "Using Common Features to Understand the Behavior of Metal-Commodity Prices and Forecast them at Different Horizons," Economics Working Papers (Ensaios Economicos da EPGE) 744, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  2. Lucy F. Ackert & Bryan K. Church & Richard Deaves, 2002. "Bubbles in experimental asset markets: Irrational exuberance no more," Working Paper 2002-24, Federal Reserve Bank of Atlanta.
  3. Sebastián Edwards, 1984. "Deuda Externa y Riesgo del País," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 21(62), pages 3-24.
  4. Tetsuji Yamada & Tadashi Yamada & Gordon Liu, 1997. "Value-added productivity of manufacturing industries in Japan," Applied Economics, Taylor & Francis Journals, vol. 29(10), pages 1317-1324.
  5. Ron Kaniel & Shuming Liu & Gideon Saar & Sheridan Titman, 2012. "Individual Investor Trading and Return Patterns around Earnings Announcements," Journal of Finance, American Finance Association, vol. 67(2), pages 639-680, 04.
  6. Issler, João Victor & Lima, Luiz Renato Regis de Oliveira, 2007. "A Panel Data Approach to Economic Forecasting: The Bias-Corrected Average Forecast," Economics Working Papers (Ensaios Economicos da EPGE) 642, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  7. Lewis, Philip E.T. & Hall, Nigel H. & Savage, C.R. & Kingston, A.G., 1988. "Taxation, Cost Of Capital And Investment In Australian Agriculture," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 32(01), April.
  8. Baltagi, Badi H., 1996. "Testing for random individual and time effects using a Gauss-Newton regression," Economics Letters, Elsevier, vol. 50(2), pages 189-192, February.
  9. Sebastian Edwards, 1983. "LDC's Foreign Borrowing and Default Risk: An Empirical Investigation 1976-1980," UCLA Economics Working Papers 323, UCLA Department of Economics.
  10. Eric J. Higgins & Richard L. Ott & Robert A. Van Ness, 2006. "The Information Content of the 1999 Announcement of Funds from Operations (FFO) Changes for Real Estate Investment Trusts," Journal of Real Estate Research, American Real Estate Society, vol. 28(3), pages 241-256.
  11. Jones, Eugene & Chern, Wen S. & Mustiful, Barry K., 1994. "Are Lower-Income Shoppers As Price Sensitive As Higher-Income Ones?: A Look At Breakfast Cereals," Journal of Food Distribution Research, Food Distribution Research Society, vol. 25(1), February.
  12. Bioern,E., 2001. "The efficiency of panel data estimators : GLS versus estimators which do not depend on variance components," Memorandum 28/2001, Oslo University, Department of Economics.
  13. Pardey, Philip G, 1989. "The Agricultural Knowledge Production Function: An Empirical Look," The Review of Economics and Statistics, MIT Press, vol. 71(3), pages 453-61, August.
  14. Sebastian Edwards, 1983. "LDC's Foreign Borrowing and Default Risk: An Empirical Investigation," NBER Working Papers 1172, National Bureau of Economic Research, Inc.
  15. Chou, Y.K., 2000. "The Effect of Collective Bargaining and Central Bank Independence on Inflation and Unemployment: Evidence From the OECD," Department of Economics - Working Papers Series 770, The University of Melbourne.
  16. Peracchi, Franco & Welch, Finis, 1995. "How representative are matched cross-sections? Evidence from the Current Population Survey," Journal of Econometrics, Elsevier, vol. 68(1), pages 153-179, July.
  17. Jun-Koo Kang & Rene M. Stulz, 1995. "Why Is There a Home Bias? An Analysis of Foreign Portfolio Equity Ownership in Japan," NBER Working Papers 5166, National Bureau of Economic Research, Inc.
  18. Seung C. Ahn & Young H. Lee & Peter Schmidt, 2006. "Panel Data Models with Multiple Time-Varying Individual Effects," Working Papers 0702, University of Crete, Department of Economics.
  19. Roll, Richard & Schwartz, Eduardo & Subrahmanyam, Avanidhar, 2009. "Options trading activity and firm valuation," Journal of Financial Economics, Elsevier, vol. 94(3), pages 345-360, December.
  20. Frieder, Laura & Subrahmanyam, Avanidhar, 2001. "Brand Perceptions and the Market for Common Stock, forthcoming, Journal of Financial and Quantitative," University of California at Los Angeles, Anderson Graduate School of Management qt2kt3g862, Anderson Graduate School of Management, UCLA.
  21. Arthur J. Rolnick, 1987. "The benefits of bank deposit rate ceilings: new evidence on bank rates and risk in the 1920's," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Sum, pages 2-18.
  22. Anderson, Ronald C. & Fraser, Donald R., 2000. "Corporate control, bank risk taking, and the health of the banking industry," Journal of Banking & Finance, Elsevier, vol. 24(8), pages 1383-1398, August.
  23. Buccola, Steven T. & Polishuk, Leonard M., 1979. "Cost Structures In Livestock Auction Markets: Average Versus Optimal Efficiency," Northeastern Journal of Agricultural and Resource Economics, Northeastern Agricultural and Resource Economics Association, vol. 8(2:), October.
  24. Sebastián Edwards, 1982. "Ajuste Cambiario y Reservas Internacionales: Un Análisis Empírico," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 19(57), pages 193-202.
  25. Richard J. Buttimer, Jr. & Ronald C. Rutherford & Ron Witten, 1997. "Industrial Warehouse Rent Determinants in the Dallas/Fort Worth Area," Journal of Real Estate Research, American Real Estate Society, vol. 13(1), pages 47-56.
  26. John Williamson, 1987. "Social security and physical quality of life in developing nations: A cross-national analysis," Social Indicators Research, Springer, vol. 19(2), pages 205-227, May.
  27. Nir Kshetri & Ralf Bebenroth, 2011. "Sources of Global Heterogeneity in Retail Spending," Discussion Paper Series DP2011-03, Research Institute for Economics & Business Administration, Kobe University.
  28. Lakshmi Shyam-Sunder & Stewart C. Myers, 1994. "Testing Static Trade-off Against Pecking Order Models of Capital Structure," NBER Working Papers 4722, National Bureau of Economic Research, Inc.
  29. Frisvold, George & Ingram, Kevin, 1995. "Sources of agricultural productivity growth and stagnation in sub-Saharan Africa," Agricultural Economics, Blackwell, vol. 13(1), pages 51-61, October.
  30. Amarasinghe, Anura & D'Souza, Gerard E. & Brown, Cheryl & Borisova, Tatiana, 2006. "The Impact of Socioeconomic and Spatial Differences on Obesity in West Virginia," 2006 Annual meeting, July 23-26, Long Beach, CA 21159, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  31. Tetsuji Yamada & Tadashi Yamada & Guorn Liu, 1991. "Labor Productivity and Market Competition in Japan," NBER Working Papers 3800, National Bureau of Economic Research, Inc.
  32. Mullen, John D. & Powell, Roy A. & Reece, B.F., 1980. "The Income And Consumption Experiences Of A Sample Of Farm Families," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 24(03), December.
  33. Sherman, Hugh D. & Kashlak, Roger J. & Joshi, Maheshkumar P., 1998. "The effect of the board and executive committee characteristics on the degree of internationalization," Journal of International Management, Elsevier, vol. 4(4), pages 311-335, December.
  34. Jian-Hong, Shi & Song-Gui, Wang, 2006. "The Spectral Decomposition of Covariance Matrices for the Variance Components Models," Journal of Multivariate Analysis, Elsevier, vol. 97(10), pages 2190-2205, November.
  35. Théopiste Butare, 1991. "Education et productivité dans les secteurs traditionnels : une analyse empirique," Économie et Prévision, Programme National Persée, vol. 97(1), pages 35-48.
  36. R. Mark Wilson & Carole A. Green, 1990. "Occupation, Occupational Change and Movement within the Income Distribution," Eastern Economic Journal, Eastern Economic Association, vol. 16(3), pages 209-220, Jul-Sep.
  37. Davis, Peter, 2002. "Estimating multi-way error components models with unbalanced data structures," Journal of Econometrics, Elsevier, vol. 106(1), pages 67-95, January.
  38. Murphy, Austin, 2003. "An empirical analysis of the structure of credit risk premiums in the Eurobond market," Journal of International Money and Finance, Elsevier, vol. 22(6), pages 865-885, November.
  39. Mark Henry & Willis Lewis & Lynn Reinschmiedt & Darren Hudson, 2000. "Reducing Food Stamp and Welfare Caseloads in the South: Are Rural Areas Less Likely to Succeed Than Urban Centers?," JCPR Working Papers 188, Northwestern University/University of Chicago Joint Center for Poverty Research.
  40. Badi H. Baltagi & Peter Egger & Michaela Kesina, 2014. "Sources of Productivity Spillovers: Panel Data Evidence from China," CESifo Working Paper Series 4812, CESifo Group Munich.
  41. Robert T. Clair & Joanna O. Kolson & Kenneth J. Robinson, 1995. "The Texas banking crisis and the payments system," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q I, pages 13-21.
  42. Raikes, Ronald & Vollink, William J., 1975. "Measuring Impacts On Demand Of Agricultural Commodity Promotion," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 7(02), December.
  43. Jock R. Anderson & William E. Griffiths, 1981. "Production Risk And Input Use: Pastoral Zone Of Eastern Australia," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 25(2), pages 149-159, 08.
  44. Jin, Hyun Joung & Cho, Guedae & Koo, Won W., 2004. "Third-Country Effects on the Market Shares of U.S. Wheat in Asian Countries," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 36(03), December.
  45. Chordia, Tarun & Roll, Richard & Subrahmanyam, Avanidhar, 2011. "Recent trends in trading activity and market quality," Journal of Financial Economics, Elsevier, vol. 101(2), pages 243-263, August.
  46. Baltagi, Badi H., 2006. "Forecasting with panel data," Discussion Paper Series 1: Economic Studies 2006,25, Deutsche Bundesbank, Research Centre.
  47. Pedro Elosegui & Paula Español & Demian Panigo & Juan Sotes Paladino, 2006. "Methodological Alternatives for the Analysis of Financial Constraints in Argentina," BCRA Working Paper Series 200602, Central Bank of Argentina, Economic Research Department.
  48. You, Jinhong & Zhou, Xian, 2006. "Statistical inference in a panel data semiparametric regression model with serially correlated errors," Journal of Multivariate Analysis, Elsevier, vol. 97(4), pages 844-873, April.
  49. Droms, William G. & Walker, David A., 1996. "Mutual fund investment performance," The Quarterly Review of Economics and Finance, Elsevier, vol. 36(3), pages 347-363.
  50. Robert F. Phillips, 2012. "On computing generalized least squares and maximum-likelihood estimates of error-components models with incomplete panels and correlated disturbances," Economics Bulletin, AccessEcon, vol. 32(4), pages 3017-3024.
  51. Mensah, Yaw M. & Schoderbek, Michael P. & Sahay, Savita P., 2013. "The effect of administrative pay and local property taxes on student achievement scores: Evidence from New Jersey public schools," Economics of Education Review, Elsevier, vol. 34(C), pages 1-16.
  52. John Merrifield & Yong Bao, . "Residential Property Taxation: Is Periodic Reassessment worth it?," Working Papers 0003, College of Business, University of Texas at San Antonio.
  53. J. S. Mehta & G. V. L. Narasimham & P. A. V. B. Swamy, 1975. "Estimation of a dynamic demand function for gasoline with different schemes of parameter variation," International Finance Discussion Papers 70, Board of Governors of the Federal Reserve System (U.S.).
  54. Laura Magazzini & Giorgio Calzolari, 2010. "Negative variance estimates in panel data models," Working Papers 15/2010, University of Verona, Department of Economics.
  55. Frisvold, George & Ingram, Kevin, 1995. "Sources of agricultural productivity growth and stagnation in sub-Saharan Africa," Agricultural Economics of Agricultural Economists, International Association of Agricultural Economists, vol. 13(1), October.
  56. Bali Ram, 1993. "Sex differences in mortality as a social indicator," Social Indicators Research, Springer, vol. 29(1), pages 83-108, May.
  57. Chen, Zhijuan & Lin, William T. & Ma, Changfeng & Tsai, Shih-Chuan, 2014. "Liquidity provisions by individual investor trading prior to dividend announcements: Evidence from Taiwan," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 358-374.
  58. Mukherjee, Kankana & Ray, Subhash C. & Miller, Stephen M., 2001. "Productivity growth in large US commercial banks: The initial post-deregulation experience," Journal of Banking & Finance, Elsevier, vol. 25(5), pages 913-939, May.
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