ESTIMATION OF LINEAR-MODELS WITH TIME AND CROSS-SECTIONALLY VARYING COEFFICIENTS

被引：31

作者：

SWAMY, PAVB

MEHTA, JS

机构：

[1] FED RESERVE SYST,WASHINGTON,DC 20551

[2] TEMPLE UNIV,PHILADELPHIA,PA 19122

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1977年 / 72卷 / 360期

关键词：

D O I：

10.2307/2286482

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：890 / 898

页数：9

共 26 条

[1]

ANDERSON TW, 1971, STATISTICAL ANALYSIS

[2]

Feige E., 1974, J MONEY CREDIT BANK, V6, P241

[3]

Feige E. L., 1964, DEMAND LIQUID ASSETS

[4] SOME ESTIMATORS FOR A RANDOM COEFFICIENT REGRESSION MODEL [J].

FROEHLICH, BR .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1973, 68 (342) :329-335

[5] TRANSFORMATIONS FOR ESTIMATION OF LINEAR MODELS WITH NESTED-ERROR STRUCTURE [J].

FULLER, WA ;

BATTESE, GE .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1973, 68 (343) :626-632

[6]

GRAYBILL FA, 1969, INTRO MATRICES APPLI

[7] SOME ESTIMATORS FOR A LINEAR MODEL WITH RANDOM COEFFICIENTS [J].

HILDRETH, C ;

HOUCK, JP .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1968, 63 (322) :584-595

[8]

HSIAO C, 1974, INT ECON REV, V15, P12

[9] ASYMPTOTIC EXPANSIONS ASSOCIATED WITH POSTERIOR DISTRIBUTIONS [J].

JOHNSON, RA .

ANNALS OF MATHEMATICAL STATISTICS, 1970, 41 (03) :851-&

[10] FURTHER EVIDENCE ON RELATIVE EFFICIENCIES OF ZELLNERS SEEMINGLY UNRELATED REGRESSIONS ESTIMATOR [J].

MEHTA, JS ;

SWAMY, PAVB .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1976, 71 (355) :634-639

← 1 2 3 →