OPTIMAL EXPERIMENTAL-DESIGN FOR ERROR-COMPONENTS MODELS

[1] AIGNER DJ, 1979, J ECONOMETRICS, P7

[2] EFFICIENCY OF ORDINARY LEAST-SQUARES IN REGRESSION MODELS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1970, 65 (331) : 1330 - &

[3] Conlisk J., 1969, P SOC STAT, P150

[4] OPTIMUM ALLOCATION IN LINEAR REGRESSION THEORY [J]. ANNALS OF MATHEMATICAL STATISTICS, 1952, 23 (02): : 255 - 262

[5] HAUSMAN JA, 1982, ADV ECONOMETRICS, P79

[6] KIEFER J, 1959, J ROYAL STATISTICA A, V132, P29

[7] WHEN ARE GAUSS-MARKOV AND LEAST SQUARES ESTIMATORS IDENTICAL . A COORDINATE-FREE APPROACH [J]. ANNALS OF MATHEMATICAL STATISTICS, 1968, 39 (01): : 70 - &

[8] USE OF VARIANCE COMPONENTS MODELS IN POOLING CROSS SECTION AND TIME SERIES DATA [J]. ECONOMETRICA, 1971, 39 (02) : 341 - &

[9] ERROR COMPONENTS MODELS [J]. ECONOMETRICA, 1971, 39 (02) : 383 - &

[10] RAO CR, 1965, LINEAR STATISTICAL I

[1] AIGNER DJ, 1979, J ECONOMETRICS, P7

[2] EFFICIENCY OF ORDINARY LEAST-SQUARES IN REGRESSION MODELS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1970, 65 (331) : 1330 - &

[3] Conlisk J., 1969, P SOC STAT, P150

[4] OPTIMUM ALLOCATION IN LINEAR REGRESSION THEORY [J]. ANNALS OF MATHEMATICAL STATISTICS, 1952, 23 (02): : 255 - 262

[5] HAUSMAN JA, 1982, ADV ECONOMETRICS, P79

[6] KIEFER J, 1959, J ROYAL STATISTICA A, V132, P29

[7] WHEN ARE GAUSS-MARKOV AND LEAST SQUARES ESTIMATORS IDENTICAL . A COORDINATE-FREE APPROACH [J]. ANNALS OF MATHEMATICAL STATISTICS, 1968, 39 (01): : 70 - &

[8] USE OF VARIANCE COMPONENTS MODELS IN POOLING CROSS SECTION AND TIME SERIES DATA [J]. ECONOMETRICA, 1971, 39 (02) : 341 - &

[9] ERROR COMPONENTS MODELS [J]. ECONOMETRICA, 1971, 39 (02) : 383 - &

[10] RAO CR, 1965, LINEAR STATISTICAL I