SOME ESTIMATION METHODS FOR A RANDOM COEFFICIENT MODEL

被引:42
作者
HSIAO, C [1 ]
机构
[1] UNIV CALIF,BERKELEY,CA 94720
关键词
D O I
10.2307/1913588
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:305 / 325
页数:21
相关论文
共 22 条
[1]  
Amemiya T., 1971, INT ECON REV, V12, P1
[2]  
Anderson Theodore Wilbur, 1970, ESSAYS PROBABILITY S, P1
[3]  
ANDERSON TW, 1969, 2ND P INT S MULT AN
[4]  
Anderson TW., 1958, INTRO MULTIVARIATE S
[5]  
ANDERSON TW, 1971, 6 STANF U DEP STAT T
[6]   POOLING CROSS SECTION AND TIME SERIES DATA IN ESTIMATION OF A DYNAMIC MODEL - DEMAND FOR NATURAL GAS [J].
BALESTRA, P ;
NERLOVE, M .
ECONOMETRICA, 1966, 34 (03) :585-&
[7]   COVARIANCE MATRIX ESTIMATION IN LINEAR MODELS [J].
CHEW, V .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1970, 65 (329) :173-181
[8]   MAXIMUM-LIKELIHOOD ESTIMATION FOR MIXED ANALYSIS OF VARIANCE MODEL [J].
HARTLEY, HO ;
RAO, JNK .
BIOMETRIKA, 1967, 54 :93-&
[9]   USE OF ERROR COMPONENTS MODELS IN COMBINING CROSS SECTION WITH TIME SERIES DATA [J].
HENDERSON, CR .
ECONOMETRICA, 1971, 39 (02) :397-+
[10]   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