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The Use of Error Components Models in Combining Cross Section with Time Series Data

A mixed model of regression with error components is proposed as one of possible interest for combining cross section and time series data. For known variances, it is shown that Aitken estimators and covariance estimators are in one sense asymptotically equivalent, even though the Aitken... Full description

1st Person: Wallace, T. D.
Additional Persons: Hussain, Ashiq verfasserin
Source: in Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics Vol. 37, No. 1 (1969), p. 55-72
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Type of Publication: Article
Language: English
Published: 1969
Keywords: research-article
Online: Volltext
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