A full heteroscedastic one-way error components model for incomplete panel: Pseudo-maximum likelihood estimation and specification testing

Unpublished conference/Abstract (Scientific congresses and symposiums)

Lejeune, Bernard

1996 • Econometric Society European Meeting

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ESEM96_Lejeune.pdf

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Keywords :

Error components model; heteroscedasticity; Pseudo-maximum likelihood estimation & m-testing

Disciplines :

Quantitative methods in economics & management

Author, co-author :

Lejeune, Bernard ; Université de Liège - ULiège > HEC - École de gestion de l'ULiège > Economie politique et microéconomie appliquée

Language :

English

Title :

A full heteroscedastic one-way error components model for incomplete panel: Pseudo-maximum likelihood estimation and specification testing

Publication date :

25 August 1996

Number of pages :

Event name :

Econometric Society European Meeting

Event organizer :

Econometric Society

Event place :

Istanbul, Turkey

Event date :

25 - 29 août 1996

Audience :

International

Available on ORBi :

since 07 May 2009

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