Unpublished conference/Abstract (Scientific congresses and symposiums)
A full heteroscedastic one-way error components model for incomplete panel: pseudo-maximum likelihood estimation and pseudo Lagrange multiplier testing
Lejeune, Bernard
1996The Sixth Biennal International Conference on Panel Data
 

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Keywords :
Error components model; Heteroscedasticity; Pseudo likelihood methods
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 pseudo Lagrange multiplier testing
Publication date :
27 June 1996
Number of pages :
17
Event name :
The Sixth Biennal International Conference on Panel Data
Event organizer :
University of Amsterdam
Event place :
Amsterdam, Netherlands
Event date :
27 et 28 juin 1996
Audience :
International
Available on ORBi :
since 04 June 2009

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