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

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Lejeune, Bernard

1995 • XIIèmes Journées de Microéconomie Appliquée

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Keywords :

Error Component models; Heteroscedasticity; 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: maximum likelihood estimation and Lagrange multiplier testing

Publication date :

01 June 1995

Event name :

XIIèmes Journées de Microéconomie Appliquée

Event organizer :

Université de Clermont-Ferrand

Event place :

Clermont-Ferrand, France

Event date :

1 et 2 Juin 1995

Audience :

International

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since 04 June 2009

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