A note on autoregressive error components models

Journal of Econometrics

Volumn 28, Issue 2, 1985, Pages 231-245

  Sevestre, P ^a   Trognon, A ^b  

^a UNIVERSITÉ PARIS 1 PANTHÉON SORBONNE   (France)

^b Ecole Nationale de la Statistique et de l'Administration Economique   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0012881554     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4076(85)90122-8     Document Type: Article

References (13)

1. A note on the estimation of Balestra-Nerlove models
2. Repeated measurements on autoregressive processes
3. Estimation of dynamic models with error components
4. Formulation and estimation of dynamic models using panel data
5. Pooling cross-section and time-series data in the estimation of a dynamic model The demand for natural gas
6. Pooling times series and cross-sectional data in dynamic econometric models
7. The use of variance components models in pooling cross-section and time series data
8. Experimental evidence on the estimation of dynamic economic relations from a time series of cross-sections
9. Further evidence on the estimation of dynamic economic relations from a time series of cross-sections
10. Modéles dynamiques à erreurs composées
11. A note on autoregressive error components models
12. Miscellaneous asymptotic properties of ordinary least squares and maximum likelihood estimators in dynamic error components models
13. Cours econométrie II: Module ‘Données individuelles temporelles’