Adaptive estimation of heteroskedastic error component models

Econometric Reviews

Volumn 24, Issue 1, 2005, Pages 39-58

  Baltagi, Badi H ^a   Bresson, Georges ^b   Pirotte, Alain ^b  

^a TEXAS A AND M UNIVERSITY   (United States)

^b UNIVERSITÉ PANTHÉON ASSAS   (France)

Author keywords

Adaptive estimation; Bandwidth; Error components; Heteroskedasticity; Panel data

Indexed keywords

EID: 15244351064     PISSN: 07474938     EISSN: None     Source Type: Journal    
DOI: 10.1081/ETC-200049131     Document Type: Article

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