메뉴 건너뛰기




Volumn 21, Issue 2, 2002, Pages 189-203

Is adaptive estimation useful for panel models with heteroskedasticity in the individual specific error component? Some monte carlo evidence

Author keywords

C14; C23; Error component model; Heteroskedasticity; JEL Classification; Kernel estimation

Indexed keywords


EID: 15244358307     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1081/ETC-120014348     Document Type: Article
Times cited : (29)

References (15)
  • 1
    • 0000782631 scopus 로고
    • Adapting for Heteroskedasticity in Linear Models
    • Carroll, R. D., 1982. Adapting for Heteroskedasticity in Linear Models. The Annals of Statistics, 10: 1224–1233.
    • (1982) The Annals of Statistics , vol.10 , pp. 1224-1233
    • Carroll, R.D.1
  • 2
    • 84971946780 scopus 로고
    • Semiparametric Generalized Least Squares Estimation in the Multivariate Nonlinear Regression Model
    • Delgado, M. A., 1992. Semiparametric Generalized Least Squares Estimation in the Multivariate Nonlinear Regression Model. Econometric Theory, 8: 203–222.
    • (1992) Econometric Theory , vol.8 , pp. 203-222
    • Delgado, M.A.1
  • 3
    • 84971928529 scopus 로고
    • Adaptive Estimation in Time Series Regression Models with Heteroskedasticity of Unknown Form
    • Hidalgo, J., 1992. Adaptive Estimation in Time Series Regression Models with Heteroskedasticity of Unknown Form. Econometric Theory, 8: 161–187.
    • (1992) Econometric Theory , vol.8 , pp. 161-187
    • Hidalgo, J.1
  • 4
    • 0001075056 scopus 로고
    • Asymptotic Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
    • Robinson, P. M., 1987. Asymptotic Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form. Econometrica, 55: 817–891.
    • (1987) Econometrica , vol.55 , pp. 817-891
    • Robinson, P.M.1
  • 5
    • 15244355425 scopus 로고
    • Some Monte Carlo Evidence on the Relative Efficiency of Parametric and Semiparametric EGLS Estimators
    • Rilstone, P., 1991. Some Monte Carlo Evidence on the Relative Efficiency of Parametric and Semiparametric EGLS Estimators. Journal of Business and Economic Statistics, 9: 179–187.
    • (1991) Journal of Business and Economic Statistics , vol.9 , pp. 179-187
    • Rilstone, P.1
  • 6
    • 0005650759 scopus 로고
    • Panel Data Methods
    • Ullah A., Giles D.E.A., (eds), New York: Marcel Dekker:,. Edited by
    • Baltagi, B. H., 1988. “ Panel Data Methods. ”. In Handbook of Applied Economic Statistics Edited by: Ullah, A., and Giles, D.E. A., New York: Marcel Dekker:.
    • (1988) Handbook of Applied Economic Statistics
    • Baltagi, B.H.1
  • 7
    • 4243523159 scopus 로고
    • Heteroskedasticity and Stratification in Error Components Models
    • Mazodier, P., and Trognon, A., 1978. Heteroskedasticity and Stratification in Error Components Models. Annales de l'Insee, 30–31: 451–482.
    • (1978) Annales de l'Insee , vol.30-31 , pp. 451-482
    • Mazodier, P.1    Trognon, A.2
  • 8
    • 0000721735 scopus 로고
    • A Generalized Error Component Model with Heteroskedastic Disturbances
    • Baltagi, B. H., and Griffin, M., 1988. A Generalized Error Component Model with Heteroskedastic Disturbances. International Economic Review, 29: 745–753.
    • (1988) International Economic Review , vol.29 , pp. 745-753
    • Baltagi, B.H.1    Griffin, M.2
  • 9
    • 38249030785 scopus 로고
    • A Tranformation for Heteroskedastic Error Components Regression Models
    • Randolph, W. C., 1988. A Tranformation for Heteroskedastic Error Components Regression Models. Economics Letters, 27: 349–354.
    • (1988) Economics Letters , vol.27 , pp. 349-354
    • Randolph, W.C.1
  • 10
    • 21444453844 scopus 로고
    • Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form
    • Li, Q., and Stengos, T., 1994. Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form. International Economic Review, 35: 981–1000.
    • (1994) International Economic Review , vol.35 , pp. 981-1000
    • Li, Q.1    Stengos, T.2
  • 12
    • 0003559593 scopus 로고
    • New York: Cambridge University Press
    • Hsiao, C., 1986. Analysis of Panel Data New York: Cambridge University Press:.
    • (1986) Analysis of Panel Data
    • Hsiao, C.1
  • 15
    • 0000250716 scopus 로고
    • Specification Tests in Econometrics
    • Hausman, J. A., 1978. Specification Tests in Econometrics. Econometrica, 46: 1251–1271.
    • (1978) Econometrica , vol.46 , pp. 1251-1271
    • Hausman, J.A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.