SIMULTANEOUS-EQUATIONS WITH ERROR-COMPONENTS

被引：124
作者：
BALTAGI, BH
机构：
来源：
JOURNAL OF ECONOMETRICS | 1981年 / 17卷 / 02期
关键词：
D O I：
10.1016/0304-4076(81)90026-9
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：189 / 200
页数：12
相关论文
共 11 条
[1]  
Amemiya T., 1971, INT ECON REV, V12, P1
[2]   ERROR COMPONENTS AND SEEMINGLY UNRELATED REGRESSIONS [J].
AVERY, RB .
ECONOMETRICA, 1977, 45 (01) :199-209
[3]   POOLING CROSS SECTION AND TIME SERIES DATA IN ESTIMATION OF A DYNAMIC MODEL - DEMAND FOR NATURAL GAS [J].
BALESTRA, P ;
NERLOVE, M .
ECONOMETRICA, 1966, 34 (03) :585-&
[4]   ON SEEMINGLY UNRELATED REGRESSIONS WITH ERROR-COMPONENTS [J].
BALTAGI, BH .
ECONOMETRICA, 1980, 48 (06) :1547-1551
[5]  
BALTAGI BH, 1979, THESIS U PENNSYLVANI
[6]  
Fuller W.A., 1974, J ECONOMETRICS, V2, P67, DOI [10.1016/0304-4076(74)90030-X, DOI 10.1016/0304-4076(74)90030-X.]
[7]   USE OF VARIANCE COMPONENTS MODELS IN POOLING CROSS SECTION AND TIME SERIES DATA [J].
MADDALA, GS .
ECONOMETRICA, 1971, 39 (02) :341-&
[8]   ERROR COMPONENTS MODELS [J].
NERLOVE, M .
ECONOMETRICA, 1971, 39 (02) :383-&
[9]   EXACT FINITE SAMPLE PROPERTIES OF ESTIMATORS OF COEFFICIENTS IN ERROR COMPONENTS REGRESSION MODELS [J].
SWAMY, PAV ;
ARORA, SS .
ECONOMETRICA, 1972, 40 (02) :261-275
[10]  
Theil H., 1971, PRINCIPLES ECONOMETR
12