My bibliography
Save this item
Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- van der Leeuw, J.L. & Tigelaar, H.H., 1994. "An asymptotic justification for a modified GLS procedure to estimate ARMA parameters," Other publications TiSEM 01f8dc96-8313-4917-b804-2, Tilburg University, School of Economics and Management.
- Julie Le Gallo, 2002.
"Économétrie spatiale : l'autocorrélation spatiale dans les modèles de régression linéaire,"
Économie et Prévision, Programme National Persée, vol. 155(4), pages 139-157.
- Julie Le Gallo, 2002. "Économétrie spatiale : l'autocorrélation spatiale dans les modèles de régression linéaire," Economie & Prévision, La Documentation Française, vol. 155(4), pages 139-157.
- van der Leeuw, J.L. & Tigelaar, H.H., 1994. "An asymptotic justification for a modified GLS procedure to estimate ARMA parameters," Research Memorandum FEW 662, Tilburg University, School of Economics and Management.
- Cem Ertur & Thiaw Kalidou, 2005. "Growth and Spatial Dependence - The Mankiw, Romer and Weil model revisited," ERSA conference papers ersa05p660, European Regional Science Association.
- Chu, Fong-Lin, 2011. "A piecewise linear approach to modeling and forecasting demand for Macau tourism," Tourism Management, Elsevier, vol. 32(6), pages 1414-1420.
- Jan R. Magnus & Andrey L. Vasnev, 2007.
"Local sensitivity and diagnostic tests,"
Econometrics Journal, Royal Economic Society, vol. 10(1), pages 166-192, March.
- Magnus, J.R. & Vasnev, A.L., 2004. "Local Sensitivity and Diagnostic Tests," Discussion Paper 2004-105, Tilburg University, Center for Economic Research.
- Magnus, J.R. & Vasnev, A.L., 2004. "Local Sensitivity and Diagnostic Tests," Other publications TiSEM 10722abe-f848-4bfa-a82d-6, Tilburg University, School of Economics and Management.
- Millo, Giovanni, 2014. "Maximum likelihood estimation of spatially and serially correlated panels with random effects," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 914-933.
- Adriaan Kalwij, 2000.
"Estimating the economic return to schooling on the basis of panel data,"
Applied Economics, Taylor & Francis Journals, vol. 32(1), pages 61-71.
- Kalwij, A.S., 1996. "Estimating the Economic Return to Schooling on the Basis of Panel Data," Discussion Paper 1996-55, Tilburg University, Center for Economic Research.
- Kalwij, A.S., 1996. "Estimating the Economic Return to Schooling on the Basis of Panel Data," Other publications TiSEM e9ee1abf-081f-48fc-8525-9, Tilburg University, School of Economics and Management.
- Jaime Martínez-Martín, 2011.
"General equilibrium long-run determinants for Spanish FDI: a spatial panel data approach,"
SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 2(3), pages 305-333, September.
- Jaime Martínez-Martín, 2009. "General Equilibrium Long-Run Determinants for Spanish FDI: A Spatial Panel Data Approach," IREA Working Papers 200917, University of Barcelona, Research Institute of Applied Economics, revised Jun 2009.
- Jaime Martinez Martin, 2011. "General Equilibrium Long-Run Determinants for Spanish FDI: A Spatial Panel Data Approach," Working Papers 1113, BBVA Bank, Economic Research Department.
- Jan J. J. Groen, 2000.
"New Multi-Country Evidence on Purchasing Power Parity: Multi-Variate Unit Root Test Results,"
Econometric Society World Congress 2000 Contributed Papers
0269, Econometric Society.
- Groen, J.J.J., 2000. "New multi-country evidence on purchasing power parity: multivariate unit root test results," Econometric Institute Research Papers EI 2000-09/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Baltagi, Badi H. & Bresson, Georges & Pirotte, Alain, 2006.
"Joint LM test for homoskedasticity in a one-way error component model,"
Journal of Econometrics, Elsevier, vol. 134(2), pages 401-417, October.
- Baltagi B-H. & Bresson G. & Pirotte A., 2004. "Joint LM test for homoskedasticity in a one-way error component model," Working Papers ERMES 0408, ERMES, University Paris 2.
- Badi H. Baltagi & Georges Bresson & Alain Pirotte, 2005. "Joint LM Test for Homoskedasticity in a One-Way error Component Model," Center for Policy Research Working Papers 72, Center for Policy Research, Maxwell School, Syracuse University.
- Raats, V.M. & van der Genugten, B.B. & Moors, J.J.A., 2004. "Asymptotics of Multivariate Regression with Consecutively Added Dependent Varibles," Other publications TiSEM ec69ffa7-ec42-4ca3-910b-c, Tilburg University, School of Economics and Management.
- François Legendre, 1992. "La distribution des rendements d'échelle dans l'industrie. Une illustration à partir d'un panel de plus de 700 entreprises françaises," Revue Économique, Programme National Persée, vol. 43(1), pages 71-100.
- Anselin, Luc, 2002. "Under the hood : Issues in the specification and interpretation of spatial regression models," Agricultural Economics, Blackwell, vol. 27(3), pages 247-267, November.
- Andrews, Donald W K, 1986.
"A Note on the Unbiasedness of Feasible GLS, Quasi-maximum Likelihood, Robust, Adaptive, and Spectral Estimators of the Linear Model,"
Econometrica, Econometric Society, vol. 54(3), pages 687-698, May.
- Donald W.K. Andrews, 1984. "A Note on the Unbiasedness of Feasible GLS, Quasi-Maximum Likelihood, Robust Adaptive, and Spectral Estimators of the Linear Model," Cowles Foundation Discussion Papers 734R, Cowles Foundation for Research in Economics, Yale University, revised Aug 1985.
- Alberto HOLLY & Lucien GARDIOL, 1999. "A Score Test for Individual Heteroscedasticity in a One-way Error Components Model," Cahiers de Recherches Economiques du Département d'économie 9915, Université de Lausanne, Faculté des HEC, Département d’économie.
- van der Leeuw, J.L., 1994. "The second derivative of the likelihood of an exact ARMA model," Other publications TiSEM 04f52885-2820-4b2d-b1f0-b, Tilburg University, School of Economics and Management.
- repec:ags:ucdegw:233042 is not listed on IDEAS
- van der Leeuw, J.L., 1994. "The second derivative of the likelihood of an exact ARMA model," Research Memorandum FEW 661, Tilburg University, School of Economics and Management.
- Raats, V.M. & van der Genugten, B.B. & Moors, J.J.A., 2004. "Asymptotics of Multivariate Regression with Consecutively Added Dependent Varibles," Discussion Paper 2004-77, Tilburg University, Center for Economic Research.
- Antle, John M., 1983. "The Structure Of U.S. Agricultural Technology, 1910-1978," Working Papers 225709, University of California, Davis, Department of Agricultural and Resource Economics.
- Michael J. Daniels & Robert E. Kass, 2001. "Shrinkage Estimators for Covariance Matrices," Biometrics, The International Biometric Society, vol. 57(4), pages 1173-1184, December.
- Adrian C. Darnell, 1994. "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118.
- Antle, John M. & Aitah, Ali S., 1984. "Egypt'S Multiproduct Agricultural Technology And Agricultural Policy," Working Papers 225790, University of California, Davis, Department of Agricultural and Resource Economics.
- Shew Fan Liu & Zhenlin Yang, 2015.
"Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model,"
Econometrics, MDPI, vol. 3(2), pages 1-36, May.
- Shew Fan Liu & Zhenlin Yang, 2014. "Asymptotic Distribution and Finite-Sample Bias Correction of QML Estimators for Spatial Error Dependence Model," Working Papers 15-2014, Singapore Management University, School of Economics.
- Julie Le Gallo, 2000. "Spatial econometrics (1, Spatial autocorrelation) [Econométrie spatiale (1, Autocorrélation spatiale)]," Working Papers hal-01527290, HAL.
- vdr Leeuw, J.L., 1997. "Maximum Likelihood Estimation of Exact ARMA Models," Other publications TiSEM a1cdd9b8-93d9-460c-a0c9-1, Tilburg University, School of Economics and Management.
- Antle, John M. & Aitah, Ali S., 1982. "The Structure of Rice Technology, Farmer Rationality, and Agricultural Policy in Egypt," Working Papers 233042, University of California, Davis, Agricultural Development Systems: Egypt Project.
- Weaver, Robert D. & Stefanou, Spiro E., 1984. "Toward A Behavioral Approach To Modelling Dynamic Production Choice Structures," Northeastern Journal of Agricultural and Resource Economics, Northeastern Agricultural and Resource Economics Association, vol. 13(2), pages 1-14, October.
- Luc Anselin, 1988. "Model Validation in Spatial Econometrics: A Review and Evaluation of Alternative Approaches," International Regional Science Review, , vol. 11(3), pages 279-316, December.
- Michael Basch & Gonzalo García-Huidobro, 1997. "Costo de Capital en Segmentos Industriales: Una Estimación Robusta," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 34(102), pages 139-160.
- Banerjee, Anurag N. & Magnus, Jan R., 2000. "On the sensitivity of the usual t- and F-tests to covariance misspecification," Journal of Econometrics, Elsevier, vol. 95(1), pages 157-176, March.
- Davis, Peter, 2002. "Estimating multi-way error components models with unbalanced data structures," Journal of Econometrics, Elsevier, vol. 106(1), pages 67-95, January.
- Bilsborrow, Richard E. & Guilkey, David K., 1987. "Community and institutional influence on fertility: analytical issues," ILO Working Papers 992544533402676, International Labour Organization.
- LE GALLO, Julie, 2000. "Econométrie spatiale 1 -Autocorrélation spatiale," LATEC - Document de travail - Economie (1991-2003) 2000-05, LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne.
- Anne-Sophie Krah & Zoran Nikolić & Ralf Korn, 2020. "Machine Learning in Least-Squares Monte Carlo Proxy Modeling of Life Insurance Companies," Risks, MDPI, vol. 8(1), pages 1-79, February.
- A S Brandsma & R H Ketellapper, 1979. "A Biparametric Approach to Spatial Autocorrelation," Environment and Planning A, , vol. 11(1), pages 51-58, January.
- Anne-Sophie Krah & Zoran Nikoli'c & Ralf Korn, 2019. "Machine Learning in Least-Squares Monte Carlo Proxy Modeling of Life Insurance Companies," Papers 1909.02182, arXiv.org.
- Kruiniger, Hugo, 2008. "Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model," Journal of Econometrics, Elsevier, vol. 144(2), pages 447-464, June.
- Atanu Saha & Arthur Havenner & Hovav Talpaz, 1997. "Stochastic production function estimation: small sample properties of ML versus FGLS," Applied Economics, Taylor & Francis Journals, vol. 29(4), pages 459-469.
- repec:ilo:ilowps:254453 is not listed on IDEAS
- Banerjee, A.N., 1997. "The sensitivity of estimates, inferences and forecasts of linear models," Other publications TiSEM 3238733e-f996-4fd9-95ec-0, Tilburg University, School of Economics and Management.
- Palm, F.C. & Winder, C.C.A., 1986. "The stochastic life cycle consumption model : theoretical results and empirical evidence," Serie Research Memoranda 0016, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Shin, Dong Wan & Park, Chul Gyu & Park, Taesung, 2001. "Testing for one-sided group effects in repeated measures study," Computational Statistics & Data Analysis, Elsevier, vol. 37(2), pages 233-247, August.
- Koning, A.J., 1999. "Goodness of fit for the constancy of a classical statistical model over time," Econometric Institute Research Papers EI 9959-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.