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A Mixed-Error Component Model

Published online by Cambridge University Press:  11 February 2009

Abstract

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Type
Problems
Copyright
Copyright © Cambridge University Press 1995

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References

REFERENCES

Fiebig, D.. Bartels, R. & Kramer, W. (1994). The Frisch-Waugh Theorem and Generalized Least Squares. Working paper, Department of Econometrics, University of Sydney.Google Scholar
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Fuller, W.A. & Battese, G.E. (1974). Estimation of linear models with cross-error structure. Journal of Econometrics 2, 6778.CrossRefGoogle Scholar