مرکز منطقه ای اطلاع رساني علوم و فناوري - Estimation of a generalized random-effects model: some ECME algorithms and Monte Carlo evidence

Title of article :

Estimation of a generalized random-effects model: some ECME algorithms and Monte Carlo evidence

Author/Authors :

Robert F. Phillips، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2004

Pages :

From page :

1801

To page :

1824

Keywords :

Autocorrelated , Error components , Panel data , Mixed effects and random effects , EM algorithm

Journal title :

Journal of Economic Dynamics and Control

Serial Year :

2004

Journal title :

Journal of Economic Dynamics and Control

Record number :

238751

Link To Document :