• 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
    24
  • 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