Factor residuals in SUR regressions Estimating panels allowing for cross sectional correlation

The estimation of intraclass correlation coefficients

Smoljanovic, L.

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN027731 / BLDSC - British Library D...

Regression parameter estimation with serially correlated errors

Glasbey, C.A
Edinburgh Univ. (United Kingdom)

January 1984

SIGLEAvailable from British Library Lending Division - LD:D55240/85 / BLDSC - British Library Docume...

Root-N-consistent semiparametric regression

Robinson, P
London School of Economics (United Kingdom)

January 1987

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.4615(LSE-EPR-DP--9) / BLDSC - B...

Factor residuals in SUR regressions: estimating panels allowing for cross sectional correlation

Robertson, Donald
Symons, James

October 2000

This paper describes a method for estimating panels by imposing a factor structure on the residuals....

Regression analysis

Black, N
Health and Safety Executive, London (United Kingdom)

January 1992

Available from British Library Document Supply Centre- DSC:4274.847686(HSE-IR/L/SS--92/1) / BLDSC - ...

Testing the constancy of regression estimators

Loynes, R
Sheffield Univ. (United Kingdom). Dept. of Probability and Statistics

January 1995

Available from British Library Document Supply Centre- DSC:7769.086(SU-DPS-RR--452/95) / BLDSC - Bri...

Factor models in large cross-sections of time series

Reichlin, L.
Centre for Economic Policy Research, London (United Kingdom)

January 2002

Issued under the auspices of the Centre's research programme in International MacroeconomicsAvailabl...

Regression analysis of data from complex surveys

Smith, T.M.F.
Winter, P.D
Holt, D.
Social Science Research Council (SSRC), London (United Kingdom) frueherer Name

SIGLEAvailable from British Library Document Supply Centre- DSC:8318.172(SSRC-HR--4973/2) / BLDSC - ...

Panel data methods vs seemingly unrelated regression estimates A comparison using export volumes (and prices)

Greenhalgh, C.
Mavrotas, G.
Wilson, R
Oxford Univ. (United Kingdom). Inst. of Economics and Statistics

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:1571.971(109) / BLDSC - British Libr...

On the estimation of covariance matrices using panel data artificial regressions

Patacchini, Elenora
University of Southampton. Department of Economics (United Kingdom)

January 2003

Also available via the InternetSIGLEAvailable from British Library Document Supply Centre- DSC:3597....

Various estimates for a regression parameter using ranks

Pettitt, A.N
Loughborough Univ. of Technology (United Kingdom). Dept. of Mathematics

January 1986

SIGLEAvailable from British Library Document Supply Centre- DSC:5406.3(191) / BLDSC - British Librar...

Regression-based tests for persistence in conditional variances

Psaradakis, Z.
Tzavalis, E
Bristol Univ. (United Kingdom). Dept. of Economics

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.76(BU-DE-DP--95/393) / BLDSC - ...

Misspecification and cross-country growth regressions

McDonald, S.
Roberts, J
Sheffield Univ. (United Kingdom). Management School

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.6345(SU-MS-DP--95.24) / BLDSC -...

Estimation and inference in large heterogeneous panels with cross section dependence

Pesaran, M. Hashem
University of Cambridge. Department of Applied Economics (United Kingdom)

January 2003

Includes bibliographical referencesAvailable from British Library Document Supply Centre- DSC:3509. ...

Cross sectional and panel estimation of convergence

Goddard, J.
Wilson, J.
University of Wales, Swansea (United Kingdom). Dept. of Economics

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.980895(no 00-01) / BLDSC - Briti...

The estimation of intraclass correlation coefficients

Smoljanovic, L.

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN027731 / BLDSC - British Library D...

Regression parameter estimation with serially correlated errors

Glasbey, C.A
Edinburgh Univ. (United Kingdom)

January 1984

SIGLEAvailable from British Library Lending Division - LD:D55240/85 / BLDSC - British Library Docume...

Root-N-consistent semiparametric regression

Robinson, P
London School of Economics (United Kingdom)

January 1987

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.4615(LSE-EPR-DP--9) / BLDSC - B...

Factor residuals in SUR regressions: estimating panels allowing for cross sectional correlation

Robertson, Donald
Symons, James

October 2000

This paper describes a method for estimating panels by imposing a factor structure on the residuals....

Regression analysis

Black, N
Health and Safety Executive, London (United Kingdom)

January 1992

Available from British Library Document Supply Centre- DSC:4274.847686(HSE-IR/L/SS--92/1) / BLDSC - ...

Testing the constancy of regression estimators

Loynes, R
Sheffield Univ. (United Kingdom). Dept. of Probability and Statistics

January 1995

Available from British Library Document Supply Centre- DSC:7769.086(SU-DPS-RR--452/95) / BLDSC - Bri...

Factor models in large cross-sections of time series

Reichlin, L.
Centre for Economic Policy Research, London (United Kingdom)

January 2002

Issued under the auspices of the Centre's research programme in International MacroeconomicsAvailabl...

Regression analysis of data from complex surveys

Smith, T.M.F.
Winter, P.D
Holt, D.
Social Science Research Council (SSRC), London (United Kingdom) frueherer Name

SIGLEAvailable from British Library Document Supply Centre- DSC:8318.172(SSRC-HR--4973/2) / BLDSC - ...

Panel data methods vs seemingly unrelated regression estimates A comparison using export volumes (and prices)

Greenhalgh, C.
Mavrotas, G.
Wilson, R
Oxford Univ. (United Kingdom). Inst. of Economics and Statistics

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:1571.971(109) / BLDSC - British Libr...

On the estimation of covariance matrices using panel data artificial regressions

Patacchini, Elenora
University of Southampton. Department of Economics (United Kingdom)

January 2003

Also available via the InternetSIGLEAvailable from British Library Document Supply Centre- DSC:3597....

Various estimates for a regression parameter using ranks

Pettitt, A.N
Loughborough Univ. of Technology (United Kingdom). Dept. of Mathematics

January 1986

SIGLEAvailable from British Library Document Supply Centre- DSC:5406.3(191) / BLDSC - British Librar...

Regression-based tests for persistence in conditional variances

Psaradakis, Z.
Tzavalis, E
Bristol Univ. (United Kingdom). Dept. of Economics

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.76(BU-DE-DP--95/393) / BLDSC - ...

Misspecification and cross-country growth regressions

McDonald, S.
Roberts, J
Sheffield Univ. (United Kingdom). Management School

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.6345(SU-MS-DP--95.24) / BLDSC -...

Estimation and inference in large heterogeneous panels with cross section dependence

Pesaran, M. Hashem
University of Cambridge. Department of Applied Economics (United Kingdom)

January 2003

Includes bibliographical referencesAvailable from British Library Document Supply Centre- DSC:3509. ...

Cross sectional and panel estimation of convergence

Goddard, J.
Wilson, J.
University of Wales, Swansea (United Kingdom). Dept. of Economics

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.980895(no 00-01) / BLDSC - Briti...

The estimation of intraclass correlation coefficients

Smoljanovic, L.

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN027731 / BLDSC - British Library D...

Regression parameter estimation with serially correlated errors

Glasbey, C.A
Edinburgh Univ. (United Kingdom)

January 1984

SIGLEAvailable from British Library Lending Division - LD:D55240/85 / BLDSC - British Library Docume...

Root-N-consistent semiparametric regression

Robinson, P
London School of Economics (United Kingdom)

January 1987

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.4615(LSE-EPR-DP--9) / BLDSC - B...

Factor residuals in SUR regressions Estimating panels allowing for cross sectional correlation

Abstract

Extracted data

Factor residuals in SUR regressions Estimating panels allowing for cross sectional correlation

Abstract

Extracted data

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