On the estimation of covariance matrices using panel data artificial regressions

Panel index var models Specification, estimation, testing and leading indicators

Canova, Fabio
Ciccarelli, Matteo
Centre for Economic Policy Research (United Kingdom)

January 2003

Includes bibliographical references. Also available via the InternetAvailable from British Library D...

Some estimators of covariance matrix in multivariate nunparametric regression and their applications

Otaki, Megu

February 1989

Hiroshima Mathematical Journal Vol 20, No. 1, 1990広島大学(Hiroshima University)博士(理学)Physical Sciencedo...

On the implementation and use of factor-augmented regressions in panel data

Westerlund, J.
Urbain, J.R.Y.J.

January 2013

Practitioners are generally well aware of the fact that most standard approaches for estimation and ...

On the estimation of panel regression models with fixed effects

Kruiniger, H.
Queen Mary, Univ. of London (United Kingdom). Dept. of Economics

January 2002

Revised version of the original paper dated Mar. 2001SIGLEAvailable from British Library Document Su...

On the estimation of covariance matrices using panel data artificial regressions

Patacchini, Eleonora

January 2003

The use of artificial regressions to compute the variance of the difference of pairs of panel data e...

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

Robertson, D.
Symons, J.
London School of Economics and Political Science (United Kingdom). Centre for Economic Performance

January 2000

Produced as part of the Centre's Programme.SIGLEAvailable from British Library Document Supply Centr...

Modeling Panel Data: Comparison of GLS Estimation and Robust Covariance Matrix Estimation

Victor Muthama Musau
Anthony Gichuhi Waititu
Anthony Kibira Wanjoya

September 2016

Abstract: The proliferation of panel studies which has been greatly motivated by the availability of...

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...

Consistency of kernel estimators of heteroscedastic and autocorrelated covariance matrices

De Jong, R.M.
Davidson, J.
Cardiff Business School (United Kingdom)

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3051.17076(96:091) / BLDSC - British ...

Estimating the asymptotic covariance matrix in the linear model when explanatory variables are correlated with the equation error

Attfield, C
Bristol Univ. (United Kingdom). Dept. of Economics

January 1988

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.76(BU-DE-DP--88/218) / BLDSC - ...

Estimating Covariance Matrices Using Estimating Functions in Nonparametric and Semiparametric Regression

Carroll, Raymond J.
Iturria, Stephen J.
Gutierrez, Roberto G.

May 2006

We use ideas from estimating function theory to derive new, simply computed consistent covariance ma...

Estimators for correctly specified panel data models

Chowdhury, G.
London School of Economics and Political Science (UK). Centre for Labour Economics

January 1983

SIGLELD:3597.444(137) / BLDSC - British Library Document Supply CentreGBUnited Kingdo

Covariance Regression Analysis

Zou, Tao
Lan, Wei
Wang, Hansheng
Tsai, Chih-Ling

January 2017

This article introduces covariance regression analysis for a p-dimensional response vector. The prop...

Estimation of the Covariance Matrix of the Least-Squares Regression Coefficients When the Disturbance Covariance Matrix Is of Unknown Form

Keener, Robert W.
Kmenta, Jan
Weber, Neville C.

This paper deals with the problem of estimating the covariance matrix of the least-squares regressio...

covariance_matrices_chipmunks

Assis, Ana Paula A.
Patton, James L.
Hubbe, Alex
Marroig, Gabriel

November 2016

This file has the covariance matrices for each time period in each population (each sheet). the last...

Panel index var models Specification, estimation, testing and leading indicators

Canova, Fabio
Ciccarelli, Matteo
Centre for Economic Policy Research (United Kingdom)

January 2003

Includes bibliographical references. Also available via the InternetAvailable from British Library D...

Some estimators of covariance matrix in multivariate nunparametric regression and their applications

Otaki, Megu

February 1989

Hiroshima Mathematical Journal Vol 20, No. 1, 1990広島大学(Hiroshima University)博士(理学)Physical Sciencedo...

On the implementation and use of factor-augmented regressions in panel data

Westerlund, J.
Urbain, J.R.Y.J.

January 2013

Practitioners are generally well aware of the fact that most standard approaches for estimation and ...

On the estimation of panel regression models with fixed effects

Kruiniger, H.
Queen Mary, Univ. of London (United Kingdom). Dept. of Economics

January 2002

Revised version of the original paper dated Mar. 2001SIGLEAvailable from British Library Document Su...

On the estimation of covariance matrices using panel data artificial regressions

Patacchini, Eleonora

January 2003

The use of artificial regressions to compute the variance of the difference of pairs of panel data e...

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

Robertson, D.
Symons, J.
London School of Economics and Political Science (United Kingdom). Centre for Economic Performance

January 2000

Produced as part of the Centre's Programme.SIGLEAvailable from British Library Document Supply Centr...

Modeling Panel Data: Comparison of GLS Estimation and Robust Covariance Matrix Estimation

Victor Muthama Musau
Anthony Gichuhi Waititu
Anthony Kibira Wanjoya

September 2016

Abstract: The proliferation of panel studies which has been greatly motivated by the availability of...

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...

Consistency of kernel estimators of heteroscedastic and autocorrelated covariance matrices

De Jong, R.M.
Davidson, J.
Cardiff Business School (United Kingdom)

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3051.17076(96:091) / BLDSC - British ...

Estimating the asymptotic covariance matrix in the linear model when explanatory variables are correlated with the equation error

Attfield, C
Bristol Univ. (United Kingdom). Dept. of Economics

January 1988

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.76(BU-DE-DP--88/218) / BLDSC - ...

Estimating Covariance Matrices Using Estimating Functions in Nonparametric and Semiparametric Regression

Carroll, Raymond J.
Iturria, Stephen J.
Gutierrez, Roberto G.

May 2006

We use ideas from estimating function theory to derive new, simply computed consistent covariance ma...

Estimators for correctly specified panel data models

Chowdhury, G.
London School of Economics and Political Science (UK). Centre for Labour Economics

January 1983

SIGLELD:3597.444(137) / BLDSC - British Library Document Supply CentreGBUnited Kingdo

Covariance Regression Analysis

Zou, Tao
Lan, Wei
Wang, Hansheng
Tsai, Chih-Ling

January 2017

This article introduces covariance regression analysis for a p-dimensional response vector. The prop...

Estimation of the Covariance Matrix of the Least-Squares Regression Coefficients When the Disturbance Covariance Matrix Is of Unknown Form

Keener, Robert W.
Kmenta, Jan
Weber, Neville C.

This paper deals with the problem of estimating the covariance matrix of the least-squares regressio...

covariance_matrices_chipmunks

Assis, Ana Paula A.
Patton, James L.
Hubbe, Alex
Marroig, Gabriel

November 2016

This file has the covariance matrices for each time period in each population (each sheet). the last...

Panel index var models Specification, estimation, testing and leading indicators

Canova, Fabio
Ciccarelli, Matteo
Centre for Economic Policy Research (United Kingdom)

January 2003

Includes bibliographical references. Also available via the InternetAvailable from British Library D...

Some estimators of covariance matrix in multivariate nunparametric regression and their applications

Otaki, Megu

February 1989

Hiroshima Mathematical Journal Vol 20, No. 1, 1990広島大学(Hiroshima University)博士(理学)Physical Sciencedo...

On the implementation and use of factor-augmented regressions in panel data

Westerlund, J.
Urbain, J.R.Y.J.

January 2013

Practitioners are generally well aware of the fact that most standard approaches for estimation and ...

On the estimation of covariance matrices using panel data artificial regressions

Abstract

Extracted data

On the estimation of covariance matrices using panel data artificial regressions

Abstract

Extracted data

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