Error Components Models

Badi H. Baltagi, László Mátyás, Patrick Sevestre

Research output: Chapter in Book/Report/Conference proceedingChapter

1 Scopus citations
Original languageEnglish (US)
Title of host publicationAdvanced Studies in Theoretical and Applied Econometrics
PublisherSpringer
Pages49-87
Number of pages39
DOIs
StatePublished - Jan 1 2008

Publication series

NameAdvanced Studies in Theoretical and Applied Econometrics
Volume46
ISSN (Print)1570-5811
ISSN (Electronic)2214-7977

Keywords

  • Error Component
  • Error Component Model
  • Good Linear Unbiased Predictor
  • Good Linear Unbiased Predictor
  • Serial Correlation

ASJC Scopus subject areas

  • Economics and Econometrics

Cite this

Baltagi, B. H., Mátyás, L., & Sevestre, P. (2008). Error Components Models. In Advanced Studies in Theoretical and Applied Econometrics (pp. 49-87). (Advanced Studies in Theoretical and Applied Econometrics; Vol. 46). Springer. https://doi.org/10.1007/978-3-540-75892-1_3