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Variance Component Estimation Under Misspecification

Published online by Cambridge University Press:  11 February 2009

Badi H. Baltagi  and
Qi Li
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Econometric Theory , Volume 7 , Issue 3 , September 1991 , pp. 418 - 419
Copyright
Copyright © Cambridge University Press 1991

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References

REFERENCE

1. Amemiya, T. The estimation of variances in a variance-components model. International Economic Review 12 (1971): 1–13.10.2307/2525492CrossRefGoogle Scholar
2. Balestra, P. & Nerlove, M.. Pooling cross-section and time-series data in the estimation of a dynamic model: The demand for natural gas. Econometrica 34 (1966): 585–612.10.2307/1909771CrossRefGoogle Scholar