Error Components Models

Badi H. Baltagi, László Mátyás, Patrick Sevestre

    Research output: Contribution to Book/Report typesChapterpeer-review

    Original languageEnglish
    Title of host publicationAdvanced Studies in Theoretical and Applied Econometrics
    PublisherSpringer
    Pages49-87
    Number of pages39
    DOIs
    StatePublished - 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
    • Serial Correlation

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