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【作者(必填)】Pascal Mazodier and Alain Trognon 【文题(必填)】Heteroscedasticity and Stratification in Error Components Models 【年份(必填)】No. 30/31, The Econometrics of Panel Data (Apr. - Sep., 1978), pp. 451-482 【全文链接或数据库名称(选填)】http://www.jstor.org/discover/10.2307/20075300?uid=3737800&uid=2129&uid=2&uid=70&uid=4&sid=48773410154377
【作者(必填)】Qi Li and Thanasis Stengos 【文题(必填)】Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form 【年份(必填)】International Economic Review Vol. 35, No. 4 (Nov., 1994), pp. 981-1000 【全文链接或数据库名称(选填)】http://www.jstor.org/discover/10.2307/2527006?uid=3737800&uid=2129&uid=2&uid=70&uid=4&sid=48773410154377
【作者(必填)】Nilanjana Roya 【文题(必填)】IS ADAPTIVE ESTIMATION USEFUL FOR PANEL MODELS WITH HETEROSKEDASTICITY IN THE INDIVIDUAL SPECIFIC ERROR COMPONENT? SOME MONTE CARLO EVIDENCE 【年份(必填)】Econometric Reviews Volume 21, Issue 2, 2002 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1081/ETC-120014348 |