Hostname: page-component-848d4c4894-x5gtn Total loading time: 0 Render date: 2024-05-01T06:08:53.917Z Has data issue: false hasContentIssue false
  • English
  • Français

A Comparison of Variance Components Estimators Using Balanced Versus Unbalanced Data

Published online by Cambridge University Press:  11 February 2009

Badi H. Baltagi  and
Qi Li
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Problems
Information
Econometric Theory , Volume 6 , Issue 2 , June 1990 , pp. 283 - 285
Copyright
Copyright © Cambridge University Press 1990

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

1.Balestra, P.Best quadratic unbiased estimators of the variance-covariance matrix in normal regression. Journal of Econometrics 1 (1973): 17–28.CrossRefGoogle Scholar
2.Biorn, E. & Jansen, E.S.. Individual effects in a system of demand functions. Scandinavian Journal of Economics 85 (1983): 461–483.CrossRefGoogle Scholar
3.Searle, S.R. & Townsend, E.C.. Best quadratic unbiased estimation of variance components from unbalanced data in the 1-way classification. Biometrics 27 (1971): 643–657.Google Scholar