Asset Details
Do you wish to reserve the book?
Applications of GLS Regressions
Hey, we have placed the reservation for you!
By the way, why not check out events that you can attend while you pick your title.
Oops! Something went wrong.
Looks like we were not able to place the reservation. Kindly try again later.
Are you sure you want to remove the book from the shelf?
Applications of GLS Regressions
Do you wish to request the book?
Applications of GLS Regressions
Please be aware that the book you have requested cannot be checked out. If you would like to checkout this book, you can reserve another copy
We have requested the book for you!
Your request is successful and it will be processed during the Library working hours. Please check the status of your request in My Requests.
Oops! Something went wrong.
Looks like we were not able to place your request. Kindly try again later.
Book Chapter
Applications of GLS Regressions
2014
Overview
Corresponding to the applications of all ordinary least squares (OLS) regressions, including the instrumental variables models, this chapter presents their extensions and modifications by using the general least squares (GLS) estimation method. The chapter also presents various effects models with numerical time‐independent variables. It begins with a discussion on cross‐section random effects models (CSREMs). Another section presents a comparative study between selected simple LV(1) CSREMs. Separate sections present CSREMs with the numerical time independent variables, CSERMs by time or time period, and period random effects models (PEREMs). For presenting the empirical results of PEREMs with a large number of parameters, the chapter makes use one of the work files available in EViews, namely the CES_wf1. A section presents additional two‐way fixed effects models (TWFEMs). Finally, the chapter explains a generalized method of moments/dynamic panel data, and advanced interaction effects models.
Publisher
John Wiley & Sons, Ltd
Subject
ISBN
9781118715581, 1118715586
