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| Partitioned regression and the Frisch-Waugh-Lovell theorem | |
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| Partitioned regresion | |
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| The Frisch-Waugh-Lovell theorem | |
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| Residualing the constant | |
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| Adding a dummy variable for the ith observation | |
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| Computing forecasts and forecast standard errors | |
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| The one-way error component model | |
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| The one-way fixed effects model | |
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| One-way fixed effects regression | |
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| OLS and GLS for fixed effects | |
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| Testing for fixed effects | |
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| The one-way random effects model | |
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| Variance-covariance matrix of the one-way random effects model | |
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| The Fuller and Battese (1973) transformation for the one-way random effects model | |
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| Unbiased estimates of the variance components: the one-way model | |
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| Feasible unbiased estimates of the variance components: the one-way model | |
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| Gasoline demand in the OECD | |
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| System estimation of the one-way model: OLS versus GLS | |
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| GLS is a matrix weighted average of Between and Within | |
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| Efficiency of GLS compared to Within and Between estimators | |
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| MLE of the random effects model | |
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| Prediction in the one-way random effects model | |
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| Mincer wage equation | |
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| Bounds for s-& in a one-way random effects model | |
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| Heteroskedastic fixed effects models | |
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| The two-way error component model | |
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| The two-way fixed effects model | |
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| Two-way fixed effects regression | |
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| The two-way random effects model | |
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| Variance-covariance matrix of the two-way random effects model | |
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| The Fuller and Battese (1973) transformation for the two-way random effects model | |
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| Unbiased estimates of the variance components: the two-way model | |
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| Feasible unbiased estimates of the variance components: the two-way model | |
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| System estimation of the two-way model: OLS versus GLS | |
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| Prediction in the two-way random effects model | |
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| Variance component estimation under misspecification | |
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| Bounds for s-& in a two-way random effects model | |
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| Nested effects | |
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| Three-way error component model | |
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| A mixed-error component model | |
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| Productivity of public capital in private production | |
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| Test of hypotheses using panel data | |
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| Tests for poolability of the data | |
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| The Chow (1960) test | |
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| The Roy (1957) and Zellner (1962) test | |
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| Tests for individual and time effects | |
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| The Breusch and Pagan (1980) Lagrange-multiplier test | |
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| Local mean most powerful one-sided test | |
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| The standardized Honda (1985) test | |
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| The standardized King and Wu (1997) test | |
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| Conditional Lagrange multiplier test: random individual effects | |
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| Conditional Lagrange multiplier test: random time effects | |
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| Testing for poolability using GrunfeldG+&s data | |
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| Testing for random time and individual effects using GrunfeldG+&s data | |
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| Hausman's test for correlated effects | |
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| The Hausman (1978) test based on a contrast of two e | |