The DOI matches its Crossref record; 8 of the 8 references it cites were found in a registry or an index.
Estimation of linear models with crossed-error structure
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Citations
Cites
The Use of Error Components Models in Combining Cross Section with Time Series Data
Wallace, T. D., & Hussain, A. (1969) · Econometrica · doi:10.2307/1909205 · Cited by 525
(1997) · Linear Models · doi:10.1002/9781118491782.ch1 · Cited by 379
Swamy, P. A. V. B., & Arora, S. S. (1972) · Econometrica · doi:10.2307/1909405 · Cited by 341
The Estimation of the Variances in a Variance-Components Model
Amemiya, T. (1971) · International Economic Review · doi:10.2307/2525492 · Cited by 257
Transformations for Estimation of Linear Models with Nested-Error Structure
Fuller, W. A., & Battese, G. E. (1973) · Journal of the American Statistical Association · doi:10.2307/2284790 · Cited by 253
Self-citationA Biometrics Invited Paper. Topics in Variance Component Estimation
Searle, S. R. (1971) · Biometrics · doi:10.2307/2528928 · Cited by 201
The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations Estimators
Kakwani, N. C. (1967) · Journal of the American Statistical Association · doi:10.1080/01621459.1967.10482895 · Cited by 178
A Note on Error-Components Models
Nerlove, M. (1972) · Econometrica · doi:10.2307/1909742 · Cited by 127
Cited by
Shyam-Sunder, L., & C. Myers, S. (1999) · Journal of Financial Economics · doi:10.1016/s0304-405x(98)00051-8 · Cited by 1,754
Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan
Kang, J.-K., & Stulz, R. (1997) · Journal of Financial Economics · doi:10.1016/s0304-405x(97)00023-8 · Cited by 1,542
Testing Static Trade-off Against Pecking Order Models of Capital Structure
Shyam-Sunder, L., & Myers, S. (1994) · doi:10.3386/w4722 · Cited by 1,165
UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES
Baltagi, B. H., & Wu, P. X. (1999) · Econometric Theory · doi:10.1017/s0266466699156020 · Cited by 963
Baltagi, B. H. (2008) · Journal of Forecasting · doi:10.1002/for.1047 · Cited by 574
Metadata
- Authors
- Fuller, W. A., & Battese, G. E.
- Venue
- Journal of Econometrics
- Publisher
- Elsevier BV
- Published
- 1974-05
- Volume
- 2
- Issue
- 1
- Pages
- 67-78
- ISSN
- 0304-4076 (ISSN-L)
- OpenAlex
- W2000932835
- Cited by
- 477
- References
- 8
- FWCI
- 4.39
- Type
- journal article
- Language
- en
- Open access
- closed
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- Fuller, W. A., & Battese, G. E. (1974). Estimation of linear models with crossed-error structure. Journal of Econometrics. https://doi.org/10.1016/0304-4076(74)90030-x
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
