AmemiyaT., “The Estimation of Variances in a Variance-Components Model,”International Economic Review12 (February, 1971), 1–13.
2.
BalestraP., “Best Quadratic Unbiased Estimators of the Variance-Covariance Matrix in Normal Regression,”Journal of Econometrics2 (March, 1973), 17–28.
3.
FullerW. A. and BatteseG. E., “Estimation of Linear Models with Crossed-Error Structure,”Journal of Econometrics2 (May, 1974), 67–78.
4.
GhoshS. K., “Estimating from a More General Time-Series cum Cross-Section Data Structure,”The American Economist20 (Spring, 1976), 15–21.
5.
GraybillF. A. and HultquistR. A., “Theorems Concerning Eisenhart's Model II,”Annals of Mathematical Statistics32 (March, 1961), 261–269.
6.
HausmanJ. A., “Specification Tests in Econometrics,”Econometrica46 (November, 1978), 1251–1271.
7.
HendersonC. R., Specific and General Combining Ability Heterosis, Iowa University Press, Iowa, 1952.
8.
HendersonC. R.Jr., “Comment on the Use of Error Components Models in Combining Cross-Section with Time-Series Data,”Econometrica39 (March, 1971), 397–401.
9.
KotzS.PearnW. L. and WichernD. W., “Eigenvalue-Eigenvector Analysis for a Class of Patterned Correlation Matrices with an Application,”Statistics and Probability Letters2 (1984), 119–125.
10.
NerloveM., “A Note on Error Components Model,”Econometrica39 (March, 1971), 383–396.
11.
SearleS. R. and HendersonH. V., “Dispersion Matrices for Variance Components Models,”Journal of the American Statistical Association74 (June, 1979), 465–470.
12.
SwamyP. A. V. B. and AroraS. S., “The Exact Finite Sample Properties of the Estimators of Coefficients in the Error Components Regression Models,”Econometrica40 (March, 1972), 261–275.
13.
WallaceT. D. and HussainA., “The Use of Error Components Models in Combining Cross-Section with Time-Series Data,”Econometrica37 (January, 1969), 55–72.
14.
WansbeekT., “Eigenvalue-Eigenvector Analysis for a Class of Patterned Correlation Matrices with an Application: A Comment,”Statistics and Probability Letters (1985), 95–96.
15.
WansbeekT. and KapteynA., “A Simple Way to Obtain the Spectral Decomposition of Variance Components Models for Balanced Data,”Communications in Statistics A11 (1982), 2105–2112.
16.
WansbeekT. and KapteynA., “A Class of Decompositions of the Variance-Covariance Matrix of a Generalized Error Components Model,”Econometrica50 (May, 1982), 713–724.
17.
WansbeekT. and KapteynA., “A Note on Spectral Decomposition and Maximum Likelihood Estimation of ANOVA Models with Balanced Data,”Statistics and Probability Letters1 (June, 1983), 213–215.
