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Another look at the instrumental variable estimation of error-components models - MaRDI portal

Another look at the instrumental variable estimation of error-components models (Q98310)

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scientific article; zbMATH DE number 803335
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Another look at the instrumental variable estimation of error-components models
scientific article; zbMATH DE number 803335

    Statements

    68
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    1
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    29-51
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    July 1995
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    13 February 1996
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    Another look at the instrumental variable estimation of error-components models (English)
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    predetermined instrumental variables
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    orthogonal deviations
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    unrestricted covariance matrix
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    unit roots
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    efficient IV estimators of random effects models
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    transformations
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    panel data models
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    orthogonality
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