Simultaneous equations with error components

DOI10.1016/0304-4076(81)90026-9zbMath0488.62092OpenAlexW4376595378MaRDI QIDQ1166223

Badi H. Baltagi

Publication date: 1981

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(81)90026-9

zbMATH Keywords

simultaneous equationserror componentsfull information estimatorlimited information estimatorthree-stage least squares procedurestwo- stage least squares procedures

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

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Cites Work

• Estimation of linear models with crossed-error structure
• On Seemingly Unrelated Regressions with Error Components
• Error Components and Seemingly Unrelated Regressions
• Useful matrix transformations for panel data analysis: a survey
• The Use of Error Components Models in Combining Cross Section with Time Series Data
• A Note on Error Components Models
• The Estimation of the Variances in a Variance-Components Model
• The Exact Finite Sample Properties of the Estimators of Coefficients in the Error Components Regression Models
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