Simultaneous equations and panel data

DOI10.1016/0304-4076(92)90033-NzbMath0761.62163OpenAlexW2052585874MaRDI QIDQ1186051

S. Singh

Publication date: 28 June 1992

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

Full work available at URL: https://doi.org/10.1016/0304-4076(92)90033-n

zbMATH Keywords

fixed effectsrandom effectspanel datasimultaneous equations modelsconditional likelihood approachunobservable individual effectstwo-stage and three-stage least squares

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (11)

Estimating labor supply with panel data ⋮ Estimating Long and Short Run Effects in Static Panel Models ⋮ Specification testing in panel data with instrumental variables ⋮ Simultaneous Spatial Panel Data Models with Common Shocks ⋮ Estimation of partially specified spatial panel data models with random-effects and spatially correlated error components ⋮ Multivariate longitudinal modeling of insurance company expenses ⋮ The Hausman test in a Cliff and Ord panel model ⋮ Instrumental variable estimation of a spatial autoregressive panel model with random effects ⋮ Estimation of partially specified spatial panel data models with random-effects ⋮ EC3SLS Estimator for a Simultaneous System of Spatial Autoregressive Equations with Random Effects ⋮ Estimation of partially specified spatial panel data models with fixed-effects

Cites Work

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• Consistent Estimates Based on Partially Consistent Observations

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