Simultaneous error components models when panel data are incomplete

DOI10.1016/0165-1765(92)90257-YzbMath0752.62083OpenAlexW1985870127WikidataQ126862990 ScholiaQ126862990MaRDI QIDQ1201831

László Mátyás, Laszlo Lovrics

Publication date: 17 January 1993

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(92)90257-y

zbMATH Keywords

loss of efficiencyincomplete panelssimultaneous error components model estimators

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Missing observations and panal data. A Monte-Carlo analysis
• Estimating economic relations from incomplete cross-section/time-series data
• Simultaneous equations with error components
• Estimation of simultaneous equation models with error components structure
• Small sample properties of simultaneous error components models
• Efficient Estimation Using Panel Data
• Maximum Likelihood and Instrumental Variable Estimation in Simultaneous Equation Systems with Error Components
• Sample Selection Bias as a Specification Error
• Estimation of the error-components model with incomplete panels

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