Efficiency comparison of random effects two stage least squares estimators

DOI10.1016/J.ECONLET.2016.09.007zbMath1400.62161OpenAlexW2521049847MaRDI QIDQ1672721

Chirok Han

Publication date: 11 September 2018

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2016.09.007

zbMATH Keywords

efficiencyrandom effectspanel datatwo stage least squaresEC2SLSG2SLS

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Paired and multiple comparisons; multiple testing (62J15)

Cites Work

• Unnamed Item
• A note on the application of EC2SLS and EC3SLS estimators in panel data models
• Simultaneous equations with error components
• On the Pooling of Time Series and Cross Section Data

This page was built for publication: Efficiency comparison of random effects two stage least squares estimators