Estimating multi-way error components models with unbalanced data structures.

DOI10.1016/S0304-4076(01)00087-2zbMath1044.62119OpenAlexW2043566317MaRDI QIDQ1858908

Peter Davis

Publication date: 17 February 2003

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

Full work available at URL: https://doi.org/10.1016/s0304-4076(01)00087-2

zbMATH Keywords

tablesvariance componentsrandom effects modelsinstrumental variablesunbalanced panel dataerror component models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

Related Items (13)

Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects ⋮ An algorithm to estimate the two-way fixed effects model ⋮ Unbalanced panel data: a survey ⋮ Panel data analysis -- advantages and challenges (with comments and rejoinder) ⋮ Multilevel and nonlinear panel data models ⋮ A Note on Two-Way ECM Estimation of SUR Systems on Unbalanced Panel Data ⋮ Statistical inference for the unbalanced two-way error component regression model with errors-in-variables ⋮ A generalized design for bilateral trade flow models ⋮ Three-dimensional panel data models with interactive effects: estimation and simulation ⋮ Testing for serial correlation in three-dimensional panel data models ⋮ Nested random effects estimation in unbalanced panel data ⋮ Determination of different types of fixed effects in three-dimensional panels* ⋮ Nonparametric multidimensional fixed effects panel data models

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