Correlated random effects models with unbalanced panels

DOI10.1016/J.JECONOM.2018.12.010zbMath1452.62965OpenAlexW2095945012MaRDI QIDQ2000855

Jeffrey M. Wooldridge

Publication date: 1 July 2019

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2018.12.010

zbMATH Keywords

panel dataunbalanced panelcorrelated random effectshausman test

Mathematics Subject Classification ID

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

Related Items (5)

A control function approach to estimate panel data binary response model ⋮ The two-way Mundlak estimator ⋮ Annals issue in honor of Jerry A. Hausman. Editors' introduction ⋮ Time-invariant regressors under fixed effects: simple identification via a proxy variable ⋮ Exponential regression of fractional-response fixed-effects models with an application to firm capital structure

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