On the use of the Helmert transformation, and its applications in panel data econometrics

DOI10.1515/jem-2021-0023OpenAlexW4302011840MaRDI QIDQ2694021

Helmuts Āzacis, Gueorgui I. Kolev

Publication date: 27 March 2023

Published in: Journal of Econometric Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/jem-2021-0023

zbMATH Keywords

sample variancesample meanfixed effects modelHelmert transformationpanel data econometrics

Mathematics Subject Classification ID

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

Cites Work

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• Another look at the instrumental variable estimation of error-components models
• Analysis of Panel Data
• A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTHNANDTARE LARGE
• ZERO CORRELATION AND INDEPENDENCE
• Panel Data Econometrics
• The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
• Linear Statistical Inference and its Applications
• The Helmert Matrices
• Helmert's Distribution

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