AN ALTERNATIVE DERIVATION OF MUNDLAK'S FIXED EFFECTS RESULTS USING SYSTEM ESTIMATION
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Publication:3434195
DOI10.1017/S0266466606060567zbMath1170.62410OpenAlexW2129479226MaRDI QIDQ3434195
Publication date: 23 April 2007
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466606060567
Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Analysis of variance and covariance (ANOVA) (62J10)
Related Items (3)
A correlated random effects approach to the estimation of models with multiple fixed effects ⋮ The two-way Mundlak estimator ⋮ Time-invariant regressors under fixed effects: simple identification via a proxy variable
Cites Work
- Initial conditions and moment restrictions in dynamic panel data models
- Another look at the instrumental variable estimation of error-components models
- On the testing of correlated effects with panel data
- Simultaneous equations with error components
- Specification Tests in Econometrics
- On the Pooling of Time Series and Cross Section Data
- On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models
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