Estimation of the error-components model with incomplete panels

DOI10.1016/0304-4076(89)90066-3zbMath0668.62079OpenAlexW2148457415MaRDI QIDQ5903918

Tom Wansbeek, Arie Kapteyn

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1016/0304-4076(89)90066-3

zbMATH Keywords

maximum likelihood estimationincomplete datasimulation resultspanel datafinite-sample propertieserror-components modelfixed-effects analoguequadratic unbiased estimation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (13)

Incomplete panels. A comparative study of alternative estimators for the unbalanced one-way error component regression model ⋮ An algorithm to estimate the two-way fixed effects model ⋮ Multilevel and nonlinear panel data models ⋮ A generalized design for bilateral trade flow models ⋮ An unbalanced spatial panel data approach to US state tax competition ⋮ Regression systems for unbalanced panel data: a stepwise maximum likelihood procedure ⋮ Estimation for the multi-way error components model with ill-conditioned panel data ⋮ Simultaneous error components models when panel data are incomplete ⋮ Nested random effects estimation in unbalanced panel data ⋮ The unbalanced nested error component regression model ⋮ Estimating multi-way error components models with unbalanced data structures. ⋮ Missing observations and panal data. A Monte-Carlo analysis ⋮ A note on the proper econometric specification of the gravity equation

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