Nested random effects estimation in unbalanced panel data
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Publication:5932780
DOI10.1016/S0304-4076(00)00086-5zbMath0966.62092WikidataQ126458970 ScholiaQ126458970MaRDI QIDQ5932780
Publication date: 17 August 2001
Published in: Journal of Econometrics (Search for Journal in Brave)
Related Items (8)
Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects ⋮ Unbalanced panel data: a survey ⋮ Panel data analysis -- advantages and challenges (with comments and rejoinder) ⋮ Three-dimensional panel data models with interactive effects: estimation and simulation ⋮ Testing for serial correlation in three-dimensional panel data models ⋮ The unbalanced nested error component regression model ⋮ SIMPLE LM TESTS FOR THE UNBALANCED NESTED ERROR COMPONENT REGRESSION MODEL ⋮ Estimating multi-way error components models with unbalanced data structures.
Cites Work
- Random group effects and the precision of regression estimates
- Incomplete panels. A comparative study of alternative estimators for the unbalanced one-way error component regression model
- Estimating multi-way error components models with unbalanced data structures.
- Transformations for Estimation of Linear Models with Nested-Error Structure
- On Two Measures of Unbalancedness in a One‐Way Model and Their Relation to Efficiency
- A Class of Decompositions of the Variance-Covariance Matrix of a Generalized Error Components Model
- A Note on Error Components Models
- Estimation of the error-components model with incomplete panels
- The unbalanced nested error component regression model
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