Estimation of moments for linear panel data models with potential existence of time effects

DOI10.1016/j.spl.2010.08.022zbMath1202.62176OpenAlexW2071302069MaRDI QIDQ613187

Wei-hua Su, Jian-hong Wu

Publication date: 20 December 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.08.022

zbMATH Keywords

time effectsindividual effectslinear panel data modelsestimation of moments

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

Related Items

Optimal unbiased estimation of some population central moments ⋮ Moment-based tests for individual and time effects in panel data models ⋮ Robust Estimation of Moments in Dynamic Panel Models with Potential Intercorrelation

Cites Work

• Useful matrix transformations for panel data analysis: a survey