The multidimensional Mundlak estimator

DOI10.1016/J.ECONLET.2024.111607MaRDI QIDQ6498758

Badi H. Baltagi

Publication date: 7 May 2024

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

panel dataHausman testfixed and random effectsMundlak regressionmultidimensional error components model

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• A note on the equivalence of specification tests in the two-factor multivariate variance components model
• A correlated random effects approach to the estimation of models with multiple fixed effects
• 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
• The two-way Mundlak estimator

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