A computational algorithm for multiple equation models with panel data

DOI10.1016/0165-1765(90)90234-RzbMath0733.62109MaRDI QIDQ809533

Kajal Lahiri, Terrence Kinal

Publication date: 1990

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

zbMATH Keywords

Choleski decompositioncovariance matrix of residualsFuller-Battese transformationmulti-equations error-components models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear inference, regression (62J99) Probabilistic methods, stochastic differential equations (65C99)

Related Items

Useful matrix transformations for panel data analysis: a survey

Cites Work

• Simultaneous equations with error components
• A Monte Carlo Study for Pooling Time Series of Cross-Section Data in the Simultaneous Equations Model
• Efficient Estimation Using Panel Data
• Maximum Likelihood and Instrumental Variable Estimation in Simultaneous Equation Systems with Error Components
• On Seemingly Unrelated Regressions with Error Components
• Unobservables with a Variance-Components Structure: Ability, Schooling, and the Economic Success of Brothers
• Error Components and Seemingly Unrelated Regressions