Another look at the instrumental variable estimation of error-components models

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Publication:98310

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DOI10.1016/0304-4076(94)01642-dzbMath0831.62099MaRDI QIDQ98310

Olympia Bover, Manuel Arellano, Olympia Bover, Manuel Arellano

Publication date: July 1995

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

zbMATH Keywords

transformations panel data models orthogonality unit roots efficient IV estimators of random effects models orthogonal deviations predetermined instrumental variables unrestricted covariance matrix

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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