Unbalanced panel data: a survey (Q849876): Difference between revisions

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+Nested random effects estimation in unbalanced panel data
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+Pooling cross sections with unequal time-series lengths
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+Q2762104
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+Incomplete panels. A comparative study of alternative estimators for the unbalanced one-way error component regression model
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+A lagrange multiplier test for the error components model with incomplete panels
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+The unbalanced nested error component regression model
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+A comparative study of alternative estimators for the unbalanced two‐way error component regression model
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+SIMPLE LM TESTS FOR THE UNBALANCED NESTED ERROR COMPONENT REGRESSION MODEL
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+Estimating economic relations from incomplete cross-section/time-series data
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+Individual Effects in a System of Demand Functions
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+The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
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+Q3709749
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+Estimation of a censored regression panel data model using conditional moment restrictions efficiently
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+Estimating dynamic models from time series of independent cross-sections
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+Estimating multi-way error components models with unbalanced data structures.
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+Panel data from time series of cross-sections
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+Transformations for Estimation of Linear Models with Nested-Error Structure
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+A quasi-differencing approach to dynamic modelling from a time series of independent cross-sections
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+Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters
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+Q5732999
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+Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
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+Sample Selection Bias as a Specification Error
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+Computing Maximum Likelihood Estimates for the Mixed A. O. V. Model Using the W Transformation
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+Combining Panel Data Sets with Attrition and Refreshment Samples
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+Testing the Error Components Model with Non-Normal Disturbances
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+Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects
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+Estimation of tobit-type models with individual specific effects
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+Q3747597
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+Estimation of a Censored Dynamic Panel Data Model
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+Locally optimal one-sided tests for multiparameter hypotheses
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+Estimation of a Panel Data Sample Selection Model
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+First-difference estimator for panel censored-selection models.
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+Q3816821
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+Estimation of AR(1) models with unequally spaced pseudo‐panels
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+The econometrics of panel data. Handbook of theory and applications.
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+Identification and estimation of dynamic models with a time series of repeated cross-sections
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+Alternative Tests of the Error Components Model
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+Q5470449
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+Two-step estimation of panel data models with censored endogenous variables and selection bias
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+Testing for Selectivity Bias in Panel Data Models
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+Q4834772
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+Estimating dynamic models from repeated cross-sections
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+Estimation of the error-components model with incomplete panels
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+Selection corrections for panel data models under conditional mean independence assumptions
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+Q2995585
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+Estimating fixed and random effects models with selectivity
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