Simultaneous equations with error components

DOI10.1016/0304-4076(81)90026-9zbMath0488.62092OpenAlexW4376595378MaRDI QIDQ1166223

Badi H. Baltagi

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1016/0304-4076(81)90026-9

zbMATH Keywords

simultaneous equationserror componentsfull information estimatorlimited information estimatorthree-stage least squares procedurestwo- stage least squares procedures

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

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Panel data models with spatially correlated error components ⋮ Useful matrix transformations for panel data analysis: a survey ⋮ Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline ⋮ Efficiency comparison of random effects two stage least squares estimators ⋮ Small sample properties of simultaneous error components models ⋮ Estimation of SEM with GARCH errors ⋮ A control function approach to estimate panel data binary response model ⋮ Multivariate longitudinal modeling of insurance company expenses ⋮ Simultaneous equations and panel data ⋮ Simultaneous error components models when panel data are incomplete ⋮ Instrumental variable estimation of a spatial autoregressive panel model with random effects ⋮ A note on the application of EC2SLS and EC3SLS estimators in panel data models ⋮ The judiciary system as a productivity factor; the European experience ⋮ AN ALTERNATIVE DERIVATION OF MUNDLAK'S FIXED EFFECTS RESULTS USING SYSTEM ESTIMATION ⋮ EC3SLS Estimator for a Simultaneous System of Spatial Autoregressive Equations with Random Effects ⋮ Estimating multi-way error components models with unbalanced data structures. ⋮ A computational algorithm for multiple equation models with panel data ⋮ PANEL STRUCTURAL MODELING WITH WEAK INSTRUMENTATION AND COVARIANCE RESTRICTIONS

Cites Work

• Unnamed Item
• Estimation of linear models with crossed-error structure
• On Seemingly Unrelated Regressions with Error Components
• Error Components and Seemingly Unrelated Regressions
• Useful matrix transformations for panel data analysis: a survey
• The Use of Error Components Models in Combining Cross Section with Time Series Data
• A Note on Error Components Models
• The Estimation of the Variances in a Variance-Components Model
• The Exact Finite Sample Properties of the Estimators of Coefficients in the Error Components Regression Models

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