Efficient Estimation Using Panel Data

DOI10.2307/1911060MaRDI QIDQ3470038zbMATH OpenOpenAlexFDO

Authors

Publication date 1989

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1911060

zbMATH Keywords

panel dataregression modelexplanatory variablesinstrumental-variable estimation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)

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(33)

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• Editorial: Celebrating 40 years of panel data analysis: past, present and future
• A two-stage estimation for panel data models with grouped fixed effects
• Efficient estimation of multi-level models with strictly exogenous explanatory variables
• A computational algorithm for multiple equation models with panel data
• A Bayesian analysis of exogeneity in models pooling time-series and cross-sectional data
• The smooth colonel and the reverend find common ground
• Simultaneous equations and panel data
• Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
• Stochastic panel frontiers: A semiparametric approach
• Estimation of partially specified spatial panel data models with random-effects
• An econometric approach to the estimation of multi-level models
• Using panel data to examine racial and gender differences in debt burdens
• The two-way Hausman and Taylor estimator
• Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation
• Estimating systems of equations with different instruments for different equations
• The Hausman-Taylor panel data model with serial correlation
• LIML in the static linear panel data model
• A reformulation of the Hausman test for regression models with pooled cross-section-time-series data
• Specification testing in panel data with instrumental variables
• Multilevel modeling with correlated effects
• Instrumental variable estimation of heteroskedasticity adaptive error component models
• Convenient estimators for the panel probit model
• Efficient estimation of panel data models with strictly exogenous explanatory variables
• Another look at the instrumental variable estimation of error-components models
• Estimation of time-invariant effects in static panel data models
• Estimation of partially specified spatial panel data models with fixed-effects
• Efficient estimation of models for dynamic panel data
• Exploiting information from singletons in panel data analysis: a GMM approach
• A comparative analysis of different IV and GMM estimators of dynamic panel data models
• Simultaneous error components models when panel data are incomplete
• Panel data models with multiple time-varying individual effects
• Changes in relative wages in the 1980s: Returns to observed and unobserved skills and black-white wage differentials

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