Estimating multi-way error components models with unbalanced data structures.
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Cites work
- A Note on Error Components Models
- Another look at the instrumental variable estimation of error-components models
- Automobile Prices in Market Equilibrium
- Estimation of linear models with crossed-error structure
- Estimation of the error-components model with incomplete panels
- Estimation of variance and covariance components—MINQUE theory
- scientific article; zbMATH DE number 3885090 (Why is no real title available?)
- scientific article; zbMATH DE number 3889718 (Why is no real title available?)
- scientific article; zbMATH DE number 1261669 (Why is no real title available?)
- scientific article; zbMATH DE number 194919 (Why is no real title available?)
- scientific article; zbMATH DE number 805005 (Why is no real title available?)
- scientific article; zbMATH DE number 811060 (Why is no real title available?)
- Incomplete panels. A comparative study of alternative estimators for the unbalanced one-way error component regression model
- Instrumental-Variable Estimation of an Error-Components Model
- Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix
- Nested random effects estimation in unbalanced panel data
- On Two Measures of Unbalancedness in a One‐Way Model and Their Relation to Efficiency
- Panel Data and Unobservable Individual Effects
- Pooling cross sections with unequal time-series lengths
- Simultaneous equations with error components
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- The Estimation of the Variances in a Variance-Components Model
- The unbalanced nested error component regression model
- The Use of Error Components Models in Combining Cross Section with Time Series Data
- Transformations for Estimation of Linear Models with Nested-Error Structure
Cited in
(16)- Statistical inference for the unbalanced two-way error component regression model with errors-in-variables
- A generalized design for bilateral trade flow models
- Panel data analysis -- advantages and challenges (with comments and rejoinder)
- Three-dimensional panel data models with interactive effects: estimation and simulation
- Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects
- An algorithm to estimate the two-way fixed effects model
- A note on two-way ECM estimation of SUR systems on unbalanced panel data
- Testing for serial correlation in three-dimensional panel data models
- Determination of different types of fixed effects in three-dimensional panels
- Nonparametric multidimensional fixed effects panel data models
- Nested random effects estimation in unbalanced panel data
- Small-Sample Methods for Cluster-Robust Variance Estimation and Hypothesis Testing in Fixed Effects Models
- Estimation of Matrix Exponential Unbalanced Panel Data Models with Fixed Effects: An Application to US Outward FDI Stock
- Genuinely unbalanced spatial panel data models with fixed effects: M-estimation and inference with an application to FDI inflows
- Unbalanced panel data: a survey
- Multilevel and nonlinear panel data models
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