Estimation of the error-components model with incomplete panels

DOI10.1016/0304-4076(89)90066-3MaRDI QIDQ5903918zbMATH OpenOpenAlexFDO

Authors Tom Wansbeek, Arie Kapteyn

Publication date 1989

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

Full work available at URL https://doi.org/10.1016/0304-4076(89)90066-3

zbMATH Keywords

error-components modelfinite-sample propertiesfixed-effects analogueincomplete datamaximum likelihood estimationpanel dataquadratic unbiased estimationsimulation results

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cites work

• A Class of Decompositions of the Variance-Covariance Matrix of a Generalized Error Components Model
• A Note on Error Components Models
• A Note on the Computation of the Tobit Estimator
• Best quadratic unbiased estimators of the variance-covariance matrix in normal regression
• Estimating economic relations from incomplete cross-section/time-series data
• Estimation of linear models with crossed-error structure
• scientific article; zbMATH DE number 3984433 (Why is no real title available?)
• Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix
• Pooled Cross-Sectional and Time Series Data: A Survey of Current Statistical Methodology
• Pooling cross sections with unequal time-series lengths
• Pooling. An experimental study of alternative testing and estimation procedures in a two-way error component model
• Small Sample Properties of a Class of Two Stage Aitken Estimators
• Social Experimentation, Truncated Distributions, and Efficient Estimation
• The Estimation of the Variances in a Variance-Components Model
• The Use of Error Components Models in Combining Cross Section with Time Series Data

Cited in

(22)

• Simultaneous error components models when panel data are incomplete
• Inferring technological parameters from incomplete panel data
• Incomplete panels. A comparative study of alternative estimators for the unbalanced one-way error component regression model
• Inference in nonlinear panel models with partially missing observations. The case of the equilibrium search model
• A note on the proper econometric specification of the gravity equation
• Estimating multi-way error components models with unbalanced data structures.
• A generalized design for bilateral trade flow models
• An unbalanced spatial panel data approach to US state tax competition
• An algorithm to estimate the two-way fixed effects model
• scientific article; zbMATH DE number 3886949 (Why is no real title available?)
• A lagrange multiplier test for the error components model with incomplete panels
• scientific article; zbMATH DE number 3976184 (Why is no real title available?)
• SIMULTANEOUS EQUATIONS WITH INCOMPLETE PANELS
• A note on two-way ECM estimation of SUR systems on unbalanced panel data
• Estimation for the multi-way error components model with ill-conditioned panel data
• Nested random effects estimation in unbalanced panel data
• The unbalanced nested error component regression model
• Estimation of the error-components model with incomplete panels
• Missing observations and panal data. A Monte-Carlo analysis
• Unbalanced panel data: a survey
• Multilevel and nonlinear panel data models
• Regression systems for unbalanced panel data: a stepwise maximum likelihood procedure

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