Unbalanced panel data: a survey (Q849876)

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Language	Label	Description	Also known as
English	Unbalanced panel data: a survey	scientific article

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scholarly article

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Unbalanced panel data: a survey (English)

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zbMATH Open document ID

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10.1007/s00362-006-0304-0

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Badi H. Baltagi

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Seuck Heun Song

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Statistical Papers

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publication date

14 November 2006

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

unbalanced ANOVA

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missing observations

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pseudo panels

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rotating panels

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censored panels

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s00362-006-0304-0

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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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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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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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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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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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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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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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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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Estimating fixed and random effects models with selectivity

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