Multivariate regression models for panel data
From MaRDI portal
Publication:1050065
DOI10.1016/0304-4076(82)90094-XzbMath0512.62115MaRDI QIDQ1050065
Publication date: 1982
Published in: Journal of Econometrics (Search for Journal in Brave)
identification; panel data; multivariate regression models; combination of cross-section and time series data; distributed lag regression; earning profiles; heterogeneity bias; simultaneous equation case; single equation case; strict exogeneity
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
Related Items
Projection estimators for autoregressive panel data models, Regressor and random‐effects dependencies in multilevel models, Robust m-estimators, Efficient estimation of models for dynamic panel data, Another look at the instrumental variable estimation of error-components models, On the efficient estimation of simultaneous equations with covariance restrictions, On the testing of correlated effects with panel data, Testing the fixed effects restrictions? A Monte Carlo study of Chamberlain's minimum chi-squared test, Partially generalized least squares and two-stage least squares estimators, Alternative methods for evaluating the impact of interventions. An overview, Elliptical multivariate analysis, Simulated maximum likelihood estimation of dynamic discrete choice statistical models. Some Monte Carlo results, Parameters of interest, nuisance parameters and orthogonality conditions. An application to autoregressive error component models, A local parameterization of orthogonal and semi-orthogonal matrices with applications, Distribution-free estimation of some nonlinear panel data models, Improving parameter tests in covariance structure analysis, GMM inference when the number of moment conditions in large, Asymptotic efficiency in estimation with conditional moment restrictions, Selection corrections for panel data models under conditional mean independence assumptions, The asymptotic distribution of the fixed effects estimator for nonlinear regression, Estimating fixed and random effects models with selectivity, Asymptotic expansions of the distributions of the chi-square statistic based on the asymptotically distribution-free theory in covariance structures, Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling, Some Properties of the Pivotal Statistic Based on the Asymptotically Distribution-Free Theory in Structural Equation Modeling, SEMIPARAMETRIC ESTIMATION OF NONSTATIONARY CENSORED PANEL DATA MODELS WITH TIME VARYING FACTOR LOADS, A moments approach for omitted variables in residential histories and other panel data, The population-sample decomposition approach to multivariate estimation methods, Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances, Amemiya‘s generalized least squares and tests of overidentification in simultaneous equation models with qualitative or limited dependent variables
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Large Sample Properties of Generalized Method of Moments Estimators
- Three-Stage Least Squares: Simultaneous Estimation of Simultaneous Equations
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- Asymptotically efficient estimation of covariance matrices with linear structure
- On Regular Best Asymptotically Normal Estimates
- A Method of Generating Best Asymptotically Normal Estimates with Application to the Estimation of Bacterial Densities
- Instrumental Variables Regression with Independent Observations
- Aggregation over Time in Distributed Lag Models
- Analysis of Covariance with Qualitative Data
- Nonlinear Regression on Cross-Section Data
- Using Least Squares to Approximate Unknown Regression Functions
- Some Estimation Methods for a Random Coefficient Model
- On the Pooling of Time Series and Cross Section Data
- The Use of Error Components Models in Combining Cross Section with Time Series Data
- Asymptotic Properties of Non-Linear Least Squares Estimators
- Efficient Inference in a Random Coefficient Regression Model
- The Estimation of the Variances in a Variance-Components Model