Small sample considerations in estimation from panel data

DOI10.1016/0304-4076(80)90015-9zbMath0424.62083OpenAlexW1988080325MaRDI QIDQ1135079

William E. Taylor

Publication date: 1980

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

Full work available at URL: https://doi.org/10.1016/0304-4076(80)90015-9

zbMATH Keywords

estimationpanel datasmall sampleGauss-Markov estimatorCramer-Rao bound

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items

Incomplete panels. A comparative study of alternative estimators for the unbalanced one-way error component regression model ⋮ Random group effects and the precision of regression estimates ⋮ Pooling. An experimental study of alternative testing and estimation procedures in a two-way error component model ⋮ Formulation and estimation of dynamic models using panel data ⋮ Monte Carlo results on several new and existing tests for the error component model ⋮ Sensitivity of GLS estimators in random effects models ⋮ The unbalanced nested error component regression model ⋮ The error components regression model: conditional relative efficiency comparisons ⋮ A note on the recovery of inter-block information in balanced incomplete block designs

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