Instrumental variable estimation of heteroskedasticity adaptive error component models
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Publication:1926091
DOI10.1007/S00362-011-0366-5zbMATH Open1416.62663OpenAlexW2045393055MaRDI QIDQ1926091FDOQ1926091
Authors: Eduardo Fé 
Publication date: 27 December 2012
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-011-0366-5
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Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)
Cites Work
- Title not available (Why is that?)
- Nonparametric econometrics. Theory and practice.
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- Redundancy of moment conditions
- Instrumental-Variable Estimation of an Error-Components Model
- Efficient Estimation Using Panel Data
- Panel Data and Unobservable Individual Effects
- Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form
- IS ADAPTIVE ESTIMATION USEFUL FOR PANEL MODELS WITH HETEROSKEDASTICITY IN THE INDIVIDUAL SPECIFIC ERROR COMPONENT? SOME MONTE CARLO EVIDENCE
- Efficient estimation of panel data models with strictly exogenous explanatory variables
- Unbalanced panel data: a survey
Cited In (7)
- Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form
- IS ADAPTIVE ESTIMATION USEFUL FOR PANEL MODELS WITH HETEROSKEDASTICITY IN THE INDIVIDUAL SPECIFIC ERROR COMPONENT? SOME MONTE CARLO EVIDENCE
- Using panel data to examine racial and gender differences in debt burdens
- Instrumental-Variable Estimation of an Error-Components Model
- Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments
- Selection and integration of generalized instrumental variables for estimating total effects
- Estimation of panel model with heteroskedasticity in both idiosyncratic and individual specific errors
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