Correlated random effects models with unbalanced panels

DOI10.1016/J.JECONOM.2018.12.010zbMATH Open1452.62965OpenAlexW2095945012MaRDI QIDQ2000855FDOQ2000855

Jeffrey M. Wooldridge

Publication date: 1 July 2019

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2018.12.010

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zbMATH Keywords

panel dataunbalanced panelcorrelated random effectshausman test

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Cites Work

• Fixed effects estimation of structural parameters and marginal effects in panel probit models
• Multivariate regression models for panel data
• Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
• A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables
• Pseudo Maximum Likelihood Methods: Theory
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• Jackknife and analytical bias reduction for nonlinear panel models.
• Average and quantile effects in nonseparable panel models
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• Specification Tests in Econometrics
• On the Pooling of Time Series and Cross Section Data
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
• Unobserved heterogeneity and estimation of average partial effects
• Individual and time effects in nonlinear panel models with large \(N\), \(T\)
• Title not available (Why is that?)
• Cross Section and Panel Data Estimators for Nonseparable Models with Endogenous Regressors
• Estimating panel data models in the presence of endogeneity and selection
• Selection corrections for panel data models under conditional mean independence assumptions
• Testing for Selectivity Bias in Panel Data Models
• Estimation of cross sectional and panel data censored regression models with endogeneity
• Panel data methods for fractional response variables with an application to test pass rates
• Handbook of econometrics. Volume 2
• The impact of a Hausman pretest on the size of a hypothesis test: the panel data case
• The projection approach for unbalanced panel data

Cited In (10)

• Annals issue in honor of Jerry A. Hausman. Editors' introduction
• Nested random effects estimation in unbalanced panel data
• A control function approach to estimate panel data binary response model
• The two-way Mundlak estimator
• Unbalanced panel data: a survey
• Unbalanced Repeated Measures with Random Coefficients
• Estimation of Matrix Exponential Unbalanced Panel Data Models with Fixed Effects: An Application to US Outward FDI Stock
• Inference in Approximately Sparse Correlated Random Effects Probit Models With Panel Data
• Time-invariant regressors under fixed effects: simple identification via a proxy variable
• Exponential regression of fractional-response fixed-effects models with an application to firm capital structure

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