An econometric approach to the estimation of multi-level models

DOI10.1016/J.JECONOM.2020.04.012zbMATHOpenAlexMaRDI QIDQ2224992FDO

Authors Yanyan Li

Publication date 4 February 2021

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

Full work available at URL https://doi.org/10.1016/j.jeconom.2020.04.012

zbMATH Keywords

panel datahierarchical modelmulti-level modelexogeneity testsHausman and Taylor

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 1748473 (Why is no real title available?)
• scientific article; zbMATH DE number 3367052 (Why is no real title available?)
• Another look at the instrumental variable estimation of error-components models
• Econometric analysis of cross section and panel data.
• Efficient Estimation Using Panel Data
• Efficient estimation of models for dynamic panel data
• Estimating Vector Autoregressions with Panel Data
• Initial conditions and moment restrictions in dynamic panel data models
• Instrumental-Variable Estimation of an Error-Components Model
• Multilevel modeling with correlated effects
• On the application of robust, regression-based diagnostics to models of conditional means and conditional variances
• Panel Data and Unobservable Individual Effects
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
• Specification Tests in Econometrics
• The econometrics of multi-dimensional panels. Theory and applications
• The estimation of multidimensional fixed effects panel data models
• Transformations for Estimation of Linear Models with Nested-Error Structure

Cited in

(11)

• A hierarchical panel data model for the estimation of stochastic metafrontiers: computational issues and an empirical application
• Solving endogeneity problems in multilevel estimation: an example using education production functions
• A multilevel model correction method for parameter identification
• Multilevel modeling with correlated effects
• Efficient estimation of multi-level models with strictly exogenous explanatory variables
• A comparison of modeling strategies for value-added analysis of education data
• A multilevel modelling solution to mathematical coupling
• Estimating individual-level interaction effects in multilevel models: a Monte Carlo simulation study with application
• scientific article; zbMATH DE number 1064580 (Why is no real title available?)
• A correlated random effects approach to the estimation of models with multiple fixed effects
• The rise of endogeneity in multilevel models: a theoretical assessment of the role of stratification

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