Publication:4851746

Publication date: 11 October 1995

panel data; selection bias; time effects; seemingly unrelated regressions; autocorrelated disturbances; rotating panels; poolability; test procedures; limited dependent variables; Hausman's specification test; error component regression model; pseudo-panels; simultaneous equations estimation procedures; unbalanced panel data models

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62-02: Research exposition (monographs, survey articles) pertaining to statistics

Related Items

The optimal prediction of cross-sectional proportions in categorical panel-data analysis, Technical change and total factor productivity growth in swedish manufacturing industries, Omitted variables in longitudinal data models, Modeling Technology as a Dynamic Error Components Process: The Case of the Inter‐country Agricultural Production Function, A comparative study of alternative estimators for the unbalanced two‐way error component regression model, Dynamic panel estimation and homogeneity testing under cross section dependence, IS ADAPTIVE ESTIMATION USEFUL FOR PANEL MODELS WITH HETEROSKEDASTICITY IN THE INDIVIDUAL SPECIFIC ERROR COMPONENT? SOME MONTE CARLO EVIDENCE, A NOTE ON ESTIMATING LINEAR TREND IN A REGRESSION MODEL WITH SERIALLY CORRELATED ERROR COMPONENTS, Nonstationary panel data analysis: an overview of some recent developments, Panel Data With Measurement Errors: Instrumental Variables And Gmm Procedures Combining Levels And Differences, ON THE EFFICIENCY OF THE COCHRANE–ORCUTT ESTIMATOR IN THE SERIALLY CORRELATED ERROR COMPONENTS REGRESSION MODEL FOR PANEL DATA, ON SOME OPTIMALITY PROPERTIES OF FISHER-RAO SCORE FUNCTION IN TESTING AND ESTIMATION, Block external bootstrap in partially linear models with nonstationary strong mixing error terms, Nonparametric Estimation and Testing in Panels of Intercorrelated Time Series, ADAPTIVE ESTIMATION OF HETEROSKEDASTIC ERROR COMPONENT MODELS, Efficiency Measure from Dynamic Stochastic Production Frontier: Application to Tunisian Textile, Clothing, and Leather Industries, Regressor and random‐effects dependencies in multilevel models, SPECIFICATION OF VARIANCE MATRICES FOR PANEL DATA MODELS, Robust estimators for the fixed effects panel data model, Application of M-Estimators to Cross-Section Effect Models, Breaking the panels: An application to the GDP per capita, Testing for stationarity in heterogeneous panel data where the time dimension is finite, Case Studies Using Panel Data Models, Tests for the error component model in the presence of local misspecification, Nested random effects estimation in unbalanced panel data, The unbalanced nested error component regression model, Country specific effect in the Feldstein--Horioka paradox: A panel data analysis, On exact tests of linear hypothesis in linear models with nested error structure, An asymptotic theory for semiparametric generalized least squares estimation in partially linear regression models, The determinants of bank capital ratios in a developing economy, Multilevel and nonlinear panel data models, A two-stage approach to semilinear in-slide models, Simultaneous optimality of LSE and ANOVA estimate in general mixed models, Statistical inference for panel data semiparametric partially linear regression models with heteroscedastic errors, Heavy-tailed longitudinal data modeling using copulas, Nonparametric regression estimation with general parametric error covariance, Partially linear models and polynomial spline approximations for the analysis of unbalanced panel data, Panel data with errors-in-variables: essential and redundant orthogonality conditions in GMM-estimation, The German wage curve: evidence from the IAB employment sample, Loss development forecasting models: an econometrician's view, Relative efficiency of first difference estimator in panel data regression with serially correlated error components, Inference for unit roots in dynamic panels where the time dimension is fixed, A longitudinal data analysis interpretation of credibility models, Inferring technological parameters from incomplete panel data, Properties of Honda's test of random individual effects in non-linear regressions, Semiparametric-efficient estimation of AR(1) panel data models., Estimation of simultaneous systems of spatially interrelated cross sectional equations., A seemingly unrelated regression model in a credibility framework., The incidental parameter problem since 1948, The East German wage curve 1993--1998, A note on the proper econometric specification of the gravity equation, Testing the distribution of error components in panel data models, BLUP in the panel regression model with spatially and serially correlated error components, Estimating multi-way error components models with unbalanced data structures., Small sample properties of the power function of \(F\) tests in two-way error component regression., Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model., Exact inference for the linear model with groupwise heteroscedastic spherical disturbances., Simultaneous optimal estimates of fixed effects and variance components in the mixed model, Statistical inference of partially linear regression models with heteroscedastic errors, Debt and entrenchment: Evidence from Thailand and Indonesia, Statistical inference in a panel data semiparametric regression model with serially correlated errors, The law of iterated logarithm of estimators for partially linear panel data models, Wild bootstrap estimation in partially linear models with heteroscedasticity, Technology transfer from acquisition FDI and the absorptive capacity of domestic firms: an empirical investigation, The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects, Testing for Unit Roots in Dynamic Panels in the Presence of a Deterministic Trend: Re-examining the Unit Root Hypothesis for Real Stock Prices and Dividends, Estimating Long and Short Run Effects in Static Panel Models, Bayesian estimation of a random effects heteroscedastic probit model, Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application, Estimating cointegrating relations from a cross section, Bayesian Dynamic Panel-Ordered Probit Model and Its Application to Subjective Well-Being, THE IMPACT OF GOVERNMENT EXPENDITURE ON GROWTH: EMPIRICAL EVIDENCE FROM A HETEROGENEOUS PANEL, GIBBS SAMPLERS FOR A SET OF SEEMINGLY UNRELATED REGRESSIONS, On modeling panels of time series, An approximate likelihood function for panel data with a mixed ARMA(p, q) remainder disturbance model, A bootstrap procedure for panel data sets with many cross-sectional units, Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors: the case of stationary and non-stationary regressors and residuals, THE IMPACT OF A HAUSMAN PRETEST ON THE ASYMPTOTIC SIZE OF A HYPOTHESIS TEST, Unit root inference in panel data models where the time‐series dimension is fixed: a comparison of different tests, TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION, PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION, Testing for spurious regression in a panel data model with the individual number and time length growing, NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES, Cook's distance in linear longitudinal models