Estimation for the multi-way error components model with ill-conditioned panel data

DOI10.1016/J.JKSS.2016.05.008zbMATH Open1359.62517OpenAlexW2436180042MaRDI QIDQ508103FDOQ508103

Jaejun Lee, Sooyoung Cheon

Publication date: 9 February 2017

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2016.05.008

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zbMATH Keywords

endogeneitypanel dataill-conditioned problemscollinearitydual generalized maximum entropyerror components model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Cites Work

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• SIMPLE LM TESTS FOR THE UNBALANCED NESTED ERROR COMPONENT REGRESSION MODEL

Cited In (3)

• Estimation of the error-components model with incomplete panels
• A lagrange multiplier test for the error components model with incomplete panels
• Panel regression with multiplicative measurement errors

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