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

DOI10.1016/J.JKSS.2016.05.008zbMATH1359.62517OpenAlexW2436180042MaRDI QIDQ508103FDOQ508103

Authors 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

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)

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Cited in

(4)

• Estimation of the error-components model with incomplete panels
• Panel regression with multiplicative measurement errors
• Regularization with maximum entropy and quantum electrodynamics: the MERG(E) estimators
• A lagrange multiplier test for the error components model with incomplete panels

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