Estimation of moments for linear panel data models with potential existence of time effects

DOI10.1016/J.SPL.2010.08.022MaRDI QIDQ613187zbMATH OpenOpenAlexFDO

Authors Jianhong Wu, Wei-hua Su

Publication date 20 December 2010

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2010.08.022

zbMATH Keywords

individual effectstime effectslinear panel data modelsestimation of moments

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Monte Carlo methods (65C05)

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Cites work

• Useful matrix transformations for panel data analysis: a survey

Cited in

(4)

• Moment-based tests for individual and time effects in panel data models
• Robust estimation of moments in dynamic panel models with potential intercorrelation
• Optimal unbiased estimation of some population central moments
• Estimation of and testing for random effects in dynamic panel data models

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