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

DOI10.1016/J.SPL.2010.08.022zbMATH Open1202.62176OpenAlexW2071302069MaRDI QIDQ613187FDOQ613187

Wei-hua Su, Jianhong Wu

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

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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)

Cites Work

• Useful matrix transformations for panel data analysis: a survey

Cited In (3)

• Moment-based tests for individual and time effects in panel data models
• Optimal unbiased estimation of some population central moments
• Robust Estimation of Moments in Dynamic Panel Models with Potential Intercorrelation

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