The two-way Mundlak estimator

DOI10.1080/07474938.2023.2178139OpenAlexW4327584068MaRDI QIDQ6134157

Badi H. Baltagi

Publication date: 25 July 2023

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://surface.syr.edu/cpr/469

zbMATH Keywords

panel dataHausman testfixed and random effectstwo-way error components modelMundlak regression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (1)

The two-way Hausman and Taylor estimator

Cites Work

• Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large
• Multivariate regression models for panel data
• A note on the equivalence of specification tests in the two-factor multivariate variance components model
• Correlated random effects models with unbalanced panels
• A correlated random effects approach to the estimation of models with multiple fixed effects
• Econometric analysis of panel data
• AN ALTERNATIVE DERIVATION OF MUNDLAK'S FIXED EFFECTS RESULTS USING SYSTEM ESTIMATION
• Panel Data and Unobservable Individual Effects
• Specification Tests in Econometrics
• On the Pooling of Time Series and Cross Section Data
• The projection approach for unbalanced panel data
• The Use of Error Components Models in Combining Cross Section with Time Series Data

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