The two-way Mundlak estimator
From MaRDI portal
Publication:6134157
DOI10.1080/07474938.2023.2178139OpenAlexW4327584068MaRDI QIDQ6134157
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
Related Items (1)
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
This page was built for publication: The two-way Mundlak estimator