A note on the application of EC2SLS and EC3SLS estimators in panel data models

DOI10.1016/J.SPL.2009.07.014zbMATH Open1251.62059OpenAlexW3123122010MaRDI QIDQ734706FDOQ734706

Authors: Badi H. Baltagi, Long Liu 

Publication date: 13 October 2009

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

Full work available at URL: https://surface.syr.edu/cgi/viewcontent.cgi?article=1049&context=cpr

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Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Useful matrix transformations for panel data analysis: a survey
• Simultaneous equations with error components

Cited In (3)

• Instrumental variable estimation of a spatial autoregressive panel model with random effects
• Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when T is Fixed
• Efficiency comparison of random effects two stage least squares estimators

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