A computational algorithm for multiple equation models with panel data

DOI10.1016/0165-1765(90)90234-RMaRDI QIDQ809533zbMATHFDO

Authors Terrence Kinal, Kajal Lahiri

Publication date 1990

Published in Economics Letters (Search for Journal in Brave)

zbMATH Keywords

Choleski decompositioncovariance matrix of residualsFuller-Battese transformationmulti-equations error-components models

Mathematics Subject Classification ID

Linear inference, regression (62J99) Applications of statistics to economics (62P20) Probabilistic methods, stochastic differential equations (65C99)

Recommendations

• Maximum Likelihood and Instrumental Variable Estimation in Simultaneous Equation Systems with Error Components
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• SIMULTANEOUS EQUATIONS WITH INCOMPLETE PANELS
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Cites work

• A Monte Carlo Study for Pooling Time Series of Cross-Section Data in the Simultaneous Equations Model
• Efficient Estimation Using Panel Data
• Error Components and Seemingly Unrelated Regressions
• Maximum Likelihood and Instrumental Variable Estimation in Simultaneous Equation Systems with Error Components
• On Seemingly Unrelated Regressions with Error Components
• Simultaneous equations with error components
• Unobservables with a Variance-Components Structure: Ability, Schooling, and the Economic Success of Brothers

Cited in

(3)

• An algorithm for panel ANOVA with grouped data
• Useful matrix transformations for panel data analysis: a survey
• Computational algorithm for estimation of panel data models with two fixed effects

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