A computational algorithm for multiple equation models with panel data

DOI10.1016/0165-1765(90)90234-RzbMATH Open0733.62109MaRDI QIDQ809533FDOQ809533

Authors: Terrence Kinal, Kajal Lahiri 

Publication date: 1990

Published in: Economics Letters (Search for Journal in Brave)

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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)

Cites Work

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

Cited In (2)

• An algorithm for panel ANOVA with grouped data
• Useful matrix transformations for panel data analysis: a survey

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