Another look at the instrumental variable estimation of error-components models

DOI10.1016/0304-4076(94)01642-dzbMath0831.62099MaRDI QIDQ98310

Manuel Arellano, Olympia Bover, Manuel Arellano, Olympia Bover

Publication date: July 1995

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

transformations; panel data models; orthogonality; unit roots; efficient IV estimators of random effects models; orthogonal deviations; predetermined instrumental variables; unrestricted covariance matrix

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62H12: Estimation in multivariate analysis

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

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