Simultaneous equations and panel data
This paper integrates two separate lines of research on simultaneous equations models with panel data and individual effects (fixed or random) in each strucutural equation. In case these effects are random, and are correlated to some exogenous variables, efficient estimators are illustrated. These illustrations also cover the case that different instrumental variables apply to different equations. The paper is very well written and organized. Problems, alternative assumptions and specifications are introduced in stages, and then appropriate estimation methods are discussed. Proofs of the claims are delegated to an appendix, which makes a pleasant reading of the paper.
- SIMULTANEOUS EQUATIONS WITH INCOMPLETE PANELS
- Maximum Likelihood and Instrumental Variable Estimation in Simultaneous Equation Systems with Error Components
- INSTRUMENTAL VARIABLES ESTIMATION WITH PANEL DATA
- Statistical inference for panel dynamic simultaneous equations models
- Instrumental-Variable Estimation of an Error-Components Model
- Analysis of Covariance with Qualitative Data
- Consistent Estimates Based on Partially Consistent Observations
- Contributions to a general asymptotic statistical theory. With the assistance of W. Wefelmeyer
- Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions
- Efficient Estimation Using Panel Data
- scientific article; zbMATH DE number 3984433 (Why is no real title available?)
- scientific article; zbMATH DE number 3447912 (Why is no real title available?)
- scientific article; zbMATH DE number 762923 (Why is no real title available?)
- Instrumental-Variable Estimation of an Error-Components Model
- Linear Statistical Inference and its Applications
- Maximum Likelihood and Instrumental Variable Estimation in Simultaneous Equation Systems with Error Components
- On the Pooling of Time Series and Cross Section Data
- Panel Data and Unobservable Individual Effects
- Simultaneous equations with error components
- The asymptotic efficiency of conditional likelihood methods
- The Maximum Likelihood and the Nonlinear Three-Stage Least Squares Estimator in the General Nonlinear Simultaneous Equation Model
- Three-stage least squares with different instruments for different equations
- Unobservables with a Variance-Components Structure: Ability, Schooling, and the Economic Success of Brothers
- Estimating labor supply with panel data
- Specification testing in panel data with instrumental variables
- Conceptual frameworks and experimental design in simultaneous equations
- Estimation of partially specified spatial panel data models with random-effects
- Multivariate longitudinal modeling of insurance company expenses
- Estimation of partially specified spatial panel data models with random-effects and spatially correlated error components
- The Hausman test in a Cliff and Ord panel model
- Estimating Long and Short Run Effects in Static Panel Models
- PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA
- Simultaneous equations with random coefficients: Estimating the structural form
- SIMULTANEOUS EQUATIONS WITH INCOMPLETE PANELS
- Instrumental variable estimation of a spatial autoregressive panel model with random effects
- EC3SLS estimator for a simultaneous system of spatial autoregressive equations with random effects
- Estimation of partially specified spatial panel data models with fixed-effects
- Simultaneous Spatial Panel Data Models with Common Shocks
- A computational algorithm for multiple equation models with panel data
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