Simultaneous equations and panel data

DOI10.1016/0304-4076(92)90033-NMaRDI QIDQ1186051zbMATH OpenOpenAlexFDO

Authors S. Singh

Publication date 28 June 1992

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

Full work available at URL https://doi.org/10.1016/0304-4076(92)90033-n

zbMATH Keywords

fixed effectspanel datarandom effectssimultaneous equations modelsconditional likelihood approachunobservable individual effectstwo-stage and three-stage least squares

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cites work

• 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?)
• 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 Using Panel Data
• Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions
• 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 Maximum Likelihood and the Nonlinear Three-Stage Least Squares Estimator in the General Nonlinear Simultaneous Equation Model
• The asymptotic efficiency of conditional likelihood methods
• Three-stage least squares with different instruments for different equations
• Unobservables with a Variance-Components Structure: Ability, Schooling, and the Economic Success of Brothers

Cited in

(15)

• Simultaneous Spatial Panel Data Models with Common Shocks
• EC3SLS estimator for a simultaneous system of spatial autoregressive equations with random effects
• Estimating Long and Short Run Effects in Static Panel Models
• Estimating labor supply with panel data
• Instrumental variable estimation of a spatial autoregressive panel model with random effects
• The Hausman test in a Cliff and Ord panel model
• SIMULTANEOUS EQUATIONS WITH INCOMPLETE PANELS
• PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA
• Specification testing in panel data with instrumental variables
• Estimation of partially specified spatial panel data models with fixed-effects
• Estimation of partially specified spatial panel data models with random-effects
• Conceptual frameworks and experimental design in simultaneous equations
• Estimation of partially specified spatial panel data models with random-effects and spatially correlated error components
• Simultaneous equations with random coefficients: Estimating the structural form
• Multivariate longitudinal modeling of insurance company expenses

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