The unbalanced nested error component regression model

DOI10.1016/S0304-4076(00)00089-0MaRDI QIDQ5932783zbMATH OpenFDO

Authors Badi H. Baltagi, Seuck Heun Song, Byoung Cheol Jung

Publication date 17 August 2001

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

Full work available at URL https://doi.org/10.1016/S0304-4076(00)00089-0

zbMATH Keywords

panel datavariance componentsMINQUEMLEunbalanced ANOVAnested error component

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Analysis of variance and covariance (ANOVA) (62J10) Production theory, theory of the firm (91B38)

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Cited in

(17)

• BLUP in the nested panel regression model with serially correlated errors
• The estimation of variance components in the balanced nested error component regression model
• Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects
• Prediction in an unbalanced nested error components panel data model
• Semiparametric model average prediction in panel data analysis
• Nested random effects estimation in unbalanced panel data
• Testing for serial correlation in hierarchical linear models
• Evolution of forecast disagreement in a Bayesian learning model
• Estimating multi-way error components models with unbalanced data structures.
• Unbalanced panel data: a survey
• Three-dimensional panel data models with interactive effects: estimation and simulation
• Genuinely unbalanced spatial panel data models with fixed effects: M-estimation and inference with an application to FDI inflows
• Estimation of Matrix Exponential Unbalanced Panel Data Models with Fixed Effects: An Application to US Outward FDI Stock
• SIMPLE LM TESTS FOR THE UNBALANCED NESTED ERROR COMPONENT REGRESSION MODEL
• Estimation for the multi-way error components model with ill-conditioned panel data
• A comparative study of alternative estimators for the unbalanced two‐way error component regression model
• Testing for serial correlation in three-dimensional panel data models

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