Unbalanced panel data: a survey
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Cites work
- scientific article; zbMATH DE number 1687000 (Why is no real title available?)
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- A comparative study of alternative estimators for the unbalanced two‐way error component regression model
- A lagrange multiplier test for the error components model with incomplete panels
- A quasi-differencing approach to dynamic modelling from a time series of independent cross-sections
- Alternative Tests of the Error Components Model
- Combining Panel Data Sets with Attrition and Refreshment Samples
- Computing Maximum Likelihood Estimates for the Mixed A. O. V. Model Using the W Transformation
- Econometric analysis of cross section and panel data.
- Estimating dynamic models from repeated cross-sections
- Estimating dynamic models from time series of independent cross-sections
- Estimating economic relations from incomplete cross-section/time-series data
- Estimating fixed and random effects models with selectivity
- Estimating multi-way error components models with unbalanced data structures.
- Estimation of \(\text{AR}(1)\) models with unequally spaced pseudo-panels
- Estimation of a Censored Dynamic Panel Data Model
- Estimation of a Panel Data Sample Selection Model
- Estimation of a censored regression panel data model using conditional moment restrictions efficiently
- Estimation of the error-components model with incomplete panels
- Estimation of tobit-type models with individual specific effects
- First-difference estimator for panel censored-selection models.
- Identification and estimation of dynamic models with a time series of repeated cross-sections
- Incomplete panels. A comparative study of alternative estimators for the unbalanced one-way error component regression model
- Individual Effects in a System of Demand Functions
- Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters
- Linear models for unbalanced data.
- Locally optimal one-sided tests for multiparameter hypotheses
- Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
- Nested random effects estimation in unbalanced panel data
- Panel data from time series of cross-sections
- Pooling cross sections with unequal time-series lengths
- SIMPLE LM TESTS FOR THE UNBALANCED NESTED ERROR COMPONENT REGRESSION MODEL
- Sample Selection Bias as a Specification Error
- Selection corrections for panel data models under conditional mean independence assumptions
- Testing for Selectivity Bias in Panel Data Models
- Testing the Error Components Model with Non-Normal Disturbances
- The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
- The econometrics of panel data. Handbook of theory and applications.
- The unbalanced nested error component regression model
- Transformations for Estimation of Linear Models with Nested-Error Structure
- Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects
- Two-step estimation of panel data models with censored endogenous variables and selection bias
Cited in
(13)- Latent unbalancedness in three-way gravity models
- Instrumental variable estimation of heteroskedasticity adaptive error component models
- Alternative fixed-effects panel model using weighted asymmetric least squares regression
- Statistical inference for the unbalanced two-way error component regression model with errors-in-variables
- Nexus between efficiency and financial distress of listed firms in India: a comparative study using frontier techniques
- NONPARAMETRIC INFERENCE FOR UNBALANCED TIME SERIES DATA
- SIMULTANEOUS EQUATIONS WITH INCOMPLETE PANELS
- The projection approach for unbalanced panel data
- Testing the null hypothesis of zero serial correlation in short panel time series: a comparison of tail probabilities
- Missing dependent variables in fixed-effects models
- Comparing Malmquist and Hicks-Moorsteen productivity indices: exploring the impact of unbalanced vs. balanced panel data
- Estimation of fixed effects panel regression models with separable and nonseparable space-time filters
- A two-part mixed-effects pattern-mixture model to handle zero-inflation and incompleteness in a longitudinal setting
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