Useful matrix transformations for panel data analysis: a survey
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random effects modelWLS transformationweighted least squaresunbalancednessunbalanced panelsurveyspectral decompositionserial correlationseemingly unrelated regressionsautoregressive processesmatrix transformationlarge panel datainversion of large data matricesheteroscedasticitygeneralized least squaresfixed effects modelerror component model
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- scientific article; zbMATH DE number 4056857
Cites work
- A Class of Decompositions of the Variance-Covariance Matrix of a Generalized Error Components Model
- A computational algorithm for multiple equation models with panel data
- A Note on Error Components Models
- A note on spectral decomposition and maximum likelihood estimation in ANOVA models with balanced data
- A note on the exact transformation associated with the first-order moving average process
- A transformation that will circumvent the problem of autocorrelation in an error-component model
- Benefits and limitations of panel data
- Best quadratic unbiased estimation of the variance matrix in normal regression
- Best quadratic unbiased estimators of the variance-covariance matrix in normal regression
- Dispersion Matrices for Variance Components Models
- Dynamic Aspects of Earning Mobility
- Error Components and Seemingly Unrelated Regressions
- Estimation of linear models with crossed-error structure
- Estimation of the error-components model with incomplete panels
- scientific article; zbMATH DE number 3984433 (Why is no real title available?)
- scientific article; zbMATH DE number 3196618 (Why is no real title available?)
- Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood
- On a simple transformation for second‐order autocorrelated disturbances in regression analysis
- On Seemingly Unrelated Regressions with Error Components
- Pooling cross sections with unequal time-series lengths
- Serial Correlation and the Fixed Effects Model
- Simultaneous equations with error components
- The Estimation of the Variances in a Variance-Components Model
- The Use of Error Components Models in Combining Cross Section with Time Series Data
- Transformations for Estimation of Linear Models with Nested-Error Structure
Cited in
(49)- Testing the fixed effects restrictions? A Monte Carlo study of Chamberlain's minimum chi-squared test
- Simultaneous equations with error components
- A transformation that will circumvent the problem of autocorrelation in an error-component model
- Relative efficiency of first difference estimator in panel data regression with serially correlated error components
- Testing panel data regression models with spatial error correlation.
- Testing the distribution of error components in panel data models
- Testing for serial correlation in hierarchical linear models
- Consistency and asymptotic unbiasedness of S^ 2 in the serially correlated error components regression model for panel data
- Fixed effects, random effects or Hausman-Taylor: a pretest estimator
- A generalized design for bilateral trade flow models
- A nonparametric random effects estimator
- Functional form and spatial dependence in dynamic panels
- A note on \(S^{2}\) in a spatially correlated error components regression model for panel data
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- On the estimation and inference in factor-augmented panel regressions with correlated loadings
- Multivariate longitudinal modeling of insurance company expenses
- Testing slope homogeneity in large panels with serial correlation
- Alternative ways of obtaining Hausman's test using artificial regressions
- Testing for heteroskedasticity and serial correlation in a random effects panel data model
- Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects
- On the use of the Helmert transformation, and its applications in panel data econometrics
- Joint LM test for homoskedasticity in a one-way error component model
- Testing for serial correlation, spatial autocorrelation and random effects using panel data
- Panel data models with spatially correlated error components
- Estimating models of complex FDI: are there third-country effects?
- Efficient estimation and inference in linear pseudo-panel data models
- Asymptotic properties of the CUSUM estimator for the time of change in linear panel data models
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- ON THE EFFICIENCY OF THE COCHRANE–ORCUTT ESTIMATOR IN THE SERIALLY CORRELATED ERROR COMPONENTS REGRESSION MODEL FOR PANEL DATA
- A moment-based test for individual effects in the error component model with incomplete panels
- The impact of a Hausman pretest, applied to panel data, on the coverage probability of confidence intervals
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- Pseudo-Gaussian and rank-based optimal tests for random individual effects in large n small T panels
- A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model
- Empirical likelihood for semi-varying coefficient models for panel data with fixed effects
- The impact of a Hausman pretest on the size of a hypothesis test: the panel data case
- Demeaning the data in panel-cointegration models to control for cross-sectional dependencies
- Specification tests in mixed effects models
- Instrumental variable estimation of a spatial autoregressive panel model with random effects
- The unbalanced nested error component regression model
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- Long-tail longitudinal modeling of insurance company expenses
- Semi-parametric inference for semi-varying coefficient panel data model with individual effects
- A note on the application of EC2SLS and EC3SLS estimators in panel data models
- Price dynamics, retail chains and inflation measurement
- Nonparametric identification of a binary random factor in cross section data
- Cluster analysis of panel data sets using non-standard optimisation of information criteria
- Sensitivity of GLS estimators in random effects models
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