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Estimation of and testing for random effects in dynamic panel data models

Wu, Jianhong; Zhu, Lixing - In: TEST: An Official Journal of the Spanish Society of … 21 (2012) 3, pp. 477-497

In this article, estimation of moments up to the fourth order of random effects and errors is first investigated for dynamic panel data models. Using the QR decomposition of a matrix, the moments of random individual effects and errors are estimated without affecting each other so that the...

Persistent link: https://www.econbiz.de/10010994301

Panel data analysis—advantages and challenges

Hsiao, Cheng - In: TEST: An Official Journal of the Spanish Society of … 16 (2007) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10005759592

Longitudinal data with nonstationary errors: a nonparametric three-stage approach

Núñez-Antón, Vicente; Rodríguez-Póo, Juan; Vieu, … - In: TEST: An Official Journal of the Spanish Society of … 8 (1999) 1, pp. 201-231

Persistent link: https://www.econbiz.de/10005166821

Bayesian tolerance intervals for the balanced two-factor nested random effects model

Merwe, Abrie; Hugo, Johan - In: TEST: An Official Journal of the Spanish Society of … 16 (2007) 3, pp. 598-612

Persistent link: https://www.econbiz.de/10005613306

Null intercept measurement error regression models

Aoki, Reiko; Bolfarine, Hereno; Singer, Julio - In: TEST: An Official Journal of the Spanish Society of … 10 (2001) 2, pp. 441-457

Persistent link: https://www.econbiz.de/10005613334