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The spatial random effects and the spatial fixed effects model : the Hausman test in a Cliff and Ord panel model

Mutl, Jan; Pfaffermayr, Michael - 2008

Persistent link: https://www.econbiz.de/10003776267

Variance estimation for generalized entropy and Atkinson inequality indices : the complex survey data case

Biewen, Martin; Jenkins, Stephen - In: Oxford bulletin of economics and statistics 68 (2006) 3, pp. 371-383

Persistent link: https://www.econbiz.de/10003327366

Consistent estimation of binary-choice panel data models with heterogeneous linear trends

Thomas, Alban - In: The econometrics journal 9 (2006) 2, pp. 177-195

Persistent link: https://www.econbiz.de/10003352015

Estimation and inference in large heterogeneous panels with a multifactor error structure

Pesaran, M. Hashem - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 4, pp. 967-1012

Persistent link: https://www.econbiz.de/10003346168

Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions

Bai, Jushan; Ng, Serena - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 4, pp. 1133-1150

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The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models

Bun, Maurice J. G.; Kiviet, J. F. - In: Journal of econometrics 132 (2006) 2, pp. 409-444

Persistent link: https://www.econbiz.de/10003348774

On the estimation and inference of a panel cointegration model with cross-sectional dependence

Bai, Jushan; Kao, Chihwa - In: Panel data econometrics : theoretical contributions and …, (pp. 1-30). 2006

Persistent link: https://www.econbiz.de/10003331420

Finite sample properties of FGLS estimator for random-effects model under non-normality

Ullah, Aman; Huang, Xiao - In: Panel data econometrics : theoretical contributions and …, (pp. 67-89). 2006

Persistent link: https://www.econbiz.de/10003331427

Time invariant variables and panel data models : a generalised Frisch-Waugh theorem and its implications

Krishnakumar, Jayalakshmi - In: Panel data econometrics : theoretical contributions and …, (pp. 119-132). 2006

Mundlak ("On the Pooling of Time Series and Cross-Section Data", Econometrica, Vol. 46 (1978),pp. 69-85) showed that when individual effects are correlated with the explanatory variables in an error component (EC) model, the GLS estimator is given by the within. In this paper we bring out some...

Persistent link: https://www.econbiz.de/10003331433

Estimation of a two-equation panel model with mixed continuous and ordered categorical outcomes and missing data

Spieß, Martin - 2006

Persistent link: https://www.econbiz.de/10003332391