Bootstrapping error component models

Computational Statistics

Volumn 16, Issue 2, 2001, Pages 221-231

  Andersson, Michael K ^a   Karlsson, Sune ^b  

^a Natl Institute of Economic Research   (Sweden)

^b STOCKHOLM SCHOOL OF ECONOMICS   (Sweden)

Author keywords

Bootstrap; Bootstrap test; Panel data; Resampling

Indexed keywords

EID: 0035640260     PISSN: 09434062     EISSN: None     Source Type: Journal    
DOI: 10.1007/s001800100061     Document Type: Article

References (8)

1. Baltagi, B. H. (1995), Econometric Analysis of Panel Data, John Wiley & Sons.
2. Bellman, L., Breitung, J. & Wagner, J. (1989), 'Bias correction and bootstrapping of error component models for panel data: Theory and applications', Empirical Economics 14, 329-342.
3. Davidson, R. & MacKinnon, J. G. (1996), The power of bootstrap tests, Technical Report 937, Queens Institute of Economic Resarch.
4. Davidson, R. & MacKinnon, J. G. (1999), 'The size distortion of bootstrap tests', Econometric Theory 15, 361-376.
5. Davidson, R. & MacKinnon, J. G. (2000), 'Bootstrap tests: How many bootstraps?', Econometric Reviews. forthcoming.
6. Kiviet, J. F. (1995), 'On bias, inconsistency, and efficiency of various estimators in dynamic panel data models', Journal of Econometrics 68, 53-78.
7. Maddala, G. S. & Mount, T. D. (1973), 'A comparative study of alternative estimators for variance components models used in econometric applications', Journal of the American Statistical Association 68, 324-328.
8. Ziliak, J. P. (1997), 'Efficient estimatiom with panel data when instruments are predetermined: An empirical comparison of moment condition estimators', Journal of Business and Economic Statistics 15, 419-431.