Estimating multi-way error components models with unbalanced data structures

Journal of Econometrics

Volumn 106, Issue 1, 2002, Pages 67-95

  Davis, Peter ^a  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Error component models; Instrumental variables; Unbalanced panel data

Indexed keywords

COMPUTER SIMULATION; ECONOMICS; ERROR ANALYSIS; LEAST SQUARES APPROXIMATIONS; MATHEMATICAL MODELS; MATRIX ALGEBRA; MONTE CARLO METHODS; QUADRATIC PROGRAMMING;

ERROR COMPENSATION MODELS (ECM); INSTRUMENTAL VARIABLES;

DATA STRUCTURES;

EID: 0043287912     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(01)00087-2     Document Type: Article

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