메뉴 건너뛰기




Volumn 101, Issue 2, 2001, Pages 295-313

Nested random effects estimation in unbalanced panel data

Author keywords

Econometrics; Error component model; Nested effects; Panel data

Indexed keywords


EID: 0346942391     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(00)00086-5     Document Type: Article
Times cited : (50)

References (24)
  • 1
    • 84980162623 scopus 로고
    • On two measures of unbalancedness in a one-way model and their relation to efficiency
    • Ahrens, H., Pincus, R., 1981. On two measures of unbalancedness in a one-way model and their relation to efficiency. Biometric Journal 23, 227-235.
    • (1981) Biometric Journal , vol.23 , pp. 227-235
    • Ahrens, H.1    Pincus, R.2
  • 2
    • 0003546078 scopus 로고    scopus 로고
    • National Bureau of Economic Research Working Paper Series # 6707. Forthcoming, American Economic Review
    • Antweiler, W., Copeland, B., Taylor, M.S., 1998. Is free trade good for the environment? National Bureau of Economic Research Working Paper Series # 6707. Forthcoming, American Economic Review.
    • (1998) Is Free Trade Good for the Environment?
    • Antweiler, W.1    Copeland, B.2    Taylor, M.S.3
  • 3
    • 0346208362 scopus 로고
    • On estimating from a more general time-series cum cross-section data structure
    • Baltagi, B.H., 1987. On estimating from a more general time-series cum cross-section data structure. The American Economist 31, 69-71.
    • (1987) The American Economist , vol.31 , pp. 69-71
    • Baltagi, B.H.1
  • 4
    • 84971947721 scopus 로고
    • Nested effects (Problem 93.4.2)
    • Baltagi, B.H., 1993. Nested effects (Problem 93.4.2). Econometric Theory 9, 687-688.
    • (1993) Econometric Theory , vol.9 , pp. 687-688
    • Baltagi, B.H.1
  • 6
    • 43949150420 scopus 로고
    • Incomplete panels: A comparative study of alternative estimators for the unbalanced one-way error component regression model
    • Baltagi, B.H., Chang, Y.-J., 1994. Incomplete panels: a comparative study of alternative estimators for the unbalanced one-way error component regression model. Journal of Econometrics 62 (2), 67-89.
    • (1994) Journal of Econometrics , vol.62 , Issue.2 , pp. 67-89
    • Baltagi, B.H.1    Chang, Y.-J.2
  • 10
    • 0000630970 scopus 로고
    • Transformations for estimation of linear models with nested error structures
    • Fuller, W.A., Battese, G.E., 1973. Transformations for estimation of linear models with nested error structures. Journal of the American Statistical Association 68 (343), 626-632.
    • (1973) Journal of the American Statistical Association , vol.68 , Issue.343 , pp. 626-632
    • Fuller, W.A.1    Battese, G.E.2
  • 11
    • 0041396664 scopus 로고
    • Estimating from a more general time-series cum cross-section data structure
    • Ghosh, S.G., 1976. Estimating from a more general time-series cum cross-section data structure. The American Economist 20, 15-21.
    • (1976) The American Economist , vol.20 , pp. 15-21
    • Ghosh, S.G.1
  • 12
    • 0003559593 scopus 로고
    • Cambridge University Press, Cambridge, MA
    • Hsiao, C., 1986. Analysis of Panel Data. Cambridge University Press, Cambridge, MA.
    • (1986) Analysis of Panel Data
    • Hsiao, C.1
  • 13
    • 0039608692 scopus 로고
    • A comparative study of alternative estimators for variance components models used in econometric applications
    • 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.
    • (1973) Journal of the American Statistical Association , vol.68 , pp. 324-328
    • Maddala, G.S.1    Mount, T.D.2
  • 14
    • 0001441322 scopus 로고
    • Random group effects and the precision of regression estimates
    • Moulton, B.R., 1986. Random group effects and the precision of regression estimates. Journal of Econometrics 32, 385-397.
    • (1986) Journal of Econometrics , vol.32 , pp. 385-397
    • Moulton, B.R.1
  • 16
    • 0000265332 scopus 로고
    • An illustration of a pitfall in estimating the effects of aggregate variables on micro units
    • Moulton, B.R., 1990. An illustration of a pitfall in estimating the effects of aggregate variables on micro units. Review of Economics and Statistics 72 (2), 334-338.
    • (1990) Review of Economics and Statistics , vol.72 , Issue.2 , pp. 334-338
    • Moulton, B.R.1
  • 17
    • 0000048264 scopus 로고
    • Further evidence on the estimation of dynamic economic relations from a time-series of cross-sections
    • Nerlove, M., 1971a. Further evidence on the estimation of dynamic economic relations from a time-series of cross-sections. Econometrica 39 (2), 359-382.
    • (1971) Econometrica , vol.39 , Issue.2 , pp. 359-382
    • Nerlove, M.1
  • 18
    • 0040347203 scopus 로고
    • A note on error components models
    • Nerlove, M., 1971b. A note on error components models. Econometrica 39, 383-396.
    • (1971) Econometrica , vol.39 , pp. 383-396
    • Nerlove, M.1
  • 19
    • 0039620257 scopus 로고
    • On group effects and errors in variables in aggregation
    • Pakes, A., 1983. On group effects and errors in variables in aggregation. Review of Economics and Statistics 65, 168-173.
    • (1983) Review of Economics and Statistics , vol.65 , pp. 168-173
    • Pakes, A.1
  • 22
    • 0347469545 scopus 로고
    • A class of decompositions of the variance-covariance matrix of a generalized error components model
    • Wansbeek, T., Kapteyn, A., 1982. A class of decompositions of the variance-covariance matrix of a generalized error components model. Econometrica 50 (3), 713-724.
    • (1982) Econometrica , vol.50 , Issue.3 , pp. 713-724
    • Wansbeek, T.1    Kapteyn, A.2
  • 23
    • 38249022593 scopus 로고
    • Estimation of the error-components model with incomplete panels
    • Wansbeek, T., Kapteyn, A., 1989. Estimation of the error-components model with incomplete panels. Journal of Econometrics 41, 341-361.
    • (1989) Journal of Econometrics , vol.41 , pp. 341-361
    • Wansbeek, T.1    Kapteyn, A.2
  • 24
    • 84972264574 scopus 로고
    • Nested effects (Solution 93.4.2)
    • Xiong, W., 1995. Nested effects (Solution 93.4.2). Econometric Theory 11, 658-659.
    • (1995) Econometric Theory , vol.11 , pp. 658-659
    • Xiong, W.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.