Regression systems for unbalanced panel data: A stepwise maximum likelihood procedure

Journal of Econometrics

Volumn 122, Issue 2, 2004, Pages 281-291

  Biørn, Erik ^a  

^a UNIVERSITY OF OSLO   (Norway)

Author keywords

Covariance estimation; Heterogeneity; Panel data; Regression equation systems; Unbalanced panels

Indexed keywords

ALGORITHMS; LEAST SQUARES APPROXIMATIONS; MATHEMATICAL OPERATORS; MATRIX ALGEBRA; PARAMETER ESTIMATION; REGRESSION ANALYSIS;

COVARIANCE ESTIMATION; HETEROGENEITY; PANEL DATA; REGRESSION EQUATION SYSTEMS; UNBALANCED PANELS;

MAXIMUM LIKELIHOOD ESTIMATION;

EID: 3342979761     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2003.10.023     Document Type: Article

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