A Note on Two-Way ECM Estimation of SUR Systems on Unbalanced Panel Data

Econometric Reviews

Volumn 31, Issue 2, 2012, Pages 119-141

  Platoni, Silvia ^a   Sckokai, Paolo ^a   Moro, Daniele ^a  

^a UNIVERSITÀ CATTOLICA DEL SACRO CUORE   (Italy)

Author keywords

Error components model; Seemingly unrelated regressions; Unbalanced panels

Indexed keywords

EID: 84863317294     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1080/07474938.2011.607098     Document Type: Article

References (13)

1. Baltagi, B. H. (1980). On seemingly unrelated regressions with error components. Econometrica 48: 1547-1551.
2. Baltagi, B. H. (1981). Pooling: an experimental study of alternative testing and estimation procedures in a two-way error component model. Journal of Econometrics 17: 21-49.
3. Baltagi, B. H. (1985). Pooling cross-sections with unequal time series lengths. Economics Letters 18: 133-136.
4. Baltagi, B. H. (2005). Econometric Analysis of Panel Data., 3rd ed.Chichester, UK: Wiley and Sons.
5. Biørn, E. (1981). Estimating economic relations from incomplete cross-section/time-series data. Journal of Econometrics 16: 221-236.
6. Biørn, E. (2004). Regression systems for unbalanced panel data: a stepwise maximum likelihood procedure. Journal of Econometrics 122: 281-291.
7. Boumahdi, R., Chaaban, J., Thomas, A. (2004). Import demand estimation with country and products effects: application of multi-way unbalanced panel data models to Lebanese imports. Cahier de Recherche INRA de Toulouse 2004-17.
8. Davis, P. (2002). Estimating multi-way error components models with unbalanced data structures. Journal of Econometrics 106: 67-95.
9. Kang, S. (1985). A note on the equivalence of specification tests in the two-factor multivariate variance components model. Journal of Econometrics 28: 193-203.
10. Magnus, J. R. (1982). Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood. Journal of Econometrics 19: 239-285.
11. Nerlove, M. (1971). Further evidence on the estimation of dynamic economic relations from a time series of cross sections. Econometrica 39: 359-382.
12. Wansbeek, T., Kapteyn, A. (1989). Estimation of the error-components model with incomplete panels. Journal of Econometrics 41: 341-361.
13. Wooldridge, J. M. (2002). Econometric Analysis of Cross Section and Panel Data. Cambridge, MA and London, UK: The MIT Press.