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Estimating regression systems from unbalanced panel data : a stepwise maximum likelihood procedure

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  • Biorn,E.

    (University of Oslo, Department of Economics)

Abstract

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Suggested Citation

  • Biorn,E., 1999. "Estimating regression systems from unbalanced panel data : a stepwise maximum likelihood procedure," Memorandum 20/1999, Oslo University, Department of Economics.
    • Handle: RePEc:hhs:osloec:1999_020
    as

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    File URL: http://www.sv.uio.no/econ/english/research/unpublished-works/working-papers/pdf-files/1999/Memo-20-1999.pdf
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    References listed on IDEAS

    as
    1. Badi H. Baltagi, 2021. "Seemingly Unrelated Regressions with Error Components," Springer Texts in Business and Economics, in: Econometric Analysis of Panel Data, edition 6, chapter 0, pages 149-155, Springer.
    2. Wansbeek, Tom & Kapteyn, Arie, 1989. "Estimation of the error-components model with incomplete panels," Journal of Econometrics, Elsevier, vol. 41(3), pages 341-361, July.
    3. Magnus, Jan R., 1982. "Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood," Journal of Econometrics, Elsevier, vol. 19(2-3), pages 239-285, August.
    4. Oberhofer, W & Kmenta, J, 1974. "A General Procedure for Obtaining Maximum Likelihood Estimates in Generalized Regression Models," Econometrica, Econometric Society, vol. 42(3), pages 579-590, May.
    5. Avery, Robert B, 1977. "Error Components and Seemingly Unrelated Regressions," Econometrica, Econometric Society, vol. 45(1), pages 199-209, January.
    6. Baltagi, Badi H., 1985. "Pooling cross-sections with unequal time-series lengths," Economics Letters, Elsevier, vol. 18(2-3), pages 133-136.
    Full references (including those not matched with items on IDEAS)

    Citations

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    Cited by:

    1. Biorn,E., 2001. "How is generalized least squares related to within and between estimators in unbalanced panel data?," Memorandum 06/2001, Oslo University, Department of Economics.
    2. Sandra Rozo & Diego Vásquez & Dairo Estrada, 2008. "An Industrial Organization Analysis for the Colombian Banking System," Borradores de Economia 528, Banco de la Republica de Colombia.

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    More about this item

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
    • C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models

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