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Random coefficients in regression equation systems : the case with unbalanced panel data

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  • Biorn,E.

    (University of Oslo, Department of Economics)

Abstract

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Suggested Citation

  • Biorn,E., 1999. "Random coefficients in regression equation systems : the case with unbalanced panel data," Memorandum 27/1999, Oslo University, Department of Economics.
    • Handle: RePEc:hhs:osloec:1999_027
    as

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    File URL: http://www.sv.uio.no/econ/english/research/unpublished-works/working-papers/pdf-files/1999/Memo-27-1999.pdf
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    References listed on IDEAS

    as
    1. Verbeek, M.J.C.M. & Nijman, T.E., 1992. "Incomplete panels and selection bias : A survey," Discussion Paper 1992-7, Tilburg University, Center for Economic Research.
    2. Wansbeek, Tom & Kapteyn, Arie, 1982. "A Class of Decompositions of the Variance-Covariance Matrix of a Generalized Error Components Model," Econometrica, Econometric Society, vol. 50(3), pages 713-724, May.
    3. repec:adr:anecst:y:2003:i:69:p:03 is not listed on IDEAS
    4. 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.
    5. Hsiao, Cheng, 1975. "Some Estimation Methods for a Random Coefficient Model," Econometrica, Econometric Society, vol. 43(2), pages 305-325, March.
    6. Erik Biorn & Kjerti-Gro Lindquist & Terje Skjerpen, 2003. "Random Coefficients in Unbalanced Panels: An Application on Data from Chemical Plants," Annals of Economics and Statistics, GENES, issue 69, pages 55-83.
    7. 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.
    8. Boozer, Michael A., 1997. "Econometric Analysis of Panel DataBadi H. Baltagi Wiley, 1995," Econometric Theory, Cambridge University Press, vol. 13(5), pages 747-754, October.
    9. Avery, Robert B, 1977. "Error Components and Seemingly Unrelated Regressions," Econometrica, Econometric Society, vol. 45(1), pages 199-209, January.
    10. 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)

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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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