IDEAS home Printed from https://ideas.repec.org/p/hhs/osloec/2001_028.html
   My bibliography  Save this paper

The efficiency of panel data estimators : GLS versus estimators which do not depend on variance components

Author

Listed:
  • Bioern,E.

    (University of Oslo, Department of Economics)

Abstract

No abstract is available for this item.

Suggested Citation

  • Bioern,E., 2001. "The efficiency of panel data estimators : GLS versus estimators which do not depend on variance components," Memorandum 28/2001, Oslo University, Department of Economics.
    • Handle: RePEc:hhs:osloec:2001_028
    as

    Download full text from publisher

    File URL: http://www.sv.uio.no/econ/english/research/unpublished-works/working-papers/pdf-files/2001/Memo-28-2001.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Baltagi, Badi H., 1981. "Pooling : An experimental study of alternative testing and estimation procedures in a two-way error component model," Journal of Econometrics, Elsevier, vol. 17(1), pages 21-49, September.
    2. Taylor, William E., 1980. "Small sample considerations in estimation from panel data," Journal of Econometrics, Elsevier, vol. 13(2), pages 203-223, June.
    3. Fuller, Wayne A. & Battese, George E., 1974. "Estimation of linear models with crossed-error structure," Journal of Econometrics, Elsevier, vol. 2(1), pages 67-78, May.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Biorn, Erik & Hagen, Terje P. & Iversen, Tor & Magnussen, Jon, 2002. "The Effect of Activity-Based Financing on Hospital Efficiency: A Panel Data Analysis of DEA Efficiency Scores 1992-2000," MPRA Paper 8099, University Library of Munich, Germany.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Vasnev, Andrey L., 2010. "Sensitivity of GLS estimators in random effects models," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1252-1262, May.
    2. repec:ebl:ecbull:v:3:y:2002:i:23:p:1-10 is not listed on IDEAS
    3. H. Baltagi, Badi & Heun Song, Seuck & Cheol Jung, Byoung, 2001. "The unbalanced nested error component regression model," Journal of Econometrics, Elsevier, vol. 101(2), pages 357-381, April.
    4. Jonsson, Robert, 2003. "On the problem of optimal inference for time heterogeneous data with error components regression structure," Working Papers in Economics 110, University of Gothenburg, Department of Economics.
    5. Odolinski, Kristofer & Smith, Andrew & Wheat, Phill & Nilsson, Jan-Eric & Dheilly, Clement, 2023. "Damage or no damage from traffic: Re-examining marginal cost pricing for rail signalling maintenance," Transport Policy, Elsevier, vol. 131(C), pages 13-21.
    6. Hong G. Min, 1998. "Determinants of emerging market bond spread : do economic fundamentals matter?," Policy Research Working Paper Series 1899, The World Bank.
    7. Droms, William G. & Walker, David A., 1996. "Mutual fund investment performance," The Quarterly Review of Economics and Finance, Elsevier, vol. 36(3), pages 347-363.
    8. Rachel A. Rosenfeld & Franã‡Ois Nielsen, 1984. "Inequality and Careers," Sociological Methods & Research, , vol. 12(3), pages 279-321, February.
    9. Badi H. Baltagi, 1999. "Specification Tests in Panel Data Models Using Artificial Regressions," Annals of Economics and Statistics, GENES, issue 55-56, pages 277-297.
    10. Issler, João Victor & Lima, Luiz Renato, 2009. "A panel data approach to economic forecasting: The bias-corrected average forecast," Journal of Econometrics, Elsevier, vol. 152(2), pages 153-164, October.
    11. Wu, Jie & Zahoor, Nadia & Khan, Zaheer & Meyer, Martin, 2023. "The effects of inward FDI communities on the research and development intensity of emerging market locally domiciled firms: Partial foreign ownership as a contingency," Journal of Business Research, Elsevier, vol. 156(C).
    12. Lawrence S. Mayer & Steven S. Carroll, 1988. "Measures of Dependence for Cross-Lagged Panel Models," Sociological Methods & Research, , vol. 17(1), pages 93-120, August.
    13. Chihwa Kao & Jamie Emerson, 1998. "On the Estimation of a Linear Time Trend Regression with a One- Way Error Component Model in the Presence of Serially Correlated Errors," Econometrics 9805004, University Library of Munich, Germany.
    14. Thong Tien Nguyen & Nhi Phuong Doan & Tuong Minh Tran, 2025. "Business group, corporate governance and business performance: A study in Vietnam," HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE - ECONOMICS AND BUSINESS ADMINISTRATION, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, vol. 15(2), pages 67-84.
    15. Steven Craig & Robert P. Inman, 1986. "Education, Welfare and the "New" Federalism: State Budgeting in a Federalist Public Economy," NBER Chapters, in: Studies in State and Local Public Finance, pages 187-228, National Bureau of Economic Research, Inc.
    16. Robert T. Clair & Joanna Kolson & Kenneth J. Robinson, 1995. "The Texas banking crisis and the payments system," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q I, pages 13-21.
    17. Ahn, Seung C. & Lee, Young H. & Schmidt, Peter, 2013. "Panel data models with multiple time-varying individual effects," Journal of Econometrics, Elsevier, vol. 174(1), pages 1-14.
    18. Ron Kaniel & Shuming Liu & Gideon Saar & Sheridan Titman, 2012. "Individual Investor Trading and Return Patterns around Earnings Announcements," Journal of Finance, American Finance Association, vol. 67(2), pages 639-680, April.
    19. Badi H. Baltagi, 2008. "Forecasting with panel data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(2), pages 153-173.
    20. Kang, Jun-Koo & Stulz, Rene M., 1997. "Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan," Journal of Financial Economics, Elsevier, vol. 46(1), pages 3-28, October.
    21. Chordia, Tarun & Roll, Richard & Subrahmanyam, Avanidhar, 2011. "Recent trends in trading activity and market quality," Journal of Financial Economics, Elsevier, vol. 101(2), pages 243-263, August.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hhs:osloec:2001_028. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Mari Strønstad Øverås (email available below). General contact details of provider: https://edirc.repec.org/data/souiono.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.