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Estimation of the error-components model with incomplete panels

✍ Scribed by Tom Wansbeek; Arie Kapteyn


Publisher
Elsevier Science
Year
1989
Tongue
English
Weight
1024 KB
Volume
41
Category
Article
ISSN
0304-4076

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In this paper we extend the Baillie and Baltagi (1999) paper (Prediction from the regression model with one-way error components. In Analysis of Panels and Limited Dependent Variables Models, Hsiao C, Lahiri K, Lee LF, Pesaran H (eds). Cambridge University Press, Cambridge, UK). In particular, we de

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## REFERENCE Kinal, T. and K. Lahiri (1993) , `On the estimation of simultaneous-equations error-components models with an application to a model of developing country foreign trade', Journal of Applied Econometrics, 8, 81Β±92.