IDEAS home Printed from https://ideas.repec.org/a/spr/empeco/v17y1992i1p85-109.html
   My bibliography  Save this article

A Survey of Recent Theoretical Developments in the Econometrics of Panel Data

Author

Listed:
  • Baltagi, Badi H
  • Raj, Baldev

Abstract

This paper surveys some recent developments in panel data analysis. In particular, it focuses on the error component model which is popular in panel data applications, and discusses recent advances in its estimation under heteroscedasticity, serial correlation, and a general variance-covariance matrix. It also surveys the extensions of this model to the seemingly unrelated regressions case, and the simultaneous equations case. The dynamic case and the incomplete panel data case are also considered, as well as a host of other miscellaneous extensions. Prediction with this model is briefly surveyed and alternative tests for this model are reviewed. While the bibliography is not exhaustive, this survey should complement previous surveys and should prove useful for researchers working in this area.

Suggested Citation

  • Baltagi, Badi H & Raj, Baldev, 1992. "A Survey of Recent Theoretical Developments in the Econometrics of Panel Data," Empirical Economics, Springer, vol. 17(1), pages 85-109.
    • Handle: RePEc:spr:empeco:v:17:y:1992:i:1:p:85-109
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    Citations

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


    Cited by:

    1. Yaguchi, Yu, 1994. "A panel data approach to the intercountry metaproduction function," ISU General Staff Papers 1994010108000018181, Iowa State University, Department of Economics.
    2. Soh, Pek Hooi, 1966- & Roberts, Edward Baer. & International Center for Research on the Management of Technology., 1998. "The effects of social capital on technological performance of the firm : a a longitudinal analysis," Working papers 174-98, Massachusetts Institute of Technology (MIT), Sloan School of Management.
    3. Kiviet, Jan F., 1995. "On bias, inconsistency, and efficiency of various estimators in dynamic panel data models," Journal of Econometrics, Elsevier, vol. 68(1), pages 53-78, July.
    4. James Kroes & Ravi Subramanian & Ramanath Subramanyam, 2012. "Operational Compliance Levers, Environmental Performance, and Firm Performance Under Cap and Trade Regulation," Manufacturing & Service Operations Management, INFORMS, vol. 14(2), pages 186-201, April.
    5. Holger Ernst, 1999. "Führen Patentanmeldungen zu einem nachfolgenden Anstieg des Unternehmenserfolges? — Eine Panelanalyse," Schmalenbach Journal of Business Research, Springer, vol. 51(12), pages 1146-1168, December.
    6. G. A. Karathanassis & S. N. Spilioti, 2005. "An empirical application of the clean-surplus valuation model: the case of the Athens Stock Exchange," Applied Financial Economics, Taylor & Francis Journals, vol. 15(14), pages 1031-1036.
    7. G. A. Karathanassis & S. N. Spilioti, 2004. "An Empirical Examination of Traditional Equity Valuation Models: The case of the Athens Stock Exchange," European Research Studies Journal, European Research Studies Journal, vol. 0(1-2), pages 133-142.
    8. Tim Krieger & Daniel Meierrieks, 2010. "Terrorism in the Worlds of Welfare Capitalism," Journal of Conflict Resolution, Peace Science Society (International), vol. 54(6), pages 902-939, December.
    9. G.A. Karathanassis & A.A. Drakos, 2004. "A note on equity ownership and corporate value in Greece," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 25(8), pages 537-547.
    10. Jagjeevan Kanoujiya & Venkata Mrudula Bhimavarapu & Shailesh Rastogi, 2023. "Banks in India: A Balancing Act Between Profitability, Regulation and NPA," Vision, , vol. 27(5), pages 650-660, November.
    11. Athanasia Mavrommati & Athanasios Papadopoulos, 2005. "Measuring advertising intensity and intangible capital in the Greek food industry," Applied Economics, Taylor & Francis Journals, vol. 37(15), pages 1777-1787.
    12. Henrique Correa da Cunha & Vikkram Singh & Shengkun Xie, 2022. "The Determinants of Outward Foreign Direct Investment from Latin America and the Caribbean: An Integrated Entropy-Based TOPSIS Multiple Regression Analysis Framework," JRFM, MDPI, vol. 15(3), pages 1-22, March.
    13. Rim Ben-Ayed, 1993. "Modelisation of the labor demand on a sample of Tunisian industrial firms [Modélisation du comportement d'embauche sur un échantillon d'entreprises tunisiennes]," Working Papers hal-01539096, HAL.
    14. Mafoua, Edouard & Hossain, Ferdaus, 2001. "Scope And Scale Economies For Multi-Product Farms: Firm-Level Panel Data Analysis," 2001 Annual meeting, August 5-8, Chicago, IL 20627, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    15. Rosa M. González-Marrero & Rosa M. Lorenzo-Alegría & Gustavo A. Marrero, 2011. "Gasoline and Diesel Consumption for Road Transport in Spain: a Dynamic Panel Data Approach," Economic Reports 04-2011, FEDEA.
    16. Nerlove, Marc, 1995. "Formulation and Estimation of Econometric Models for Panel Data," Working Papers 197824, University of Maryland, Department of Agricultural and Resource Economics.
    17. Xi Chen & Ye Luo & Martin Spindler, 2019. "Adaptive Discrete Smoothing for High-Dimensional and Nonlinear Panel Data," Papers 1912.12867, arXiv.org, revised Jan 2020.
    18. Almas Heshmati, 1996. "On the single and multiple time trends representation of technical change," Applied Economics Letters, Taylor & Francis Journals, vol. 3(8), pages 495-499.
    19. Mr. Philippe Egoume Bossogo & Mr. Ankouvi Nayo, 2011. "Feeling The Elephant’s Weight: The Impact of Côte d’Ivoire’s Crisis on WAEMU Trade," IMF Working Papers 2011/080, International Monetary Fund.
    20. Mafoua, Edouard, 2002. "Economies Of Scope And Scale Of Multi-Product U.S. Cash Grain Farms: A Flexible Fixed-Cost Quadratic (Ffcq) Model Analysis," 2002 Annual meeting, July 28-31, Long Beach, CA 19734, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

    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:spr:empeco:v:17:y:1992:i:1:p:85-109. 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.

    We have no bibliographic references for this item. You can help adding them by using 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: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    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.