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BC Bootstrap Confidence Intervals for Random Effects Panel Data Models

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Author Info
Andrés Carvajal ()

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Abstract

We study the application of bootstrap procedures to the problem of constructing confidence intervals for the coefficients of random effects panel data models, based on GLS point estimation. The central problem is the one of adequately resampling from the estimated residuals of the model, avoiding violations of the structural features of the random shocks.

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Publisher Info
Paper provided by FUNDACIÓN PONDO in its series INVESTIGACIÓN ECONÓMICA EN COLOMBIA with number 002061.

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Length: 14
Date of creation: 14 Jan 2004
Date of revision:
Handle: RePEc:col:000100:002061

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  1. Donald W.K. Andrews & Moshe Buchinsky, 1999. "On the Number of Bootstrap Repetitions for Bca Confidence Intervals," Working Papers 99-17, Brown University, Department of Economics.
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