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Simple estimators for dynamic panel data models with errors in variables

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  • Wansbeek, T.J.
  • Kapteyn, A.J.

    (Tilburg University, Center for Economic Research)

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    File URL: http://arno.uvt.nl/show.cgi?fid=104923
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    Bibliographic Info

    Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 1989-51.

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    Date of creation: 1989
    Date of revision:
    Handle: RePEc:dgr:kubcen:198951

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    Web page: http://center.uvt.nl

    Related research

    Keywords: Estimation; Panel Data;

    References

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    1. Nerlove, Marc, 1971. "Further Evidence on the Estimation of Dynamic Economic Relations from a Time Series of Cross Sections," Econometrica, Econometric Society, vol. 39(2), pages 359-82, March.
    2. Theil, Henri, 1983. "Linear algebra and matrix methods in econometrics," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 1, chapter 1, pages 3-65 Elsevier.
    3. Aigner, Dennis J. & Hsiao, Cheng & Kapteyn, Arie & Wansbeek, Tom, 1984. "Latent variable models in econometrics," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 23, pages 1321-1393 Elsevier.
    4. Sevestre, P. & Trognon, A., 1985. "A note on autoregressive error components models," Journal of Econometrics, Elsevier, vol. 28(2), pages 231-245, May.
    5. Merckens, Arjen & Wansbeek, Tom, 1989. "Formula manipulation in statistics on the computer: Evaluating the expectation of higher-degree functions of normally distributed matrices," Computational Statistics & Data Analysis, Elsevier, vol. 8(2), pages 189-200, July.
    6. Ghosh, Damayanti, 1989. "Maximum likelihood estimation of the dynamic shock-error model," Journal of Econometrics, Elsevier, vol. 41(1), pages 121-143, May.
    7. Zvi Griliches & Jerry A. Hausman, 1984. "Errors in Variables in Panel Data," NBER Technical Working Papers 0037, National Bureau of Economic Research, Inc.
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    Cited by:
    1. Stefan Dercon & Pramila Krishnan, 2000. "In Sickness and in Health: Risk Sharing within Households in Rural Ethiopia," Journal of Political Economy, University of Chicago Press, vol. 108(4), pages 688-727, August.

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