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Time Invariant Variables and Panel Data Models : A Generalised Frisch-Vaugh Theorem and its Implications

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Author Info
Jaya Krishnakumar
Abstract

Mundlak (1978) showed that when individual effects are correlated with the explanatory variables in an error component (EC) model, the GLS estimator is given by the within. In this paper we bring out some additional interesting properties of the within estimator in Mundlak’s model and go on to show that the within estimator remains valid in an extended EC model with time invariant variables and correlated specific effects. Adding an auxiliary regression to take account of possible correlation between the explanatory variables and the individual effects, we find that not only the elegant results obtained by Mundlak but also the above mentioned special features carry over to the extended case with interesting interpretations. We obtain these results using a generalised version of the Frisch-Waugh theorem, stated and proved in the paper. Finally, for both the EC models with and without time invariant variables we have shown that the estimates of the coefficients of the auxiliary variables can also be arrived at by following a two-step procedure.

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Publisher Info
Paper provided by Département d'Econométrie, Université de Genève in its series Cahiers du Département d'Econométrie with number 2004.01.

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Length: 17 pages
Date of creation: Dec 2003
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Handle: RePEc:gen:geneem:2004.01

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Keywords: panel data; error components; correlated effects; within estimator.;

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References listed on IDEAS
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  1. Breusch, Trevor S & Mizon, Grayham E & Schmidt, Peter, 1989. "Efficient Estimation Using Panel Data," Econometrica, Econometric Society, vol. 57(3), pages 695-700, May. [Downloadable!] (restricted)
  2. Denzil Fiebig & Robert Bartels, 1996. "The frisch-waugh theorem and generalized least squares," Econometric Reviews, Taylor and Francis Journals, vol. 15(4), pages 431-443. [Downloadable!] (restricted)
  3. Baltagi, Badi H., 1981. "Simultaneous equations with error components," Journal of Econometrics, Elsevier, vol. 17(2), pages 189-200, November. [Downloadable!] (restricted)
  4. Cornwell, Christopher & Schmidt, Peter & Wyhowski, Donald, 1992. "Simultaneous equations and panel data," Journal of Econometrics, Elsevier, vol. 51(1-2), pages 151-181. [Downloadable!] (restricted)
  5. Baltagi, Badi H. & Kr?mer, Walter, 1995. "A Mixed-Error Component Model," Econometric Theory, Cambridge University Press, vol. 11(01), pages 192-193, February. [Downloadable!]
  6. J. Hausman & W. E. Taylor, 1981. "Identification in Linear Simultaneous Equations Models with Covariance Restrictions: An Instrumental Variables Interpretation," Working papers 280, Massachusetts Institute of Technology (MIT), Department of Economics.
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