Advanced Search
MyIDEAS: Login to save this paper or follow this series

- Un Estudio Comparativo Del Estimador De Mínimos Cuadrados Generalizados Para Modelos De Panel

Contents:

Author Info

  • Elena Casquel

    ()
    (Universidad Miguel Hernández)

  • Ezequiel Uriel Jiménez

    ()
    (Instituto Valenciano de Investigaciones Económicas)

Abstract

In this paper we make a comparative study of Generalized Least Squares Estimators used by the programs LIMDEP, RATS and TSP for panel data models. In adittion, we analize Hausman test computed by these programs. Monte Carlo experiments are applied in two di¤erents models: models where it is assumed that individual e¤ects and explanatory variables are independent and models where this assumption is relaxed. Futhermore, we use control variates in order to improve the precision of the experiment reducing the number of replications. En este artículo se realiza un estudio comparativo de los estimadores por Mínimos Cuadrados Generalizados y del contraste de Hausman para modelos de datos de panel aplicados por los programas LIMDEP, RATS y TSP. Con este objetivo se han llevado a cabo experimentos de Montecarlo en modelos en los que no existe correlación entre el componente individual y los regresores y para modelos en los que sí existe correlación. En la realización de los experimentos de Montecarlo se han utilizado variables control, con el objeto de aumentar la eficiencia del experimento con un menor número de iteraciones. Palabras clave: Mínimos Cuadrados Generalizados, datos de panel, experimentos de Montecarlo.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://www.ivie.es/downloads/docs/wpasec/wpasec-2000-12.pdf
File Function: Fisrt version / Primera version, 2000
Download Restriction: no

Bibliographic Info

Paper provided by Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) in its series Working Papers. Serie EC with number 2000-12.

as in new window
Length: 29 pages
Date of creation: Jul 2000
Date of revision:
Publication status: Published by Ivie
Handle: RePEc:ivi:wpasec:2000-12

Contact details of provider:
Postal: C/ Guardia Civil, 22, Esc 2a, 1o, E-46020 VALENCIA
Phone: +34 96 319 00 50
Fax: +34 96 319 00 55
Email:
Web page: http://www.ivie.es/
More information through EDIRC

Related research

Keywords: Mínimos Cuadrados Generalizados; datos de panel; experimentos de Montecarlo. Generalized Least Squares Estimators; Panel Data; Monte Carlo Experiments.;

References

No references listed on IDEAS
You can help add them by filling out this form.

Citations

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:ivi:wpasec:2000-12. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Departamento de Edición).

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.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with 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 profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.