Estimating SUR system with random coefficients: the unbalanced panel data case
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DOI: 10.1007/s00181-013-0753-y
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- Biørn, Erik, 2012. "Estimating SUR Systems with Random Coefficients: The Unbalanced Panel Data Case," Memorandum 22/2012, Oslo University, Department of Economics.
References listed on IDEAS
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More about this item
Keywords
Panel data; Unbalanced data; Random coefficients ; Heterogeneity; Regression systems; Iterated maximum likelihood; C33; C51; C63; D24;All these keywords.
JEL classification:
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- D24 - Microeconomics - - Production and Organizations - - - Production; Cost; Capital; Capital, Total Factor, and Multifactor Productivity; Capacity
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