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Estimating regression systems from unbalanced panel data : a stepwise maximum likelihood procedure

Author

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  • Biorn,E.

    (University of Oslo, Department of Economics)

Abstract

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Suggested Citation

  • Biorn,E., 1999. "Estimating regression systems from unbalanced panel data : a stepwise maximum likelihood procedure," Memorandum 20/1999, Oslo University, Department of Economics.
  • Handle: RePEc:hhs:osloec:1999_020
    as

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    File URL: http://www.sv.uio.no/econ/english/research/unpublished-works/working-papers/pdf-files/1999/Memo-20-1999.pdf
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    References listed on IDEAS

    as
    1. Baltagi, Badi H, 1980. "On Seemingly Unrelated Regressions with Error Components," Econometrica, Econometric Society, vol. 48(6), pages 1547-1551, September.
    2. Magnus, J.R., 1982. "Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood," Other publications TiSEM 9ffb33fe-f5af-470f-b405-f, Tilburg University, School of Economics and Management.
    3. Magnus, Jan R., 1982. "Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood," Journal of Econometrics, Elsevier, vol. 19(2-3), pages 239-285, August.
    4. Oberhofer, W & Kmenta, J, 1974. "A General Procedure for Obtaining Maximum Likelihood Estimates in Generalized Regression Models," Econometrica, Econometric Society, vol. 42(3), pages 579-590, May.
    5. Avery, Robert B, 1977. "Error Components and Seemingly Unrelated Regressions," Econometrica, Econometric Society, vol. 45(1), pages 199-209, January.
    6. Wansbeek, Tom & Kapteyn, Arie, 1989. "Estimation of the error-components model with incomplete panels," Journal of Econometrics, Elsevier, vol. 41(3), pages 341-361, July.
    7. Baltagi, Badi H., 1985. "Pooling cross-sections with unequal time-series lengths," Economics Letters, Elsevier, vol. 18(2-3), pages 133-136.
    Full references (including those not matched with items on IDEAS)

    Citations

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    Cited by:

    1. Biorn,E., 2001. "How is generalized least squares related to within and between estimators in unbalanced panel data?," Memorandum 06/2001, Oslo University, Department of Economics.
    2. Sandra Rozo & Diego Vásquez & Dairo Estrada, 2008. "An Industrial Organization Analysis for the Colombian Banking System," BORRADORES DE ECONOMIA 005001, BANCO DE LA REPÚBLICA.

    More about this item

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
    • C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models

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