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How is generalized least squares related to within and between estimators in unbalanced panel data?

Author

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  • Biorn,E.

    (University of Oslo, Department of Economics)

Abstract

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Suggested Citation

  • 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.
    • Handle: RePEc:hhs:osloec:2001_006
    as

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    File URL: http://www.sv.uio.no/econ/english/research/unpublished-works/working-papers/pdf-files/2001/Memo-06-2001.pdf
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    References listed on IDEAS

    as
    1. Boozer, Michael A., 1997. "Econometric Analysis of Panel DataBadi H. Baltagi Wiley, 1995," Econometric Theory, Cambridge University Press, vol. 13(5), pages 747-754, October.
    2. Biorn,E., 1999. "Estimating regression systems from unbalanced panel data : a stepwise maximum likelihood procedure," Memorandum 20/1999, Oslo University, Department of Economics.
    3. 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)

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    Cited by:

    1. Ron Bird & Lorenzo Casavecchia, 2011. "Conditional style rotation model on enhanced value and growth portfolios: The European experience," Journal of Asset Management, Palgrave Macmillan, vol. 11(6), pages 375-390, February.

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    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

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