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Estimation of the error-components model with incomplete panels

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  • Wansbeek, T.J.
  • Kapteyn, A.J.

    (Tilburg University, School of Economics and Management)

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  • Wansbeek, T.J. & Kapteyn, A.J., 1990. "Estimation of the error-components model with incomplete panels," Other publications TiSEM cce8fcd9-a6dc-4cab-83b7-5, Tilburg University, School of Economics and Management.
  • Handle: RePEc:tiu:tiutis:cce8fcd9-a6dc-4cab-83b7-5dac88041a45
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    1. Hausman, Jerry A & Wise, David A, 1977. "Social Experimentation, Truncated Distributions, and Efficient Estimation," Econometrica, Econometric Society, vol. 45(4), pages 919-938, May.
    2. Wansbeek, Tom & Kapteyn, Arie, 1982. "A Class of Decompositions of the Variance-Covariance Matrix of a Generalized Error Components Model," Econometrica, Econometric Society, vol. 50(3), pages 713-724, May.
    3. Taylor, William E, 1977. "Small Sample Properties of a Class of Two Stage Aitken Estimators," Econometrica, Econometric Society, vol. 45(2), pages 497-508, March.
    4. van Damme, Eric, 1989. "Renegotiation-proof equilibria in repeated prisoners' dilemma," Journal of Economic Theory, Elsevier, vol. 47(1), pages 206-217, February.
    5. Swarnjit Arora, 1973. "Error Components Regression Models and Their Applications," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 2, number 4, pages 451-461, National Bureau of Economic Research, Inc.
    6. Marini, Giancarlo & van der Ploeg, Frederick, 1988. "Monetary and Fiscal Policy in an Optimising Model with Capital Accumulation and Finite Lives," Economic Journal, Royal Economic Society, vol. 98(392), pages 772-786, September.
    7. C. B. Mulder & F. Van Der Ploeg, 1986. "Trade Unions, Investment and Employment in a Small Open Economy : A Dutch Perspective," Discussion Papers (REL - Recherches Economiques de Louvain) 1986036, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    8. van der Ploeg, Frederick, 1988. "Monetary and Fiscal Policy in Interdependent Economies with Capital Accumulation, Death and Population Growth," CEPR Discussion Papers 270, C.E.P.R. Discussion Papers.
    9. Swarnjit S. Arora, 1973. "Error Components Regression Models and Their Applications," NBER Working Papers 0003, National Bureau of Economic Research, Inc.
    10. Balestra, Pietro, 1973. "Best quadratic unbiased estimators of the variance-covariance matrix in normal regression," Journal of Econometrics, Elsevier, vol. 1(1), pages 17-28, March.
    11. Fair, Ray C, 1977. "A Note on the Computation of the Tobit Estimator," Econometrica, Econometric Society, vol. 45(7), pages 1723-1727, October.
    12. Amemiya, Takeshi, 1971. "The Estimation of the Variances in a Variance-Components Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 12(1), pages 1-13, February.
    13. Wallace, T D & Hussain, Ashiq, 1969. "The Use of Error Components Models in Combining Cross Section with Time Series Data," Econometrica, Econometric Society, vol. 37(1), pages 55-72, January.
    14. Baltagi, Badi H., 1985. "Pooling cross-sections with unequal time-series lengths," Economics Letters, Elsevier, vol. 18(2-3), pages 133-136.
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