BC Bootstrap Confidence Intervals for Random Effects Panel Data Models

We study the application of bootstrap procedures to the problem of constructing confidence intervals for the coefficients of random effects panel data models, based on GLS point estimation. The central problem is the one of adequately resampling from the estimated residuals of the model, avoiding violations of the structural features of the random shocks.

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Year of publication:	2004-01-14
Authors:	Carvajal, Andrés
Institutions:	FUNDACIÓN PONDO

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Series:	INVESTIGACIÓN ECONÓMICA EN COLOMBIA.
Type of publication:	Book / Working Paper
Notes:	1 pages long
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005466598