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A Note on the Estimation of Simultaneous Equations with Error Components

Baltagi, Badi H.; Li, Qi - In: Econometric Theory 8 (1992) 01, pp. 113-119

Baltagi [3] derived 2SLS and 3SLS analogues for a simultaneous equation model with error components. These were denoted by EC2SLS and EC3SLS. More recently, Balestra and Varadharajan-Krishnakumar [1] derived alternative 2SLS and 3SLS analogues; these were denoted by G2SLS and G3SLS. This note...

Persistent link: https://www.econbiz.de/10008739790

An Approximate Transformation for the Error Component Model with MA(q) Disturbances

Baltagi, Badi H.; Li, Qi - In: Econometric Theory 8 (1992) 04, pp. 582-583

Persistent link: https://www.econbiz.de/10008739938

A Comparison of Variance Components Estimators Using Balanced Versus Unbalanced Data

Baltagi, Badi H.; Li, Qi - In: Econometric Theory 6 (1990) 02, pp. 283-285

Persistent link: https://www.econbiz.de/10005610383

ML Estimation of Linear Regression Model with AR(1) Errors and Two Observations

Baltagi, Badi H.; Li, Qi - In: Econometric Theory 11 (1995) 03, pp. 641-642

Persistent link: https://www.econbiz.de/10005610407

An Approximate Transformation for the Error Component Model with MA(q) Disturbances

Baltagi, Badi H.; Li, Qi - In: Econometric Theory 9 (1993) 04, pp. 692-694

Persistent link: https://www.econbiz.de/10005610424

On instrumental variable estimation of semiparametric dynamic panel data models

Baltagi, Badi H.; Li, Qi - In: Economics Letters 76 (2002) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10005275459

Testing AR(1) against MA(1) disturbances in an error component model

Baltagi, Badi H.; Li, Qi - In: Journal of Econometrics 68 (1995) 1, pp. 133-151

Persistent link: https://www.econbiz.de/10005285532

Monte Carlo evidence on panel data regressions with AR(1) disturbances and an arbitrary variance on the initial observations

Baltagi, Badi H.; Chang, Young-Jae; Li, Qi - In: Journal of Econometrics 52 (1992) 3, pp. 371-380

Persistent link: https://www.econbiz.de/10005228836

A monotonic property for iterative GLS in the two-way random effects model

Baltagi, Badi H.; Li, Qi - In: Journal of Econometrics 53 (1992) 1-3, pp. 45-51

Persistent link: https://www.econbiz.de/10005238983

Monte Carlo results on several new and existing tests for the error component model

Baltagi, Badi H.; Chang, Young-Jae; Li, Qi - In: Journal of Econometrics 54 (1992) 1-3, pp. 95-120

Persistent link: https://www.econbiz.de/10005238998

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