Showing 1 - 6 of 6
With the increased availability of longitudinal data, dynamic panel data models have become commonplace. Moreover, the properties of various estimators of such models are well known. However, we show that these estimators breakdown when the data are irregularly spaced along the time dimension....
Persistent link: https://www.econbiz.de/10010643100
With the increased availability of longitudinal data, dynamic panel data models have become commonplace. Moreover, the properties of various estimators of such models are well known. However, we show that these estimators breakdown when the data are irregularly spaced along the time dimension....
Persistent link: https://www.econbiz.de/10010319485
Persistent link: https://www.econbiz.de/10011862197
Persistent link: https://www.econbiz.de/10011897665
With the increased availability of longitudinal data, dynamic panel data models have become commonplace. Moreover, the properties of various estimators of such models are well known. However, we show that these estimators breakdown when the data are irregularly spaced along the time dimension....
Persistent link: https://www.econbiz.de/10009739581
Basmann (Basmann, R.L., 1957, A generalized classical method of linear estimation of coefficients in a structural equation. Econometrica 25, 77-83; Basmann, R.L., 1959, The computation of generalized classical estimates of coefficients in a structural equation. Econometrica 27, 72-81) introduced...
Persistent link: https://www.econbiz.de/10011594466