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Cost-Effective Estimation of the Population Mean Using Prediction Estimators
Fujii, Tomoki - 2013
This paper considers the prediction estimator as an efficient estimator for the population mean. The study may be viewed as an earlier study that proved that the prediction estimator based on the iteratively weighted least squares estimator outperforms the sample mean. The analysis finds that a...
Persistent link: https://www.econbiz.de/10011395792
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Cost-effective Estimation of the Population Mean Using Prediction Estimators
Fujii, Tomoki; Weide, Roy van der - 2013
This paper considers the prediction estimator as an efficient estimator for the population mean. The study may be viewed as an earlier study that proved that the prediction estimator based on the iteratively weighted least squares estimator outperforms the sample mean. The analysis finds that a...
Persistent link: https://www.econbiz.de/10012560114
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Cost-Effective Estimation of the Population Mean Using Prediction Estimators
Fujii, Tomoki - 2017
This paper considers the prediction estimator as an efficient estimator for the population mean. The study may be viewed as an earlier study that proved that the prediction estimator based on the iteratively weighted least squares estimator outperforms the sample mean. The analysis finds that a...
Persistent link: https://www.econbiz.de/10012974216
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Policy analysis using multilevel regression models with group interactive fixed effects
Gong, Zhenhao; Kim, Min Seong - 2024
Persistent link: https://www.econbiz.de/10014514120
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Estimation of fixed effects panel regression models with separable and nonseparable space-time filters
Lee, Lung-fei; Yu, Jihai - In: Journal of econometrics 184 (2015) 1, pp. 174-192
Persistent link: https://www.econbiz.de/10011326795
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Estimating SUR system with random coefficients : the unbalanced panel data case
Biørn, Erik - In: Empirical economics : a journal of the Institute for … 47 (2014) 2, pp. 451-468
Persistent link: https://www.econbiz.de/10010391164
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Maximum Likelihood Estimation and Inference for High Dimensional Nonlinear Factor Models with Application to Factor-Augmented Regressions
Wang, Fa - 2020
This paper reestablishes the main results in Bai (2003) and Bai and Ng (2006) for high dimensional nonlinear factor models, with slightly stronger conditions on the relative magnitude of N(number of subjects) and T(number of time periods). Factors and loadings are estimated by maximum...
Persistent link: https://www.econbiz.de/10012849457
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Two-Step Estimation of Panel Data Models with Censored Endogenous Variables and Selection Bias
Vella, Francis - 2006
This paper presents some two-step estimators for a wide range of parametric panel data models with censored endogenous … decomposition of the reduced form residuals. The panel nature of the data allows adjustment, and testing, for two forms of …
Persistent link: https://www.econbiz.de/10012783466
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On the Estimation of Panel Regression Models with Fixed Effects
Kruiniger, Hugo - 2002
This paper considers estimation of panel data models with fixed effects. First, we will show that a consistent … "unrestricted fixed effects" estimator does not exist for autoregressive panel data models with initial conditions. We will derive … widely used GMM estimators for the conditional AR(1) panel model are inconsistent under trending fixed effects sequences …
Persistent link: https://www.econbiz.de/10014120610
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Effects of public debt on inflation in developing economies of Asia : an empirical evidence based on panel differenced GMM regression and PMG estimation
Van Bon Nguyen - In: The empirical economics letters : a monthly … 14 (2015) 4, pp. 341-351
Persistent link: https://www.econbiz.de/10011418851