A comparative study of alternative estimators for the unbalanced two‐way error component regression model-Reference-Cited by-同舟云学术

A comparative study of alternative estimators for the unbalanced two‐way error component regression model

Published:2002-12-01 Issue:2 Volume:5 Page:480-493
ISSN:1368-4221
Container-title:The Econometrics Journal
language:en
Short-container-title:

Author:

Baltagi Badi H.¹,Song Seuck H.¹,Jung Byoung C.¹

Affiliation:

1. † Department of Economics, Texas A&M University, College Station, Texas, 77843‐4228, USA. E‐mail:badi@econ.tamu.edu, ssong@mail.korea.ac.kr‡Department of Economics, Korea University, Sungbuk‐Ku, Seoul, 136‐701, Korea. E‐mail:bcjung@kustat.korea.ac.kr

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics

Link

http://academic.oup.com/ectj/article-pdf/5/2/480/25964531/ectj0480.pdf

Reference15 articles.

1. On two measures of unbalancedness in a one‐way model and their relation to efficiency;Ahrens;Biometric Journal,1981

2. The estimation of variances in a variance components model;Amemiya;International Economic Review,1971

3. Testing for random individual and time effects using unbalanced panel data;Baltagi;Advances in Econometrics,1998

4. Restricted maximum likelihood (REML), estimation of variance components in the mixed model;Corbeil;Technometrics,1976

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