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dc.contributor.authorBiørn, Eriken_US
dc.date.accessioned2012-09-20T13:10:59Z-
dc.date.available2012-09-20T13:10:59Z-
dc.date.issued1999en_US
dc.identifier.urihttp://hdl.handle.net/10419/62977-
dc.description.abstractWe consider a framework for analyzing panel data characterized by: (i) a system of regressions equations, (ii) random individual heterogeneity in both intercepts and slope coefficients, and (iii) unbalanced panel data, i.e., panel data where the individual time series have unequal length. A Maximum Likelihood (ML) procedure for joint estimation of all parameters is described. Since it is complicated to implement in numerical calculations, we consider simplified procedures, in particular for estimating the covariance matrices of the random coefficients. An algorithm for modified ML estimation of all parameters is presented.en_US
dc.language.isoengen_US
dc.publisherDep. of Economics, Univ. of Oslo Osloen_US
dc.relation.ispartofseriesMemorandum, Department of Economics, University of Oslo 1999,27en_US
dc.subject.jelC13en_US
dc.subject.jelC23en_US
dc.subject.jelC33en_US
dc.subject.ddc330en_US
dc.subject.keywordPanel Dataen_US
dc.subject.keywordUnbalanced Panelsen_US
dc.subject.keywordRandom Coefficientsen_US
dc.subject.keywordHeterogeneityen_US
dc.subject.keywordRegression Equation Systemsen_US
dc.subject.keywordMaximum Likelihooden_US
dc.subject.stwRegressionen_US
dc.subject.stwPanelen_US
dc.subject.stwTheorieen_US
dc.subject.stwZufallsvariableen_US
dc.titleRandom coefficients in regression equation systems: The case with unbalanced panel dataen_US
dc.typeWorking Paperen_US
dc.identifier.ppn323424570en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen_US
Appears in Collections:Memorandum, Department of Economics, University of Oslo

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