EconStor >
University of Oslo >
Department of Economics, University of Oslo >
Memorandum, Department of Economics, University of Oslo >

Please use this identifier to cite or link to this item:

http://hdl.handle.net/10419/63162
  

Full metadata record

DC FieldValueLanguage
dc.contributor.authorBiørn, Eriken_US
dc.date.accessioned2012-09-20T13:16:12Z-
dc.date.available2012-09-20T13:16:12Z-
dc.date.issued1999en_US
dc.identifier.urihttp://hdl.handle.net/10419/63162-
dc.description.abstractIn this paper, we consider the formulation and estimation of systems of regression equations with random individual effects in the intercept terms from unbalanced panel data, i.e., panel data where the individual time series have unequal length. Generalized Least Squares (GLS) estimation and Maximum Likelihood (ML) estimation are discussed. A stepwise algorithm for solving the ML problem is developed.en_US
dc.language.isoengen_US
dc.publisherDep. of Economics, Univ. of Oslo Osloen_US
dc.relation.ispartofseriesMemorandum, Department of Economics, University of Oslo 1999,20en_US
dc.subject.jelC13en_US
dc.subject.jelC23en_US
dc.subject.jelC33en_US
dc.subject.jelen_US
dc.subject.ddc330en_US
dc.subject.keywordPanel Dataen_US
dc.subject.keywordUnbalanced panelsen_US
dc.subject.keywordRegression equation systems.en_US
dc.subject.keywordMaximum Likelihooden_US
dc.subject.keywordHeterogeneityen_US
dc.subject.keywordCovariance estimationen_US
dc.subject.stwRegressionen_US
dc.subject.stwPanelen_US
dc.subject.stwTheorieen_US
dc.subject.stwMaximum-Likelihood-Methodeen_US
dc.subject.stwKorrelationen_US
dc.titleEstimating regression systems from unbalanced panel data: A stepwise maximum likelihood procedureen_US
dc.typeWorking Paperen_US
dc.identifier.ppn323423752en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen_US
Appears in Collections:Memorandum, Department of Economics, University of Oslo

Files in This Item:
File Description SizeFormat
323423752.pdf290.32 kBAdobe PDF
No. of Downloads: Counter Stats
Show simple item record
Download bibliographical data as: BibTeX

Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.