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dc.contributor.authorBiørn, Eriken
dc.date.accessioned2012-09-20T13:10:59Z-
dc.date.available2012-09-20T13:10:59Z-
dc.date.issued1999-
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
dc.language.isoengen
dc.publisher|aUniversity of Oslo, Department of Economics |cOsloen
dc.relation.ispartofseries|aMemorandum |x1999,27en
dc.subject.jelC13en
dc.subject.jelC23en
dc.subject.jelC33en
dc.subject.ddc330en
dc.subject.keywordPanel Dataen
dc.subject.keywordUnbalanced Panelsen
dc.subject.keywordRandom Coefficientsen
dc.subject.keywordHeterogeneityen
dc.subject.keywordRegression Equation Systemsen
dc.subject.keywordMaximum Likelihooden
dc.subject.stwRegressionen
dc.subject.stwPanelen
dc.subject.stwTheorieen
dc.subject.stwZufallsvariableen
dc.titleRandom coefficients in regression equation systems: The case with unbalanced panel data-
dc.typeWorking Paperen
dc.identifier.ppn323424570en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen

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