Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/63162 
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dc.contributor.authorBiørn, Eriken
dc.date.accessioned2012-09-20T13:16:12Z-
dc.date.available2012-09-20T13:16:12Z-
dc.date.issued1999-
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
dc.language.isoengen
dc.publisher|aUniversity of Oslo, Department of Economics |cOsloen
dc.relation.ispartofseries|aMemorandum |x1999,20en
dc.subject.jelC13en
dc.subject.jelC23en
dc.subject.jelC33en
dc.subject.jelen
dc.subject.ddc330en
dc.subject.keywordPanel Dataen
dc.subject.keywordUnbalanced panelsen
dc.subject.keywordRegression equation systems.en
dc.subject.keywordMaximum Likelihooden
dc.subject.keywordHeterogeneityen
dc.subject.keywordCovariance estimationen
dc.subject.stwRegressionen
dc.subject.stwPanelen
dc.subject.stwTheorieen
dc.subject.stwMaximum-Likelihood-Methodeen
dc.subject.stwKorrelationen
dc.titleEstimating regression systems from unbalanced panel data: A stepwise maximum likelihood procedure-
dc.typeWorking Paperen
dc.identifier.ppn323423752en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen

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