Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods

1 November 1983

journal article
Published by JSTOR in Econometrica

Vol. 51 (6) , 1635
https://doi.org/10.2307/1912110

Abstract

This paper advocates the use of simultaneous equations estimators (especially LIML) to estimate dynamic random effects models from panel data. The methods are f...

Keywords

DATA COVERING
PANEL DATA
DYNAMIC RANDOM EFFECTS
ESTIMATING DYNAMIC RANDOM

This publication has 0 references indexed in Scilit: