search query: @author Raj, B. / total: 5
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| Author: | Baltagi, B. H. Raj, B. |
| Title: | A survey of recent theoretical developments in the econometrics of panel data |
| Journal: | Empirical Economics
1992 : VOL. 17:1, p. 85-109 |
| Index terms: | PANEL DATA SURVEYS THEORIES |
| Language: | eng |
| Abstract: | This paper brings together a number of recent developments in the econometrics of panel data with a special focus on the error component model. The authors discuss recent advances in its estimation under heteroscedasticity, serial correlation, and a general variance-covariance matrix. The extensions of this model to the seemingly unrelated regressions case, and the simultaneous equations case are also surveyed, as well as the dynamic case and the incomplete panel data case. |
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