| Автор | Verbeek, Marno |
| Дата выпуска | 1995 |
| dc.description | In a panel data model with fixed individual effects, a number of alternative transformations are available to eliminate these effects such that the slope parameters can be estimated from ordinary least squares on transformed data. In this note we show that each transformation leads to algebraically the same estimator if the transformed data are used efficiently (i.e. if GLS is applied). If OLS is used, however, differences may occur and the routinely computed variances, even after degrees of freedom correction, are incorrect. In addition, it may matter whether “redundant” observations are used or not. |
| Формат | application.pdf |
| Издатель | Marcel Dekker, Inc. |
| Копирайт | Copyright Taylor and Francis Group, LLC |
| Тема | Panel Data |
| Тема | Fixed Effects Models |
| Название | Alternative transformations to eliminate fixed effects |
| Тип | research-article |
| DOI | 10.1080/07474939508800315 |
| Electronic ISSN | 1532-4168 |
| Print ISSN | 0747-4938 |
| Журнал | Econometric Reviews |
| Том | 14 |
| Первая страница | 205 |
| Последняя страница | 211 |
| Аффилиация | Verbeek, Marno; Department of Econometrics and CentER, Tilburg University |
| Выпуск | 2 |
| Библиографическая ссылка | Amemiya, T. 1985. Advanced Econometrics, Oxford: Basis Blackwell. |
| Библиографическая ссылка | Griliches, Z. and Hausman, J. A. 1986. Errors in Variables in Panel Data. Journal of Econometrics, 31: 93–118. |
| Библиографическая ссылка | Hsiao, C. 1986. Analysis of Panel Data, Cambridge University Press. |
