SIMULTANEOUS EQUATIONS WITH INCOMPLETE PANELS

B-Tier
Journal: Econometric Theory
Year: 2000
Volume: 16
Issue: 2
Pages: 269-279

Authors (2)

Baltagi, Badi H. (Syracuse University) Chang, Young-Jae (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper compares the performance of several single and system estimators of a two equation simultaneous model with unbalanced panel data. The Monte Carlo design varies the degree of unbalancedness in the data and the variance components ratio due to the individual effects. One useful result for applied researchers is that the feasible error components 2SLS and 3SLS procedures based on simple ANOVA type estimators of the variance components perform well with incomplete panels and are recommended in practice.

Technical Details

RePEc Handle
repec:cup:etheor:v:16:y:2000:i:02:p:269-279_16
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-24