Efficient estimation of multi-level models with strictly exogenous explanatory variables

Yimin Yang

Economics Letters, 2021, vol. 198, issue C

Abstract: This paper shows that several moment redundancy results developed for panel data models continue to hold for multi-level models with strict exogenous explanatory variables, which establishes the efficiency of some estimators for multi-level linear models.

Keywords: Efficiency; Multi-level; Strict exogeneity; Redundancy (search for similar items in EconPapers)
JEL-codes: C13 C23 (search for similar items in EconPapers)
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:198:y:2021:i:c:s0165176520304274

DOI: 10.1016/j.econlet.2020.109667

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