Simultaneous Error Components Models When Panel Data are Incomplete

Laszlo Matyas and Laszlo Lovrics

No 267299, Department of Econometrics and Business Statistics Working Papers from Monash University, Department of Econometrics and Business Statistics

Abstract: The purpose of this paper is to investigate the loss of efficiency of the simultaneous error components model's estimators in the case of incomplete panels. The static and the dynamic cases were analysed, when from a panel data base those individuals are dropped for which the observations are not complete.

Keywords: Research; Methods/Statistical; Methods (search for similar items in EconPapers)
Pages: 16
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Persistent link: https://EconPapers.repec.org/RePEc:ags:monebs:267299

DOI: 10.22004/ag.econ.267299

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