BC Bootstrap Confidence Intervals for Random Effects Panel Data Models

Andrés Carvajal

No 2061, Investigación Económica en Colombia from Fundación Pondo

Abstract: We study the application of bootstrap procedures to the problem of constructing confidence intervals for the coefficients of random effects panel data models, based on GLS point estimation. The central problem is the one of adequately resampling from the estimated residuals of the model, avoiding violations of the structural features of the random shocks.

Pages: 14
Date: 2004-01-14
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Persistent link: https://EconPapers.repec.org/RePEc:col:000100:002061

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