Analysis of panel data models with grouped observations
| dc.contributor.author | Rivero Rodríguez, Carlos | |
| dc.contributor.author | Valdés Sánchez, Teófilo | |
| dc.date.accessioned | 2023-06-20T10:33:19Z | |
| dc.date.available | 2023-06-20T10:33:19Z | |
| dc.date.issued | 2008 | |
| dc.description | 5th International Conference on Probability and Statistics, Probastat, JUN 05-09, 2006, Smolenice, SLOVAKIA | |
| dc.description.abstract | We present an iterative estimation procedure to estimate panel data models when some observations are missed or grouped with arbitrary classification intervals. The analysis is carried out from the perspective of panel data models, in which the error terms may follow an arbitrary distribution. We propose an easy-to-implement algorithm to estimate all of the model parameters and the asymptotic stochastic properties of the resulting estimate are investigated as the number of individuals and the number of time periods increase. | |
| dc.description.department | Depto. de Estadística e Investigación Operativa | |
| dc.description.faculty | Fac. de Ciencias Matemáticas | |
| dc.description.refereed | TRUE | |
| dc.description.sponsorship | Spanish Ministry of Education and Science | |
| dc.description.sponsorship | EUROSTAT | |
| dc.description.status | pub | |
| dc.eprint.id | https://eprints.ucm.es/id/eprint/20196 | |
| dc.identifier.issn | 1210-3195 | |
| dc.identifier.officialurl | https://www.sav.sk/journals/uploads/0916110419-05r-v.pdf | |
| dc.identifier.relatedurl | http://www.sav.sk/ | |
| dc.identifier.uri | https://hdl.handle.net/20.500.14352/50487 | |
| dc.journal.title | Tatra Mountains mathematical publications | |
| dc.language.iso | eng | |
| dc.page.final | 191 | |
| dc.page.initial | 183 | |
| dc.publisher | Slovak Academy Sciences Mathematical Institute | |
| dc.relation.projectID | MTM2004-05776 | |
| dc.relation.projectID | 9.242.010 | |
| dc.rights.accessRights | open access | |
| dc.subject.cdu | 519.2 | |
| dc.subject.keyword | panel data | |
| dc.subject.keyword | grouped or missed data | |
| dc.subject.keyword | mean-based imputations | |
| dc.subject.keyword | asymptotic results | |
| dc.subject.keyword | European Community Household Panel | |
| dc.subject.ucm | Estadística matemática (Matemáticas) | |
| dc.subject.unesco | 1209 Estadística | |
| dc.title | Analysis of panel data models with grouped observations | |
| dc.type | journal article | |
| dc.volume.number | 39 | |
| dcterms.references | HSIAO, C.: Analysis of Panel Data, University Press, Cambridge, 2003. KALTON, G.—KASPRZYK, D.—MCMILLEN, D. B.: Nonsampling Errors in Panel Surveys, Panel Surveys, (D. Kasprzyk, G. Duncan, G. Kalton, M. P. Singh, eds.), John Wiley, New York, 1989. LANGE, K.: Numerical Analysis for Statisticians, Statistics and Computing, Springer-Verlag, New York, 1999. LITTLE, R. J. A.—RUBIN, D. B.: Statistical Analysis with Missing Data, Wiley Series in Probab. and Math. Statist.: Applied Probability and Statistics, John Willey & Sons, New York, 1987. MCLACHLAN, G. J.—KRISHNAN, T.: The EM Algorithm and Extensions, Wiley Series in Probab. and Math. Statist., Applied Probability and Statistics, John Willey & Sons, New York, 1997. TANNER, M. A.: Tools for Statistical Inference: Methods for the Exploration of Posterior Distributions and Likelihood Functions, Springer Series in Statist., Springer-Verlag, New York, 1993. VERBEEK, M.—NIJMAN, T.: Incomplete Panels and Selection Bias, The Econometrics of Panel Data: Handbooks of Theory and Applications, (L. Matyas, P. Sevestre, eds.), Kluwer Academic Publishers. Dordrecht, London, 1992 | |
| dspace.entity.type | Publication | |
| relation.isAuthorOfPublication | 57155156-5c76-4da2-9777-5ab79884445c | |
| relation.isAuthorOfPublication.latestForDiscovery | 57155156-5c76-4da2-9777-5ab79884445c |
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