RT Journal Article
T1 Analysis of panel data models with grouped observations
A1 Rivero Rodríguez, Carlos
A1 Valdés Sánchez, Teófilo
AB 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.
PB Slovak Academy Sciences Mathematical Institute
SN 1210-3195
YR 2008
FD 2008
LK https://hdl.handle.net/20.500.14352/50487
UL https://hdl.handle.net/20.500.14352/50487
LA eng
NO 5th International Conference on Probability and Statistics, Probastat, JUN 05-09, 2006, Smolenice, SLOVAKIA
NO Spanish Ministry of Education and Science
NO EUROSTAT
DS Docta Complutense
RD 10 abr 2025