Some Remarks on Restricted Panel Data Model
DOI:
https://doi.org/10.24297/jam.v13i2.6040Keywords:
Panel Data Model, Maximum Likelihood Method, Constrained Model, Restricted Maximum Likelihood Method, Likelihood Ratio TestAbstract
In this paper , we investigate some remarks on panel data model with linear constraints on the coefficients of the random panel data model. Furthermore, it investigates the inferences . The restricted maximum likelihood method is employed to making inferences on the random panel data model.
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References
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Econometrics,4,47;doi:10.3390/econometrics 4040047, (2016).
[2] Baltagi , badi, †Econometric Analysis of panel data “ , John Wily & Sons Inc. third edition , (2005).
[3] Bun ,Maurice J.G. and Carree, Martin A., "Bias corrected estimation in dynamic panel data model with
heteroscedasticity ",UVA Econometrics, (2005).
[4] Elhorst,J. Paul, "panel data models extended to spatial error autocorrelation or spatially lagged dependent variable "university of Groningen(2001).
[5] Feng ,Gao, Jiti , Peng Bin and Zhang ,Xiaohui ," a varying coefficient panel data model with fixed effects ",ISSN 1440-771X, Monash University,(2015).
[6] Frees , Edward W. "Longitudinal and Panel Data: Analysis and Applications for the Social Sciences" This draft is partially funded by the Fortis Health Insurance Professorship of Actuarial Science. Cambridge University Press(2004) .
[7] Gorgens ,Tue, Skeels, Christopher L. and Wurtz , Allan H., "efficient estimation of nonlinear dynamic panel data models with application to smooth transition models",(2008).'
[8] Hurlin ,Christophe, " testing granger causality in heterogeneous panel data model with fixed coefficients " , university Paris , (2004) .
[9] Husio, Cheng, “ Analysis of panel data “ ,second edition, Cambridge university Press, (2003).
[10] Lewis, John R.," Bayesian Restricted Likelihood Method " ,Technical Report No. 878,(2014).
[11] Rao, C. Rad hakrishna and Toutenburg,Helge,"Linear Models Least Squares and Alternatives", Second edition, springer,(1999).
[12] Rencher , Alvin C. and Schaalje, G. Bruce, “ Linear Models in Statistics “ ,second edition, Wiley-Interscience, A John Wiley & Sons ,Inc., Publication,(2008).
[13] Sun, Jianguo & Zhao, Xingqiu , “ Statistical Analysis of Panel Count Data “, Springer , (2013).
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Published
2017-04-20
How to Cite
Abdulsamad, S. Y., & Mohaisen, A. J. (2017). Some Remarks on Restricted Panel Data Model. JOURNAL OF ADVANCES IN MATHEMATICS, 13(2), 7168–7175. https://doi.org/10.24297/jam.v13i2.6040
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