Efficient Estimation Using Panel Data

Trevor S. Breusch, Grayham E. Mizon, Peter Schmidt

Econometrica, 1989. DOI 10.2307/1911060

Has this study been replicated?

The atlas records 1 reproduction of this study. Recorded outcomes: 1 failed.

On efficient estimation with panel data: An empirical comparison of instrumental variables estimators, Baltagi & Khanti‐Akom (1990). Journal of Applied Econometrics. Outcome recorded: computational issues, robustness challenges. Corrections on the CR data set lead to changes in the legitimate set of instruments, when the time dummies are excluded from the regression, and to much lower empirical gains in efficiency than those reported in CR. Read from abstract. View paper

Breusch, T. S., Mizon, G. E., & Schmidt, P. (1989). Efficient Estimation Using Panel Data. Econometrica, 57(3), 695. https://doi.org/10.2307/1911060