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Error Components Models

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The Econometrics of Panel Data

Part of the book series: Advanced Studies in Theoretical and Applied Econometrics ((ASTA,volume 28))

Abstract

In this chapter we discuss the error components model — probably the most commonly used approach of modelling economic relationships using panel data.

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Authors
  1. Laszlo Matyas
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Editor information

Editors and Affiliations

  1. Monash University, Melbourne, Australia

    László Mátyás

  2. Budapest University of Economics, Hungary

    László Mátyás

  3. Université de Paris-Val-de-Marne and INSEE, France

    Patrick Sevestre

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© 1992 Kluwer Academic Publishers

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Matyas, L. (1992). Error Components Models. In: Mátyás, L., Sevestre, P. (eds) The Econometrics of Panel Data. Advanced Studies in Theoretical and Applied Econometrics, vol 28. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-0375-3_4

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  • DOI: https://doi.org/10.1007/978-94-009-0375-3_4

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-94-010-6655-6

  • Online ISBN: 978-94-009-0375-3

  • eBook Packages: Springer Book Archive

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