Scholarlink

This chapter presents in detail 2TSF models with panel data. We develop both a fixed-effects model and a random-effects one, and we also show how individual heterogeneity can be introduced in the spirit of Chap. 8 . Detailed guidance is given for the two-stage estimation procedure that is required. The empirical application of the chapter compares the performance of the models.

错误：搜索内容不能为空，请输入英文关键词
错误：关键词超出字数限制，请精简
高级检索

2TSF Panel Data Models

  • 章节

  • 发表日期：

    2025年

查看全文
  • Alecos Papadopoulos,
  • Christopher F. Parmeter

摘要

This chapter presents in detail 2TSF models with panel data. We develop both a fixed-effects model and a random-effects one, and we also show how individual heterogeneity can be introduced in the spirit of Chap. 8 . Detailed guidance is given for the two-stage estimation procedure that is required. The empirical application of the chapter compares the performance of the models.