Unbiased estimation of the OLS covariance matrix when the errors are clustered

Authors: Boot, Tom, Niccodemi, Gianmaria, Wansbeek, Tom

Subject Terms: Economics - Econometrics

Access URL: http://arxiv.org/abs/2206.09644

Moment conditions for the quadratic regression model with measurement error

Authors: Meijer, Erik, Spierdijk, Laura, Wansbeek, Tom

Source: Econometric reviews. 41(7):749-774

Availability: http://explore.bl.uk/primo_library/libweb/action/display.do?tabs=detailsTab&gathStatTab=true&ct=display&fn=search&doc=ETOCvdc_100156962150.0x000001&indx=1&recIds=ETOCvdc_100156962150.0x000001

Celebrating 40 years of panel data analysis: Past, present and future

Authors: Sarafidis, Vasilis, Wansbeek, Tom

Source: Journal of econometrics. 220(2):215-226

Availability: http://explore.bl.uk/primo_library/libweb/action/display.do?tabs=detailsTab&gathStatTab=true&ct=display&fn=search&doc=ETOCvdc_100133520459.0x000001&indx=1&recIds=ETOCvdc_100133520459.0x000001

Consistent estimation of linear panel data models with measurement error

Authors: Meijer, Erik, Spierdijk, Laura, Wansbeek, Tom

Source: In Journal of Econometrics October 2017 200(2):169-180

Utility Covariances and Context Effects in Conjoint MNP Models

Authors: Haaijer, Rinus, Wedel, Michel, Vriens, Marco, Wansbeek, Tom

Source: Marketing Science, 1998 Jan 01. 17(3), 236-252.

Access URL: https://www.jstor.org/stable/193229

Interdependent Preferences: An Econometric Analysis

Authors: Kapteyn, Arie, Van de Geer, Sara, Van de Stadt, Huib, Wansbeek, Tom

Source: Journal of Applied Econometrics, 1997 Nov 01. 12(6), 665-686.

Access URL: https://www.jstor.org/stable/2285189

The estimation of multidimensional fixed effects panel data models

Authors: Balazsi, Laszlo, Matyas, Laszlo, Wansbeek, Tom

Source: Econometric reviews. 37(3):212-227

Availability: http://explore.bl.uk/primo_library/libweb/action/display.do?tabs=detailsTab&gathStatTab=true&ct=display&fn=search&doc=ETOCvdc_100063122629.0x000001&indx=1&recIds=ETOCvdc_100063122629.0x000001

The APT Model as Reduced-Rank Regression

Authors: Bekker, Paul, Dobbelstein, Pascal, Wansbeek, Tom

Source: Journal of Business & Economic Statistics, 1996 Apr 01. 14(2), 199-202.

Access URL: https://www.jstor.org/stable/1392431

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A New Estimator for Standard Errors with Few Unbalanced Clusters.

Authors: Niccodemi, Gianmaria¹ (AUTHOR) gianmaria.niccodemi@uni.lu, Wansbeek, Tom² (AUTHOR) t.j.wansbeek@rug.nl

Source: Econometrics (2225-1146). Mar2022, Vol. 10 Issue 1, p6-6. 7p.

Subject Terms: *Regression analysis, *Linear statistical models, Pocketknives

LIML in the static linear panel data model

Authors: Wansbeek, Tom, Prak, Dennis

Source: Econometric reviews. 36(1-3):385-395

Availability: http://explore.bl.uk/primo_library/libweb/action/display.do?tabs=detailsTab&gathStatTab=true&ct=display&fn=search&doc=ETOCvdc_100050467071.0x000001&indx=1&recIds=ETOCvdc_100050467071.0x000001

Fixed Effects Models

Authors: Balazsi, Laszlo, Matyas, Laszlo, Wansbeek, Tom

Source: Advanced studies in theoretical and applied econometrics. 50:1-34

Availability: http://explore.bl.uk/primo_library/libweb/action/display.do?tabs=detailsTab&gathStatTab=true&ct=display&fn=search&doc=ETOCRN612456123&indx=1&recIds=ETOCRN612456123

Measurement Error in Earnings Data: Using a Mixture Model Approach to Combine Survey and Register Data

Authors: Meijer, Erik, Rohwedder, Susann, Wansbeek, Tom

Source: Journal of Business & Economic Statistics, 2012 Apr 01. 30(2), 191-201.

Access URL: http://dx.doi.org/10.1198/jbes.2011.08166

Measurement error models: Editors' introduction

Authors: Hu, Yingyao, Wansbeek, Tom

Source: Journal of econometrics. 200(2):151-153

Availability: http://explore.bl.uk/primo_library/libweb/action/display.do?tabs=detailsTab&gathStatTab=true&ct=display&fn=search&doc=ETOCvdc_100061615101.0x000001&indx=1&recIds=ETOCvdc_100061615101.0x000001

Cross-Sectional Dependence in Panel Data Analysis

Authors: Sarafidis, Vasilis, Wansbeek, Tom

Source: Econometric reviews. 31(5):483-531

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Estimating a Dynamic Panel Data Model with Heterogenous Trends

Authors: Wansbeek, Tom J., Knaap, Thijs

Source: Annales d'Économie et de Statistique, 1999 Sep 01(55/56), 331-349.

Access URL: https://www.jstor.org/stable/20076202

Maximizing or Satisficing

Authors: Kapteyn, Arie, Wansbeek, Tom, Buyze, Jeannine

Source: The Review of Economics and Statistics, 1979 Nov 01. 61(4), 549-563.

Access URL: https://www.jstor.org/stable/1935786

Estimation in a Linear Model with Serially Correlated Errors When Observations are Missing

Authors: Wansbeek, Tom, Kapteyn, Arie

Source: International Economic Review, 1985 Jun 01. 26(2), 469-490.

Access URL: https://www.jstor.org/stable/2526596

Some Results on Commutation Matrices, with Statistical Applications

Authors: Neudecker, H., Wansbeek, Tom

Source: The Canadian Journal of Statistics / La Revue Canadienne de Statistique, 1983 Sep 01. 11(3), 221-231.

Access URL: https://www.jstor.org/stable/3314625