Efficient estimation of multi-level models with strictly exogenous explanatory variables

被引：1
|
作者：
Yang, Yimin [1 ]
机构：
[1] Renmin Univ China, Hanqing Adv Inst Econ & Finance, Beijing 100872, Peoples R China
来源：
ECONOMICS LETTERS | 2021年 / 198卷
关键词：
Efficiency; Multi-level; Strict exogeneity; Redundancy; PANEL-DATA;
D O I：
10.1016/j.econlet.2020.109667
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This paper shows that several moment redundancy results developed for panel data models continue to hold for multi-level models with strict exogenous explanatory variables, which establishes the efficiency of some estimators for multi-level linear models. (C) 2020 Elsevier B.V. All rights reserved.
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页数：4
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