Efficient estimation of multi-level models with strictly exogenous explanatory variables
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DOI: 10.1016/j.econlet.2020.109667
Abstract: Abstract 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… read more here.
Keywords: multi level; level models; efficient estimation; exogenous explanatory ... See more keywords