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By Alok Bhargava

This ebook is a compendium of Alok Bhargava's most vital contributions in longitudinal econometric equipment and its program to difficulties of nutrition, foodstuff and future health. It demonstrates the usefulness of rigorous econometric and statistical equipment in addressing problems with under-nutrition and negative baby health and wellbeing in constructing nations, in addition to weight problems in built international locations.

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Econometrica, 30, 54—78. I. Methodological Contributions Econometrica, Vol. 51, No. 6 (November, 1983) ESTIMATING DYNAMIC RANDOM EFFECTS MODELS FROM PANEL DATA COVERING SHORT TIME PERIODS' BY ALOK BHARGAVA AND J. D. SARGAN This paper advocates the use of simultaneous equations estimators (especially LIML) to estimate dynamic random effects models from panel data. The methods are found to perform quite satisfactorily in Monte Carlo experiments. The LIML procedures are also extended to the case where some of the regressors are correlated with the effects and a theorem on identification is proved.

CONCLUSION In this paper, we haVe studied in some detail several problems that arise in the estimation of dynamic relationships from panel data. The LIML methods have clearly been very useful in resolving many of the problems. Also, it was quite convenient to rely upon the likelihood ratio principle to test the appropriateness of some of the assumptions that have been frequently made in previous studies. The estimation procedures were in fact quite straightforward to implement and the method discussed in [4] afforded enormous savings in the storage space necessary for the running of the programs.

1991a). Identification and panel data models with endogenous regressors. Review of Economic Studies, 58, 129-140. Bhargava, A. (1991b). Estimating short and long run income elasticities of foods and nutrients for rural south India. Journal of the Royal Statistical Society, Series A, 154, 157-174. Bhargava, A. (1992). Malnutrition and the role of individual variation with evidence from India and the Philippines. Journal of the Royal Statistical Society, Series A, 155, 221-231. Introduction xxxi Bhargava, A.

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