A generalized panel data switching regression model

This paper considers a generalized panel data model of polychotomous and/or sequential switching which can also accommodate the dependence between unobserved effects and covariates in the model. We showcase our model using an empirical illustration in which we estimate scope economies for the publicly owned electric utilities in the US during the period from 2001 to 2003.

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Year of publication:	2014
Authors:	Malikov, Emir ; Kumbhakar, Subal C.
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 124.2014, 3, p. 353-357
Publisher:	Elsevier
Subject:	Correlated effects \| Multinomial logit \| Nested logit \| Panel data \| Polychotomous \| Selection

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Type of publication:	Article
Classification:	C33 - Models with Panel Data ; C34 - Truncated and Censored Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010930707