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Search: subject:"Nonlinear dynamic panel data"
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Estimation
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4
Panel study
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4
Unobserved covariate
4
Nonparametric identification
3
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2
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2
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2
Nonlinear dynamic panel data model
2
Nonlinear dynamic panel data models
2
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2
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1
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1
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1
Correlated Random Effects
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Credit rating
1
Credit rating transition
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Dynamic binary choice
1
Dynamic censored model
1
Dynamic discrete choice model
1
Dynamic tobit model
1
Dynamische Wirtschaftstheorie
1
Economic dynamics
1
Identification
1
Initial Conditions in Nonlinear Dynamic Panel Data Models
1
Korrelation
1
Kreditwürdigkeit
1
Limited Dependent Variable Models
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
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Method of moments
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Shiu, Ji-Liang
3
Hu, Yingyao
2
Hajivassiliou, Vassilis Argyrou
1
Shiu, Ji-liang
1
Tuzcuoglu, Kerem
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ECONIS (ZBW)
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1
Composite likelihood estimation of an autoregressive panel ordered probit model with random effects
Tuzcuoglu, Kerem
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 593-607
Persistent link: https://www.econbiz.de/10014448376
Saved in:
2
Estimation and specification testing of panel data modelswith non-ignorable persistent heterogeneity, contemporaneous and intertemporal simultaneity, and observable and unobservable dynamics
Hajivassiliou, Vassilis Argyrou
-
2019
Persistent link: https://www.econbiz.de/10012491681
Saved in:
3
Identification and estimation of semi‐parametric censored dynamic panel data models of short time periods
Hu, Yingyao
;
Shiu, Ji-Liang
- In:
The econometrics journal
21
(
2018
)
1
,
pp. 55-85
Persistent link: https://www.econbiz.de/10012166595
Saved in:
4
An alternative identification of
nonlinear
dynamic
panel
data
models with unobserved covariates
Shiu, Ji-Liang
- In:
Economics Letters
122
(
2014
)
2
,
pp. 338-342
I provide the nonparametric identification of
nonlinear
dynamic
panel
data
models. I relax the assumption of covariate …
Persistent link: https://www.econbiz.de/10010743723
Saved in:
5
An alternative identification of
nonlinear
dynamic
panel
data
models with unobserved covariates
Shiu, Ji-liang
- In:
Economics letters
122
(
2014
)
2
,
pp. 338-342
Persistent link: https://www.econbiz.de/10010395679
Saved in:
6
Identification and estimation of
nonlinear
dynamic
panel
data
models with unobserved covariates
Shiu, Ji-Liang
;
Hu, Yingyao
- In:
Journal of Econometrics
175
(
2013
)
2
,
pp. 116-131
propose a sieve maximum likelihood estimator (MLE) and focus on two classes of
nonlinear
dynamic
panel
data
models, i …
Persistent link: https://www.econbiz.de/10010666080
Saved in:
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