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  • Search: subject:"nonlinear panel data"
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Year of publication
Subject
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Panel 23 Panel study 23 Estimation theory 14 Schätztheorie 14 nonlinear panel data model 13 Nichtlineare Regression 9 Nonlinear regression 9 Estimation 7 Nichtparametrisches Verfahren 7 Nonparametric statistics 7 Schätzung 7 nonlinear panel data 6 Correlation 5 Korrelation 5 Mehrebenenanalyse 5 Monte Carlo simulation 5 Monte-Carlo-Simulation 5 Multi-level analysis 5 Nonlinear panel data 5 Nonlinear panel data model 5 Nonlinear panel data models 5 Zeitreihenanalyse 5 Clustering 4 Cross-section dependence 4 Time series analysis 4 binomial time series 4 continuous time modelling 4 non-Gaussian state space modeling 4 recidivism behavior 4 Correlated random effects 3 correlated random effects 3 fixed effects 3 Application to Stock Returns and Inflation Expectations 2 Application to stock returns and inflation 2 Bias 2 Capital income 2 Categorical variable 2 Copula 2 Cross-section Dependence 2 Cross-section analysis 2
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Online availability
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Free 27 Undetermined 14
Type of publication
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Book / Working Paper 27 Article 16
Type of publication (narrower categories)
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Article in journal 16 Aufsatz in Zeitschrift 16 Working Paper 9 Arbeitspapier 7 Graue Literatur 7 Non-commercial literature 7
Language
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English 32 Undetermined 11
Author
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Peng, Bin 6 Gao, Jiti 5 Feng, Guohua 4 Kapetanios, George 4 Koopman, Siem Jan 4 Lucas, André 4 Mitchell, James 4 Ooms, Marius 4 Shin, Yongcheol 4 Čížek, Pavel 4 Hsiao, Cheng 3 Montfort, Kees van 3 Pesaran, M. Hashem 3 Pick, Andreas 3 Zhang, Xiaohui 3 Arellano, Manuel 2 Ben Cheikh, Nidhaleddine 2 Dong, Chaohua 2 Geest, Victor van der 2 Hahn, Jinyong 2 Lei, Jinghua 2 Pereda Fernández, Santiago 2 Sadikoğlu, Serhan 2 Shiu, Ji-Liang 2 Zaied, Younes Ben 2 Ando, Tomohiro 1 Arulampalam, Wiji 1 Bai, Jushan 1 Balia, S. 1 Brau, R. 1 Cai, Zongwu 1 Chen, Jia 1 Cizek, Pavel 1 Dhaene, Geert 1 Fang, Ying 1 Fitzenberger, Bernd 1 GAO, Jiti 1 Geest, Victor René van der 1 Hsiao, C. 1 Hu, Yingyao 1
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Institution
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Department of Econometrics and Business Statistics, Monash Business School 2 CESifo 1 Centro Ricerche Nord Sud (CRENoS) 1 Centro de Estudios Monetarios y Financieros (CEMFI) 1 Department of Economics, Leicester University 1 Department of Economics, University of California-San Diego (UCSD) 1 Department of Economics, University of Warwick 1 Faculty of Economics, University of Cambridge 1 Geary Institute, University College Dublin 1 Institute for the Study of Labor (IZA) 1 Institute of Economic Research, Kyoto University 1 School of Economics, University of Adelaide 1 Tilburg University, Center for Economic Research 1 Tinbergen Institute 1 Tinbergen Instituut 1 de Nederlandsche Bank 1
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Published in...
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Journal of econometrics 9 Discussion paper / Center for Economic Research, Tilburg University 2 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 2 Monash Econometrics and Business Statistics Working Papers 2 Temi di discussione / Banca d'Italia 2 Tinbergen Institute Discussion Papers 2 CESifo Working Paper Series 1 Cambridge Working Papers in Economics 1 Cambridge working papers in economics 1 DNB Working Papers 1 Discussion Paper / Tilburg University, Center for Economic Research 1 Discussion Papers in Economics 1 Discussion paper / Tinbergen Institute 1 Discussion papers / University of Leicester, Department of Economics 1 Econometric reviews 1 Energy policy 1 Global economic review 1 IZA Discussion Papers 1 Journal of Econometrics 1 Journal of international money and finance 1 KIER Working Papers 1 School of Economics Working Papers 1 The Warwick Economics Research Paper Series (TWERPS) 1 Tinbergen Institute Discussion Paper 1 University of California at San Diego, Economics Working Paper Series 1 Working Paper 1 Working Paper CRENoS 1 Working Papers / Centro de Estudios Monetarios y Financieros (CEMFI) 1 Working Papers / Geary Institute, University College Dublin 1 Working paper / Department of Econometrics and Business Statistics, Monash University 1
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Source
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ECONIS (ZBW) 23 RePEc 18 EconStor 2
Showing 41 - 43 of 43
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Estimating systematic continuous-time trends in recidivism using a non-Gaussian panel data model
Koopman, Siem Jan; Lucas, André; Ooms, Marius; … - 2007
We model panel data of crime careers of juveniles from a Dutch Judicial Juvenile Institution. The data are decomposed into a systematic and an individual-specific component, of which the systematic component reflects the general time-varying conditions including the criminological climate....
Persistent link: https://www.econbiz.de/10011372520
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A LIKELIHOOD-BASED APPROXIMATE SOLUTION TO THE INCIDENTAL PARAMETER PROBLEM IN DYNAMIC NONLINEAR MODELS WITH MULTIPLE EFFECTS
Arellano, Manuel; Hahn, Jinyong - Centro de Estudios Monetarios y Financieros (CEMFI) - 2006
We discuss a modified objective function strategy to obtain estimators without bias to order 1/T in nonlinear dynamic panel models with multiple effects. Estimation proceeds from a bias corrected objective function relative to some target infeasible criterion. We consider a determinant based...
Persistent link: https://www.econbiz.de/10005827095
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Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models
Hsiao, Cheng; Pesaran, M. Hashem; Pick, Andreas - Institute for the Study of Labor (IZA) - 2007
In this paper we discuss tests for residual cross section dependence in nonlinear panel data models. The tests are …
Persistent link: https://www.econbiz.de/10005703526
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