Showing 1 - 10 of 16
Persistent link: https://www.econbiz.de/10011974624
The identification of parameters in a nonseparable single-index models with correlated random effects is considered in the context of panel data with a fixed number of time periods. The identification assumption is based on the correlated random-effect structure: the distribution of individual...
Persistent link: https://www.econbiz.de/10014151863
Persistent link: https://www.econbiz.de/10010228796
Persistent link: https://www.econbiz.de/10011348905
Persistent link: https://www.econbiz.de/10010228797
This paper considers spatial autoregressive (SAR) binary choice models in the context of panel data with fixed effects, where the latent dependent variables are spatially correlated. Without imposing any parametric structure of the error terms, this paper proposes a smoothed spatial maximum...
Persistent link: https://www.econbiz.de/10014151984
Persistent link: https://www.econbiz.de/10011348907
To analyze data obtained by non-random sampling in the presence of cross-sectional dependence, estimation of a sample selection model with a spatial lag of a latent dependent variable or a spatial error in both the selection and outcome equations is considered. Since there is no estimation...
Persistent link: https://www.econbiz.de/10012995780
Persistent link: https://www.econbiz.de/10012166749
Persistent link: https://www.econbiz.de/10013364887