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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

Hacıoǧlu Hoke, Sinem; Kapetanios, George - 2017

Persistent link: https://www.econbiz.de/10011741264

Nonlinear panel data models with distribution-free correlated random effects

Hsu, Yu-Chin; Shiu, Ji-Liang - In: Econometric theory 37 (2021) 6, pp. 1075-1099

Persistent link: https://www.econbiz.de/10012704805

Hacioglu Hoke, Sinem - 2017

This paper provides an approach to estimation and inference for non-linear conditional mean panel data models, in the …

Persistent link: https://www.econbiz.de/10012945574

Information equivalence among transformations of semiparametric nonlinear panel data models

Brown, Nicholas - 2022 - Date of draft: December 1, 2022

This paper considers transformations of nonlinear semiparametric mean functions that yield moment conditions for estimation. Such transformations are said to be information equivalent if they yield the same asymptotic efficiency bound. I derive a unified theory of algebraic equivalence for...

Persistent link: https://www.econbiz.de/10013556749

Nonlinear Granger Causal Paths, Dependence Measures and Canonical Correlations

Vinod, Hrishikesh D. - 2020

enhanced by (causeSummBlk). The command (gmcmtx0) for the non-symmetric matrix of generalized correlation coefficients R* is …

Persistent link: https://www.econbiz.de/10014031310

Additive-Contingent Nonlinearity, Asymptotic Behaviors and Quantum-Causality in a Class of Covariant Systems (of the Type X I Yi Zi VI UI = dXYZ)

Nwogugu, Michael C. I. - 2022

Some properties of following two groups of equations are developed in this article: 1) x^2+y^2+z^2+v^2=dXYZ, x^i+y^i+z^i +v^i= dXYZ (where i is an integer), x^2+y^2+z^2= gXYZ and x^2+y^2+z^2+v^2+u^2=dXYZ, x^3+y^3+z^3=dXYZ, and x^6+y^6+z^6=dXYZ, x^3+y^3+z^3+x^6+y^6+z^6=dXYZ,...

Persistent link: https://www.econbiz.de/10014237092

Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations

Amado, Cristina; Teräsvirta, Timo - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 1, pp. 69-87

Persistent link: https://www.econbiz.de/10010380478

GARCH with omitted persistent covariate

Han, Heejoon; Park, Joon Y. - In: Economics letters 124 (2014) 2, pp. 248-254

Persistent link: https://www.econbiz.de/10010493650

Estimating nonlinear intergenerational income mobility with correlation curves

Nilsson, Jan Olof William - 2018

A correlation curve is introduced as a tool to study the degree of intergenerational income mobility, i.e. how income … correlation coefficient (i.e. its inability to capture nonlinearities). The method is particularly suitable for comparative … studies and in this study labour earnings are compared to disposable income. The correlation between the parental income and …

Persistent link: https://www.econbiz.de/10011896785