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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

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

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

Nonparametric correlation integral-based tests for linear and nonlinear stochastic processes

Matilla-García, Mariano; Ruiz Marín, Manuel; Dore, … - In: Decisions in economics and finance : DEF ; a journal of … 37 (2014) 1, pp. 181-193

Persistent link: https://www.econbiz.de/10010340239

Estimating nonlinear intergenerational income mobility with correlation curves

Nilsson, Jan Olof William - 2019

Persistent link: https://www.econbiz.de/10011958888

Estimation of a nonlinear panel data model with semiparametric individual effects

Gayle, Wayne-Roy; Namoro, Soiliou Daw - In: Journal of econometrics 175 (2013) 1, pp. 46-59

Persistent link: https://www.econbiz.de/10009749362

Estimation in single-index panel data models with heterogeneous link functions

Chen, Jia; Gao, Jiti; Li, Degui - In: Econometric reviews 32 (2013) 8, pp. 928-955

Persistent link: https://www.econbiz.de/10009758607

Semiparametric single-index panel data models with cross-sectional dependence

Dong, Chaohua; Gao, Jiti; Peng, Bin - In: Journal of econometrics 188 (2015) 1, pp. 301-312

Persistent link: https://www.econbiz.de/10011500361

Semiparametric nonlinear panel data models with measurement error

Linton, Oliver; Shiu, Ji-liang - 2018

This paper develops the identification and estimation of nonlinear semi-parametric panel data models with mismeasured …

Persistent link: https://www.econbiz.de/10011775206

Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions

Gao, Jiti; Chen, Jia; Li, Degui - 2010

In this paper, we study semiparametric estimation for a single-index panel data model where the nonlinear link function …

Persistent link: https://www.econbiz.de/10014191155