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Moment-based tests for individual and time effects in panel data models

Wu, Jianhong; Li, Guodong - In: Journal of econometrics 178 (2014) 1, pp. 569-581

Persistent link: https://www.econbiz.de/10010256863

Moment-based tests for random effects in the two-way error component model with unbalanced panels

Wu, Jianhong; Li, Guodong; Xia, Qiang - In: Economic modelling 74 (2018), pp. 61-76

Persistent link: https://www.econbiz.de/10012101312

Nonparametric quantile regression for homogeneity pursuit in panel data models

Zhang, Xiaoyu; Wang, Di; Lian, Heng; Li, Guodong - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 4, pp. 1238-1250

Persistent link: https://www.econbiz.de/10014448624

Banded spatio-temporal autoregressions

Gao, Zhaoxing; Ma, Yingying; Wang, Hansheng; Yao, Qiwei - In: Journal of econometrics 208 (2019) 1, pp. 211-230

Persistent link: https://www.econbiz.de/10012139832

Sparse spatio-temporal autoregressions by profiling and bagging

Ma, Yingying; Shaojun, Guo; Wang, Hansheng - In: Journal of econometrics 232 (2023) 1, pp. 132-147

Persistent link: https://www.econbiz.de/10013472867

A Composite Logistic Regression Approach for Ordinal Panel Data Regression

Luo, Ronghua - 2009

We propose in this article a Composite Logistic Regression (CLR) approach for ordinal panel data regression. The new method transforms the original ordinal regression problem into a number of binary ones. Thereafter, the method of conditional logistic regression (Chamberlain, 1984; Wooldridge, 2001;...

Persistent link: https://www.econbiz.de/10012765736