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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

The inflation rates may accelerate after all : panel evidence from 19 OECD economies

Ho, Tsung-wu - In: Empirical economics : a journal of the Institute for … 36 (2009) 1, pp. 55-64

Persistent link: https://www.econbiz.de/10003804535

Partial effects in non-linear panel data models with correlated random effects

Abrevaya, Jason; Hsu, Yu-Chin - In: The econometrics journal 24 (2021) 3, pp. 519-535

Persistent link: https://www.econbiz.de/10012620726

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

Time-invariant regressor in nonlinear panel model with fixed effects

Hahn, Jinyong; Meinecke, Juergen - In: Econometric theory 21 (2005) 2, pp. 455-469

Persistent link: https://www.econbiz.de/10002740779

Nonlinear SUR Models with Panel Data and Additive Auto-Correlated Errors

de Porres, Carlos; Krishnakumar, Jaya - 2011

This paper is concerned with the estimation of nonlinear SUR models with additive AR(1) disturbances using panel data …. We propose a transformation which eliminates auto-correlation for the whole system and yields a classical SUR-EC model …

Persistent link: https://www.econbiz.de/10014174986

Estimation of Fractional Dependent Variables in Dynamic Panel Data Models with an Application to Firm Dividend Policy

Loudermilk, Margaret S. - 2007

coupled with a dynamic panel data setting, estimating quantities of interest can be quite complex or computationally difficult …

Persistent link: https://www.econbiz.de/10014223683