A generalized panel data switching regression model

This paper considers a generalized panel data model of polychotomous and/or sequential switching which can also accommodate the dependence between unobserved effects and covariates in the model. We showcase our model using an empirical illustration in which we estimate scope economies for the publicly owned electric utilities in the U.S. during the period from 2001 to 2003.

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Year of publication:	2014-05-28
Authors:	Malikov, Emir ; Kumbhakar, Subal C.
Institutions:	Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Subject:	Correlated Effects \| Multinomial Logit \| Nested Logit \| Panel Data \| Polychotomous \| Selection

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Extent:	application/pdf
Series:	MPRA Paper.
Type of publication:	Book / Working Paper
Classification:	C33 - Models with Panel Data ; C34 - Truncated and Censored Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011108833