Asymptotics and Bootstrap for Transformed Panel Data Regressions
Year of publication: |
2009-01
|
---|---|
Authors: | Su, Liangjun ; Yang, Zhenlin |
Institutions: | School of Economics, Singapore Management University |
Subject: | Asymptotics | Bootstrap | Quasi-MLE | Transformed panels | Variancecovariance matrix estimate |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in SMU Economics and Statistics Working Paper Series Number 03-2009 30 pages |
Classification: | C23 - Models with Panel Data ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C51 - Model Construction and Estimation |
Source: |
-
Asymptotics and Bootstrap for Transformed Panel Data Regressions
Su, Liangjun, (2008)
-
Asymptotics and bootstrap for random-effects panel data transformation models
Su, Liangjun, (2018)
-
DUFOUR, Jean-Marie, (2005)
- More ...
-
Instrumental Variable Quantile Estimation of Spatial Autoregressive Models
Yang, Zhenlin, (2007)
-
Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions
Baltagi, Badi H., (2010)
-
Bias-Corrected Estimation for Spatial Autocorrelation
Yang, Zhenlin, (2010)
- More ...