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Dynamic panel of count data with initial event and correlated heterogeneity
Yoon, Sung-Joo - In: Applied economics letters 27 (2020) 4, pp. 302-306
Persistent link: https://www.econbiz.de/10012205447
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Interpreting correlated random parameters in choice experiments
Mariel, Petr; Artabe, Alaitz - In: Journal of environmental economics and management : … 103 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012534524
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Sparse covariance estimation in logit mixture models
Aboutaleb, Youssef M.; Danaf, Mazen; Xie, Yifei; … - In: The econometrics journal 24 (2021) 3, pp. 377-398
Persistent link: https://www.econbiz.de/10012620708
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Estimation of random coefficients logit demand models with interactive fixed effects
Moon, Hyungsik Roger; Shum, Matthew; Weidner, Martin - In: Journal of econometrics 206 (2018) 2, pp. 613-644
Persistent link: https://www.econbiz.de/10012110420
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Identification of average marginal effects in fixed effects dynamic discrete choice models
Aguirregabiria, Victor; Carro, Jesus - 2021
Persistent link: https://www.econbiz.de/10012589611
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Nonparametric identification of discrete choice models with lagged dependent variables
Williams, Benjamin D. - In: Journal of econometrics 215 (2020) 1, pp. 286-304
Persistent link: https://www.econbiz.de/10012439460
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Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
Chudik, Alexander; Pesaran, M. Hashem - In: Journal of econometrics 188 (2015) 2, pp. 393-420
Persistent link: https://www.econbiz.de/10011503218
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Testing error serial correlation in fixed effects nonparametric panel data models
Green, Carl; Long, Wei; Hsiao, Cheng - In: Journal of econometrics 188 (2015) 2, pp. 466-473
Persistent link: https://www.econbiz.de/10011503631
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An empirical examination of the generalized Fisher effect using cross-sectional correlation robust tests for panel cointegration
Omay, Tolga; Yüksel, Aslı; Yüksel, Aydın - In: Journal of international financial markets, … 35 (2015), pp. 18-29
Persistent link: https://www.econbiz.de/10011474678
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Testing for unit roots in dynamic panels with smooth breaks and cross-sectionally dependent errors
Omay, Tolga; Hasanov, Mübariz; Shin, Yongcheol - In: Computational economics 52 (2018) 1, pp. 167-193
Persistent link: https://www.econbiz.de/10012052928