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Likelihood-based estimation in a panel setting : robustness, redundancy and validity of copulas
Prokhorov, Artem; Schmidt, Peter - In: Journal of econometrics 153 (2009) 1, pp. 93-104
Persistent link: https://www.econbiz.de/10003892661
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A nonlinear panel data model of cross-sectional dependence
Kapetanios, George; Mitchell, James; Shin, Yongcheol - In: Journal of econometrics 179 (2014) 2, pp. 134-157
Persistent link: https://www.econbiz.de/10010372654
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Consistent estimation of the fixed effects stochastic frontier model
Chen, Yi-Yi; Schmidt, Peter; Wang, Hung-jen - In: Journal of econometrics 181 (2014) 2, pp. 65-76
Persistent link: https://www.econbiz.de/10010473360
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Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure
Kapetanios, George; Serlenga, Laura; Shin, Yongcheol - In: Journal of econometrics 220 (2021) 2, pp. 504-531
Persistent link: https://www.econbiz.de/10012618527
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An econometric approach to the estimation of multi-level models
Yang, Yimin; Schmidt, Peter - In: Journal of econometrics 220 (2021) 2, pp. 532-543
Persistent link: https://www.econbiz.de/10012618588
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Estimation and inference in heterogeneous spatial panels with a multifactor error structure
Chen, Jia; Shin, Yongcheol; Zheng, Chaowen - In: Journal of econometrics 229 (2022) 1, pp. 55-79
Persistent link: https://www.econbiz.de/10013441830
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GMM estimation of linear panel data models with time-varying individual effects
Ahn, Seung Chan; Lee, Young Hoon; Schmidt, Peter - In: Journal of econometrics 101 (2001) 2, pp. 219-255
Persistent link: https://www.econbiz.de/10001554897
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Testing for unit roots in heterogeneous panels
Im, KyungSo; Pesaran, M. Hashem; Shin, Yongcheol - In: Journal of econometrics 115 (2003) 1, pp. 53-74
Persistent link: https://www.econbiz.de/10001758134
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Estimation of a panel data model with parametric temporal variation in individual effects
Han, Chirok; Orea, Luis; Schmidt, Peter - In: Journal of econometrics 126 (2005) 2, pp. 241-267
Persistent link: https://www.econbiz.de/10002647754
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Panel data models with multiple time-varying individual effects
Ahn, Seung Chan; Lee, Young Hoon; Schmidt, Peter - In: Journal of econometrics 174 (2013) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10009737238