Similar Search Results - EconBiz

Monte Carlo evidence on the estimation of AR(1) panel data sample selection models

Jiménez-Martín, Sergi; Labeaga, José M. - 2016

Persistent link: https://www.econbiz.de/10011649336

Estimation of random coefficients logit demand models with interactive fixed effects

Moon, Hyungsik Roger; Shum, Matthew; Weidner, Martin - 2017 - This version: February 15, 2017

We extend the Berry, Levinsohn and Pakes (BLP, 1995) random coeffcients discrete-choice demand model, which underlies much recent empirical work in IO. We add interactive fixed effects in the form of a factor structure on the unobserved product characteristics. The interactive fixed effects can...

Persistent link: https://www.econbiz.de/10011603891

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

Many IVs estimation of dynamic panel regression models with measurement error

Lee, Nayoung; Moon, Hyungsik Roger; Zhou, Qiankun - In: Journal of econometrics 200 (2017) 2, pp. 251-259

Persistent link: https://www.econbiz.de/10011917232

Estimation in a semiparametric panel data model with nonstationarity

Dong, Chaohua; Gao, Jiti; Peng, Bin - In: Econometric reviews 38 (2019) 8, pp. 961-977

Persistent link: https://www.econbiz.de/10012181377

Regime switching panel data models with interactive fixed effects

Cheng, Tingting; Gao, Jiti; Yan, Yayi - In: Economics letters 177 (2019), pp. 47-51

Persistent link: https://www.econbiz.de/10012121492

A varying-coefficient panel data model with fixed effects : theory and an application to US commercial banks

Feng, Guohua; Gao, Jiti; Peng, Bin; Zhang, Xiaohui - In: Journal of econometrics 196 (2017) 1, pp. 68-82

Persistent link: https://www.econbiz.de/10011743780

Semiparametric model selection in panel data models with deterministic trends and cross-sectional dependence

Chen, Jia; Gao, Jiti - 2014

Persistent link: https://www.econbiz.de/10011780655

Partially linear panel data models with cross-sectional dependence and nonstationarity

Dong, Chaohua; Gao, Jiti; Peng, Bin - 2015

Persistent link: https://www.econbiz.de/10011781166

Cross-sectional independence test for a class of parametric panel data models

Pan, Guangming; Gao, Jiti; Yang, Yanrong; Guo, Meihui - 2015

Persistent link: https://www.econbiz.de/10011781344

A service of the