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Minimum distance estimation of the spatial panel autoregressive model
Azomahou, Théophile - In: Cliometrica : journal of historical economics and … 2 (2008) 1, pp. 49-83
Persistent link: https://www.econbiz.de/10003664278
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Testing for distributional features in varying coefficient panel data models
Soberon, Alexandra; Stute, Winfried; Rodríguez Poo, … - In: Econometric reviews 39 (2020) 3, pp. 277-298
Persistent link: https://www.econbiz.de/10012181449
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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
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Estimation of average treatment effects with panel data : asymptotic theory and implementation
Li, Kathleen T.; Bell, David R. - In: Journal of econometrics 197 (2017) 1, pp. 65-75
Persistent link: https://www.econbiz.de/10011818342
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Multi-dimensional latent group structures with heterogeneous distributions
Leng, Xuan; Chen, Heng; Wang, Wendun - In: Journal of econometrics 233 (2023) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10014340642
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Design-based analysis in Difference-In-Differences settings with staggered adoption
Athey, Susan; Imbens, Guido - In: Journal of econometrics 226 (2022) 1, pp. 62-79
Persistent link: https://www.econbiz.de/10013440512
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Empirical likelihood confidence interval for difference-in-differences estimator with panel data
Tang, Shengfang; Huang, Zhilin - In: Economics letters 216 (2022), pp. 1-5
Persistent link: https://www.econbiz.de/10013448300
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Nonparametric estimation of the density of a change-point
Carrasco, Marine; Peltier, Hugo - 2024
Persistent link: https://www.econbiz.de/10014478827
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Estimating SUR systems wiht random coefficients : the unbalanced panel data case
Biørn, Erik - 2012 - Published Aug 28, 2012 12:52 PM, Last modified Aug 28, 2012 02:54 PM
A system of regression equations (SURE) for analyzing panel data with random heterogeneity in intercepts and coefficients, and unbalanced panel data is considered. A Maximum Likelihood (ML) procedure for joint estimation of all parameters is described. Since its implementation for numerical...
Persistent link: https://www.econbiz.de/10009581432
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Almost consistent estimation of panel probit models with "small" fixed effects
Laisney, François; Lechner, Michael - 2002
We propose four different GMM estimators that allow almost consistent estimation of the structural parameters of panel probit models with fixed effects for the case of small T and large N. The moments used are derived for each period from a first order approximation of the mean of the dependent...
Persistent link: https://www.econbiz.de/10011447728