Showing 1 - 10 of 12,258
We study a nonlinear two-way fixed effects panel model that allows for unobserved individual heterogeneity in slopes …
Persistent link: https://www.econbiz.de/10014078902
result automatically extends the results in Ai and Norton (2008) from cross sectional setting to panel data models. In order …
Persistent link: https://www.econbiz.de/10014357218
Fixed effects estimators of nonlinear panel data models can be severely biased because of the well-known incidental … expansions to M-estimators with concave objective functions in parameters for panel models with additive individual and time …
Persistent link: https://www.econbiz.de/10010209259
Fixed effects estimators of nonlinear panel data models can be severely biased because of the well-known incidental … expansions to conditional maximum likelihood estimators with concave objective functions in parameters for panel models with …
Persistent link: https://www.econbiz.de/10010382120
Fixed effects estimators of nonlinear panel data models can be severely biased because of the incidental parameter … expansions to conditional maximum likelihood estimators with concave objective functions in parameters for panel models with …
Persistent link: https://www.econbiz.de/10010501255
In nonlinear panel models with fixed effects and fixed-T, the incidental parameter problem poses identification …
Persistent link: https://www.econbiz.de/10011662786
pdynmc is an R-package for GMM estimation of linear dynamic panel data models that are based on linear and nonlinear … statistician. The description of the functionality is based on replicating the results on a publicly available panel data set …. Additionally, we link our implementation to other software and packages for GMM estimation of linear dynamic panel data models. …
Persistent link: https://www.econbiz.de/10012104784
This paper considers a class of fixed-T nonlinear panel models with time-varying link function, fixed effects, and …
Persistent link: https://www.econbiz.de/10013307459
In the presence of selection bias, traditional estimators of pseudo panel data are inconsistent. In this paper, the … authors derive the conditions under which consistence is achieved in pseudo-panel estimation and propose a simple test of … of the null hypothesis, the authors can consistently estimate pseudo-panel parameters. They use cross sections and pseudo-panel …
Persistent link: https://www.econbiz.de/10010308943
The authors address the issue of estimation and inference in dependent non-stationary panels of small cross-section dimensions. The main conclusion is that the best results are obtained applying bootstrap inference to single-equation estimators, such as fully modified ordinary least squares and...
Persistent link: https://www.econbiz.de/10010309047