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endogenous regressors for cross section and panel data. The estimators included in this package are simple Poisson pseudo ML; GMM … Poisson for panel data; GMM estimation using quasi-differenced moment conditions eliminating unobserved heterogeneity and …
Persistent link: https://www.econbiz.de/10010318531
In this paper we present a unit root test against a nonlinear dynamic heterogenous panel with each cross section …
Persistent link: https://www.econbiz.de/10010281273
In this paper we present a unit root test against a nonlinear dynamic heterogenous panel with each cross section …
Persistent link: https://www.econbiz.de/10002595402
I derive simple, flexible strategies for difference-in-differences settings where the nature of the response variable may warrant a nonlinear model. In addition to covering the case of common treatment timing, I allow for staggered interventions, with and without covariates. Under an index...
Persistent link: https://www.econbiz.de/10014079099
endogenous regressors for cross section and panel data. The estimators included in this package are simple Poisson pseudo ML; GMM … Poisson for panel data; GMM estimation using quasi-differenced moment conditions eliminating unobserved heterogeneity and …
Persistent link: https://www.econbiz.de/10014105787
We develop a new quantile-based panel data framework to study the nature of income persistence and the transmission of … enhanced consumption and asset data in recent waves of the Panel Study of Income Dynamics, we find that the earnings process …
Persistent link: https://www.econbiz.de/10012980393
In this paper, we consider a semiparametric single index panel data model with cross-sectional dependence, high …
Persistent link: https://www.econbiz.de/10013058102
A semiparametric fixed effects model is introduced to describe the nonlinear trending phenomenon in panel data analysis …
Persistent link: https://www.econbiz.de/10014191157
We develop a new quantile-based panel data framework to study the nature of income persistence and the transmission of … and asset data in recent waves of the Panel Study of Income Dynamics, we find nonlinear persistence and conditional …
Persistent link: https://www.econbiz.de/10013015011
In this paper, we develop a general method for heterogeneous variable selection in Bayesian nonlinear panel data models … approach for general nonlinear panel data models, encompassing multinomial logit and probit models, poisson and negative …
Persistent link: https://www.econbiz.de/10012822644