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Testing for unit roots in nonlinear dynamic heterogeneous panels
He, Changli; Sandberg, Rickard - 2005
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
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Expend, a Gauss programme for non-linear GMM estimation of exponential models with endogenous regressors for cross section and panel data
Windmeijer, Frank - 2002
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
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Testing for unit roots in nonlinear dynamic heterogeneous panels
He, Changli (contributor); Sandberg, Rickard (contributor) - 2005 - [Elektronische Ressource]
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
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Heterogeneous Variable Selection in Nonlinear Panel Data Models : A Semi-Parametric Bayesian Approach
Castelein, Anoek - 2020
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
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Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence
Arellano, Manuel; Blundell, Richard W.; Bonhomme, Stéphane - 2023
In this paper we use the enhanced consumption data in the Panel Survey of Income Dynamics (PSID) from 2005-2017 to … the presence of unobserved heterogeneity. To reliably estimate heterogeneous responses in our un-balanced panel, we …
Persistent link: https://www.econbiz.de/10014248416
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Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects
Chen, Jia; Li, Degui; Gao, Jiti - 2010
characterize nonstationarity and trending phenomenon in nonlinear panel data analysis. We develop two methods to estimate the trend … is motivated by a least squares dummy variable method proposed in parametric panel data analysis. This method removes the …
Persistent link: https://www.econbiz.de/10014191152
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Semiparametric Trending Panel Data Models with Cross-Sectional Dependence
Gao, Jiti; Chen, Jia; Li, Degui - 2010
A semiparametric fixed effects model is introduced to describe the nonlinear trending phenomenon in panel data analysis …
Persistent link: https://www.econbiz.de/10014191157
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Expend, a Gauss Programme for Non-Linear GMM Estimation of Exponential Models with Endogenous Regressors for Cross Section and Panel Data
Windmeijer, Frank - 2002
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
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Simple Approaches to Nonlinear Difference-in-Differences with Panel Data
Wooldridge, Jeffrey M. - 2022
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
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Nonlinear Spatial Dynamic Panel Data Model With Endogenous Dominant Units
Zhang, Jiajun; zhao, chuanmin; Qu, Xi - 2022
This paper develops a nonlinear spatial dynamic panel data model, with one particularly interesting application to a … panel data setting, we cover both $n,T\rightarrow\infty$ and large $n$ with finite $T$, and the strength of the dominant …
Persistent link: https://www.econbiz.de/10014243387