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Minimal asymptotic distributions for estimators of panel data models
Woutersen, Tiemen (contributor) - 2002 - [Elektronische Ressource]
This paper develops the minimal asymptotic distributions for estimators of panel data models with incidental parameters … -- Incidental parameters ; panel data …
Persistent link: https://www.econbiz.de/10001731370
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Information equivalence among transformations of semiparametric nonlinear panel data models
Brown, Nicholas - 2022 - Date of draft: December 1, 2022
This paper considers transformations of nonlinear semiparametric mean functions that yield moment conditions for estimation. Such transformations are said to be information equivalent if they yield the same asymptotic efficiency bound. I derive a unified theory of algebraic equivalence for...
Persistent link: https://www.econbiz.de/10013556749
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Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions
Gao, Jiti; Chen, Jia; Li, Degui - 2010
In this paper, we study semiparametric estimation for a single-index panel data model where the nonlinear link function …
Persistent link: https://www.econbiz.de/10014191155
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To pool or not to pool : revisited
Pesaran, M. Hashem; Zhou, Qiankun - 2015
coefficients in the case of panel data models when the time dimension (T) is fixed while the cross section dimension (N) is allowed … effects in the panel. It is shown that the pooled estimator remains consistent so long as delta < 1, and is asymptotically …
Persistent link: https://www.econbiz.de/10011283819
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A note on the estimation of long-run relationships in panel equations with cross-section linkages
Di Iorio, Francesca; Fachin, Stefano - 2012
compared to the cross-section dimension. -- Panel cointegration ; FM-OLS ; FM-SUR ; DOLS ; DSUR …
Persistent link: https://www.econbiz.de/10009409345
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Panel data with measurement errors : instrumental variables and GMM procedures combining levels and differences
Biørn, Erik - 1998
The estimation of linear, static regression equations from panel data with measurement errors in the regressors is … delimiting the valid IV's are redundant. Illustrations based on data on inputs and outputs from an eight year panel of …
Persistent link: https://www.econbiz.de/10011518479
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Estimation of time-invariant effects in static panel data models
Pesaran, M. Hashem; Zhou, Qiankun - 2014
-IV) estimators for estimation and inference in the case of time-invariant effects in static panel data models when N is large and T …
Persistent link: https://www.econbiz.de/10010412873
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Estimating and testing a quantile regression model with interactive effects
Harding, Matthew; Lamarche, Carlos - 2012
This paper proposes a quantile regression estimator for a panel data model with interactive effects potentially … rejected in favor of the interactive effects specification. -- quantile regression ; panel data ; interactive effects …
Persistent link: https://www.econbiz.de/10009581319
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Linear regression for panel with unknown number of factors as interactive fixed effects
Moon, Hyungsik Roger; Weidner, Martin - 2014
In this paper we study the least squares (LS) estimator in a linear panel regression model with unknown number of …
Persistent link: https://www.econbiz.de/10010392909
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Estimation of Time-Invariant Effects in Static Panel Data Models
Pesaran, M. Hashem - 2014
-IV) estimators for estimation and inference in the case of time-invariant effects in static panel data models when N is large and T …
Persistent link: https://www.econbiz.de/10013047715