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SEMI-PARAMETRIC ESTIMATION OF LINEAR COINTEGRATING MODELS WITH NONLINEAR CONTEMPORANEOUS ENDOGENEITY

✍ Scribed by Sun, Yiguo


Book ID
124169220
Publisher
John Wiley and Sons
Year
2014
Tongue
English
Weight
282 KB
Volume
35
Category
Article
ISSN
0143-9782

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SEMI-PARAMETRIC ESTIMATION OF HURDLE REG
✍ SHIFERAW GURMU πŸ“‚ Article πŸ“… 1997 πŸ› John Wiley and Sons 🌐 English βš– 202 KB πŸ‘ 2 views

This paper develops a semi-parametric estimation method for hurdle (two-part) count regression models. The approach in each stage is based on Laguerre series expansion for the unknown density of the unobserved heterogeneity. The semi-parametric hurdle model nests Poisson and negative binomial hurdle