✦ LIBER ✦

Semiparametric estimation of a nonstationary panel data transformation model under symmetry

✍ Scribed by Yahong Zhou

Book ID: 116421801
Publisher: Elsevier Science
Year: 2008
Tongue: English
Weight: 164 KB
Volume: 99
Category: Article
ISSN: 0165-1765
DOI: 10.1016/j.econlet.2007.06.005

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Semiparametric estimation of partially l

Semiparametric estimation of partially linear panel data models

✍ Qi Li; Thanasis Stengos 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 520 KB

On instrumental variable estimation of s

On instrumental variable estimation of semiparametric dynamic panel data models

✍ Badi H. Baltagi; Qi Li 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 79 KB

Estimation of regression parameters in a

Estimation of regression parameters in a semiparametric transformation model

✍ Naisyin Wang; David Ruppert 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 911 KB

[Advances in Econometrics] Nonstationary

[Advances in Econometrics] Nonstationary Panels, Panel Cointegration, and Dynamic Panels Volume 15 || Instrumental variable estimation of semiparametric dynamic panel data models: Monte Carlo results on several new and existing estimators

✍ Berg, M. Douglas 📂 Article 📅 2000 🏛 Emerald (MCB UP ) 🌐 English ⚖ 140 KB

On the bias of the OLS estimator in a no

On the bias of the OLS estimator in a nonstationary dynamic panel data model

✍ Jean-Yves Pitarakis 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 297 KB

This paper derives the joint moment generating function of two quadratic forms appearing in the OLS estimator from a dynamic panel data model. The result is then used to investigate the effect of the cross-section dimension on the asymptotic bias. (~

A Semiparametric Model for the Analysis

A Semiparametric Model for the Analysis of Recurrent-Event Panel Data

✍ Robert F. Balshaw; C. B. Dean 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 885 KB