{"entities":{"Q1718902":{"pageid":1729643,"ns":120,"title":"Item:Q1718902","lastrevid":57238968,"modified":"2026-03-27T14:53:08Z","type":"item","id":"Q1718902","labels":{"en":{"language":"en","value":"Estimation of nonlinear dynamic panel data models with individual effects"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7016978"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1718902$CC6ED40C-A551-4D7A-94DD-F3D608461500","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"ab00cf6e4c33959f0190f21bd112b6478ec3b6c0","datavalue":{"value":{"text":"Estimation of nonlinear dynamic panel data models with individual effects","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1718902$6F9ED64E-3E2C-4B22-807B-F3EB601D4560","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"3455191134fe73464584bc486c04c58f6f187597","datavalue":{"value":"1407.62316","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1718902$6ECDE8F8-01E2-4B81-956E-21B10D6408E5","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"d9dc866929f73b3bbf60017a76bf0d0256cbd564","datavalue":{"value":"10.1155/2014/672610","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1718902$A804D9E5-4842-4A2A-9255-2627A57855C3","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"1d1e572e42e3f2fcbcfccc9171370ad9a2518890","datavalue":{"value":{"entity-type":"item","numeric-id":718199,"id":"Q718199"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1718902$E61163BA-FBAF-47D6-97A5-34B49660E95E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"8bd0a55630c291da2412c408a22a468439445d9a","datavalue":{"value":{"entity-type":"item","numeric-id":382565,"id":"Q382565"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1718902$8629A9AD-D1DA-4B4F-AD79-7512876CF345","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"5e8733ea9a38c7e39719ee994e6241621ebf366a","datavalue":{"value":{"entity-type":"item","numeric-id":1718901,"id":"Q1718901"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1718902$483DB66F-EE32-4835-BE05-2D8CFFBB6BC6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"4faf4bc9aaf679a1114839ee538d190aa5af9a2b","datavalue":{"value":{"entity-type":"item","numeric-id":322402,"id":"Q322402"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1718902$3782C38D-B9E7-4BA8-A6D6-EA1AACBC5904","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"3dc97bc0aff607b9c22ce37ffa18b6de85001d90","datavalue":{"value":{"entity-type":"item","numeric-id":86199,"id":"Q86199"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1718902$9ACEC2F7-FDF2-4AF7-A232-E6A9EE308A87","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"32a6dc046c0aa99508538df457dbadf7aa620337","datavalue":{"value":{"time":"+2019-02-08T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1718902$DFC43832-2D45-4686-87D5-3C3ACC2B0208","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"2d57fd44c43ffc646a2b92788cf3cb5237911776","datavalue":{"value":"Summary: This paper suggests a generalized method of moments (GMM) based estimation for dynamic panel data models with individual specific fixed effects and threshold effects simultaneously. We extend \\textit{B. E. Hansen}'s [J. Econom. 93, No. 2, 345--368 (1999; Zbl 0941.62127)] original setup to models including endogenous regressors, specifically, lagged dependent variables. To address the problem of endogeneity of these nonlinear dynamic panel data models, we prove that the orthogonality conditions proposed by \\textit{M. Arellano} and \\textit{S. Bond} [``Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations'', Rev. Econ. Stud. 58, No. 2, 277--297 (1991; \\url{doi:10.2307/2297968})] are valid. The threshold and slope parameters are estimated by GMM, and asymptotic distribution of the slope parameters is derived. Finite sample performance of the estimation is investigated through Monte Carlo simulations. It shows that the threshold and slope parameter can be estimated accurately and also the finite sample distribution of slope parameters is well approximated by the asymptotic distribution.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1718902$2F4D629A-023D-4F2D-9219-5B56777683AE","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1718902$A1AACF95-E1AD-42E2-BF57-AF2495AF1873","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"0ed9260f17ad1af7ba99dd351f3a77320ab213fd","datavalue":{"value":"62M09","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1718902$C0619954-7AC2-4546-9387-2517B14B6096","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"aec991a8f0921048373c52f00197c2c76fbcf9f3","datavalue":{"value":"7016978","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1718902$2BB5136C-C30D-4C09-9D2E-07B7160677E9","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1718902$9AED4880-2541-46F1-B0BB-B6177F18E8DF","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"19c2a78dbbbc3b6756359d06885123a7e8161257","datavalue":{"value":"https://doi.org/10.1155/2014/672610","type":"string"},"datatype":"url"},"type":"statement","id":"Q1718902$1B657A06-0AEA-4229-A0D6-9596ED786993","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"77c2b78425d8b8306d1e98a9648240ee22c19162","datavalue":{"value":"W1992712725","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1718902$F48AB49E-8645-4FDE-B8BA-2F747F97F3E6","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"af29146c020527ec24ffd60428409be9c895cab0","datavalue":{"value":"Q59068761","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1718902$62920840-1F1E-472C-98A1-20853BE1FD86","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"63eb9925a2b0a6ca9ba8487112d2aadae75c8d06","datavalue":{"value":{"entity-type":"item","numeric-id":370362,"id":"Q370362"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1718902$8386E770-F3B0-4046-8FBA-A971F2C55150","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4746a4e5412b0c541e421436eef019cad1a6cf50","datavalue":{"value":{"entity-type":"item","numeric-id":2888011,"id":"Q2888011"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1718902$131FF45C-D524-4D62-9969-320C4C4B6EC6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0100f5850d4be3f1bee174a023f82608549dc977","datavalue":{"value":{"entity-type":"item","numeric-id":3953043,"id":"Q3953043"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1718902$07079DE2-7698-48A2-BB82-C4F8F926FBB6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2ac3381eddfc1dc0b9c9c345c1e7ad3b2057d07d","datavalue":{"value":{"entity-type":"item","numeric-id":5751802,"id":"Q5751802"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1718902$1D845999-30D6-41C5-984E-2B31F5786020","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ab8e9ca25eee9899c145d93d5e75c6b736bf6b3c","datavalue":{"value":{"entity-type":"item","numeric-id":98310,"id":"Q98310"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1718902$35721EE8-4181-45E4-8B74-CCC0E0973B7B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"464a45400649ae8e5d07be88cd72b9d5d37d302d","datavalue":{"value":{"entity-type":"item","numeric-id":83297,"id":"Q83297"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1718902$837E3A64-92E5-481F-9F13-F1BF367AF495","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8a8848d9b062701956ee590a7e26e907a655a095","datavalue":{"value":{"entity-type":"item","numeric-id":5187624,"id":"Q5187624"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1718902$E90AD357-74A4-4835-BB6E-5A2C2AFBED69","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7e8c8455b01399babb3249019fabab40d18525b2","datavalue":{"value":{"entity-type":"item","numeric-id":4530973,"id":"Q4530973"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1718902$9487DFF8-EC5F-41E4-B36C-EE44142F7EDD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e1bf7aaa8d1331d3135d4dead23c4dab1ca3715d","datavalue":{"value":{"entity-type":"item","numeric-id":5696350,"id":"Q5696350"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1718902$EC1B7F8A-E894-4219-82AE-1EA3A04B7AAD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ff0ad867c3bf4a998bf7eb15a15d9eeed1a4009e","datavalue":{"value":{"entity-type":"item","numeric-id":150493,"id":"Q150493"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1718902$DACE841E-BF3C-49C8-90B5-41B8A357AB02","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9207bb7c3965bf5d4c25dad6413d2e1ab21e2f15","datavalue":{"value":{"entity-type":"item","numeric-id":3574717,"id":"Q3574717"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1718902$63CB6B0C-A2C5-4E68-ADC5-04945ECFF51C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ddec408f2d059bab05b65189a24d69cd07b202a0","datavalue":{"value":{"entity-type":"item","numeric-id":2366755,"id":"Q2366755"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1718902$ADA9EB11-EE54-4BF2-B802-13A2BB2D16D1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"64c65d9a7c706750ea7d1ac2b421e13c92e06c44","datavalue":{"value":{"entity-type":"item","numeric-id":61354,"id":"Q61354"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1718902$B68025C9-949C-46A7-97BF-C1ED01685D1E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"48220a7364e000b068c4b7052c55b5e27d1147d6","datavalue":{"value":{"entity-type":"item","numeric-id":98312,"id":"Q98312"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1718902$175CD19A-0941-46F7-BFF4-2B626F4FB24E","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a4875e4154e1aa391097e4b913ab2f7cf6e5911f","datavalue":{"value":{"entity-type":"item","numeric-id":337767,"id":"Q337767"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"29ecd9ba5b7b2cb5d1c9a48d8a0c3d110f4a29a7","datavalue":{"value":{"amount":"+0.8442609906196594","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1718902$BF252A62-A216-4FA7-9262-C84CC3B49663","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"71fefe484565aca7bce4777651f0c2d6f325b95d","datavalue":{"value":{"entity-type":"item","numeric-id":5860970,"id":"Q5860970"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9d38efa73f7fa4d354b2585972ce4956452447ad","datavalue":{"value":{"amount":"+0.8292177319526672","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1718902$BD300821-7537-415E-AFE2-52E607B6B70C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"973710e1552646205c9c053a5f8dab8a7a99ce49","datavalue":{"value":{"entity-type":"item","numeric-id":150493,"id":"Q150493"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7865ed0fb1fca2cd3d603afaa75ed3c3c9fdb44c","datavalue":{"value":{"amount":"+0.8252881169319153","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1718902$E38CA5A9-66BC-4BD0-9711-631F94DAF637","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c7fdd5c094715ea3a76efd27f0732a4654be1243","datavalue":{"value":{"entity-type":"item","numeric-id":1362041,"id":"Q1362041"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"03b8a5f5c6a13d5327758e9a5abed11a5df1038a","datavalue":{"value":{"amount":"+0.8198927044868469","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1718902$65F365B4-6FAF-4E49-A900-752FFA6D4EE2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"48173b666a779aac555597c052c1c4c9a3c7092a","datavalue":{"value":{"entity-type":"item","numeric-id":98307,"id":"Q98307"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"88dc13cfd8802bc4b39f6d6cbc40245bbaed307e","datavalue":{"value":{"amount":"+0.8126366138458252","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1718902$5E800F9C-233D-4B23-B3E0-877306B22819","rank":"normal"}],"P163":[{"mainsnak":{"snaktype":"value","property":"P163","hash":"daf5f856a5d861312ad309ab567540337a5f61d6","datavalue":{"value":{"entity-type":"item","numeric-id":57050,"id":"Q57050"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1718902$F39BD0F4-1DC1-42D9-8921-304FF07E0DD3","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:1718902","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:1718902"}}}}}