scientific article; zbMATH DE number 5245028

zbMath1137.62086MaRDI QIDQ5447124

Manuel Arellano, Jinyong Hahn

Publication date: 6 March 2008

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (34)

Estimation of a varying coefficient, fixed-effects Cobb-Douglas production function in levels ⋮ Smoothed quantile regression for panel data ⋮ Many IVs estimation of dynamic panel regression models with measurement error ⋮ Lessons from a Decade of IPS and LLC ⋮ Identification and estimation in panel models with overspecified number of groups ⋮ Time-specific average estimation of dynamic panel regressions ⋮ On the unbiased asymptotic normality of quantile regression with fixed effects ⋮ The role of score and information bias in panel data likelihoods ⋮ SECOND-ORDER BIAS REDUCTION FOR NONLINEAR PANEL DATA MODELS WITH FIXED EFFECTS BASED ON EXPECTED QUANTITIES ⋮ Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares ⋮ The robustness of conditional logit for binary response panel data models with serial correlation ⋮ Adjustments of profile likelihood through predictive densities ⋮ DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS ⋮ Adjusted QMLE for the spatial autoregressive parameter ⋮ Estimation of spatial autoregressive panel data models with fixed effects ⋮ Fixed effects estimation of structural parameters and marginal effects in panel probit models ⋮ On the estimation of technical and allocative efficiency in a panel stochastic production frontier system model: some new formulations and generalizations ⋮ Integrated likelihood based inference for nonlinear panel data models with unobserved effects ⋮ Penalized quantile regression for dynamic panel data ⋮ Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence ⋮ Estimation of average marginal effects in multiplicative unobserved effects panel models ⋮ Inference on trending panel data ⋮ Individual and time effects in nonlinear panel models with large \(N\), \(T\) ⋮ Model selection in the presence of incidental parameters ⋮ Bias corrections for two-step fixed effects panel data estimators ⋮ Quantile regression for dynamic panel data with fixed effects ⋮ Determining individual or time effects in panel data models ⋮ Some recent developments in efficiency measurement in stochastic frontier models ⋮ Robust likelihood estimation of dynamic panel data models ⋮ Unified inference for nonlinear factor models from panels with fixed and large time span ⋮ Parametric Modeling of Quantile Regression Coefficient Functions With Longitudinal Data ⋮ The role of conditional likelihoods in latent variable modeling ⋮ Asymptotic theory for differentiated products demand models with many markets ⋮ Finite Mixture for Panels with Fixed Effects

This page was built for publication: