Autoregressive models with sample selectivity for panel data.

MaRDI QIDQ2704690zbMATH OpenFDO

Authors Manuel Arellano, Olympia Bover, José M. Labeaga

Publication date 24 July 2001

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Cited in

(6)

• Panel data analysis -- advantages and challenges (with comments and rejoinder)
• Heterogeneous credit union production technologies with endogenous switching and correlated effects
• Two-step estimation of panel data models with censored endogenous variables and selection bias
• Does internal locus of control get you out of homelessness?
• Monte Carlo evidence on the estimation method for industry dynamics
• A double-hurdle rational addiction model with heterogeneity: Estimating the demand for tobacco

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