Correlated random effects models with unbalanced panels
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Cites work
- A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables
- Average and quantile effects in nonseparable panel models
- Cross Section and Panel Data Estimators for Nonseparable Models with Endogenous Regressors
- Econometric analysis of cross section and panel data.
- Estimating panel data models in the presence of endogeneity and selection
- Estimation of cross sectional and panel data censored regression models with endogeneity
- Fixed effects estimation of structural parameters and marginal effects in panel probit models
- Handbook of econometrics. Volume 2
- scientific article; zbMATH DE number 1735137 (Why is no real title available?)
- Individual and time effects in nonlinear panel models with large \(N\), \(T\)
- Jackknife and analytical bias reduction for nonlinear panel models.
- Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
- Multivariate regression models for panel data
- On the Pooling of Time Series and Cross Section Data
- Panel Data Discrete Choice Models with Lagged Dependent Variables
- Panel data methods for fractional response variables with an application to test pass rates
- Pseudo Maximum Likelihood Methods: Theory
- Selection corrections for panel data models under conditional mean independence assumptions
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- Specification Tests in Econometrics
- Testing for Selectivity Bias in Panel Data Models
- The impact of a Hausman pretest on the size of a hypothesis test: the panel data case
- The projection approach for unbalanced panel data
- Unobserved heterogeneity and estimation of average partial effects
Cited in
(25)- Unobservable individual effects in unbalanced panel data
- A simple method for estimating unconditional heterogeneity distributions in correlated random effects models
- Annals issue in honor of Jerry A. Hausman. Editors' introduction
- Time-invariant regressors under fixed effects: simple identification via a proxy variable
- Exponential regression of fractional-response fixed-effects models with an application to firm capital structure
- Unbalanced Repeated Measures with Random Coefficients
- The projection approach for unbalanced panel data
- A control function approach to estimate panel data binary response model
- Nested random effects estimation in unbalanced panel data
- The two-way Mundlak estimator
- Estimation of Matrix Exponential Unbalanced Panel Data Models with Fixed Effects: An Application to US Outward FDI Stock
- Inference in Approximately Sparse Correlated Random Effects Probit Models With Panel Data
- Revealing bank's inefficiencies of hidden resource: evidence from emerging economy
- Panel threshold mixed data sampling models with a covariate-dependent threshold
- Short panel data quantile regression model with flexible correlated effects
- Specification test in panel ordered response models
- Simple approaches to nonlinear difference-in-differences with panel data
- Non linear correlated random effects models with endogeneity and unbalanced panels
- How Important Is Selection into Full-Time and Part-Time Employment? A New Panel Data Sample Selection Model for Estimating Wage Profiles
- Double machine learning for static panel models with fixed effects
- Genuinely unbalanced spatial panel data models with fixed effects: M-estimation and inference with an application to FDI inflows
- Hysteresis in addictive consumption depends on time preferences
- Estimation and inference for unbalanced panel data models with interactive fixed effects
- Addressing attrition in nonlinear dynamic panel data models with an application to health
- Unbalanced panel data: a survey
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