Distribution-free estimation of some nonlinear panel data models

DOI10.1016/S0304-4076(98)00033-5MaRDI QIDQ1305662zbMATH OpenOpenAlexWikidataFDO

Authors Jeffrey M. Wooldridge

Publication date 13 June 2000

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0304-4076(98)00033-5, http://hdl.handle.net/1721.1/63468

zbMATH Keywords

fixed effectsgeneralized method of momentspanel dataPoisson modelquasi-conditional maximum likelihoodrobustness

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Estimation in multivariate analysis (62H12) Applications of statistics to economics (62P20)

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Cited in

(32)

• Estimation of unobserved counts from partially observed multinomial distributions
• Inferences in semi-parametric dynamic mixed models for longitudinal count data
• Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
• Estimation of average marginal effects in multiplicative unobserved effects panel models
• Panel data regression for counts
• A simple method for estimating unconditional heterogeneity distributions in correlated random effects models
• Feedback in panel data models
• Semiparametrically efficient estimation of the average linear regression function
• Does domestic demand matter for firms' exports?
• The role of conditional likelihoods in latent variable modeling
• Bias in instrumental-variable estimators of fixed-effect models for count data
• Local semi-parametric efficiency of the Poisson fixed effects estimator
• Quantiles via moments
• The robustness of conditional logit for binary response panel data models with serial correlation
• Multivariate fractional regression estimation of econometric share models
• Spatial errors in count data regressions
• On a Unified Generalized Quasi–likelihood Approach for Familial–Longitudinal Non‐Stationary Count Data
• Remarks on asymptotic efficient estimation for regression effects in stationary and nonstationary models for panel count data
• Approximate estimation in nonlinear panel data models
• Longitudinal mixed models with \(t\) random effects for repeated count and binary data
• Interaction terms in Poisson and log linear regression models
• Modelling and estimating individual and firm effects with count panel data
• Nonlinear panel data models with distribution-free correlated random effects
• Semi-parametric models for negative binomial panel data
• Inferences in longitudinal count data models with measurement errors in time dependent covariates
• A unified approach to estimation of nonlinear mixed effects and Berkson measurement error models
• Consistency of the fixed effects Poisson estimator with multiplicative measurement error and unbalanced panels
• MODELING INTERREGIONAL PATIENT MOBILITY: THEORY AND EVIDENCE FROM SPATIALLY EXPLICIT DATA
• Simple approaches to nonlinear difference-in-differences with panel data
• Labor outcomes after employer-provided training: evidence from the understanding society survey
• Cluster trials inference with CARE
• GMM versus GQL inferences for panel count data

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