Estimation of a Censored Dynamic Panel Data Model
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(27)- Bayesian analysis of dynamic panel data by penalized quantile regression
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- Identification and estimation of nonlinear dynamic panel data models with unobserved covariates
- Bayesian analysis of quantile regression for censored dynamic panel data
- Finite sample inference for quantile regression models
- Identification of panel data models with endogenous censoring
- Estimation of dynamic panel data sample selection models
- Estimating dynamic local interactions models
- Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities
- Recent developments in semiparametric and nonparametric estimation of panel data models with incomplete information: a selected review
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- Identification of dynamic binary response models
- Estimation of Some Nonlinear Panel Data Models With Both Time-Varying and Time-Invariant Explanatory Variables
- Identification in nonlinear dynamic panel models under partial stationarity
- Moment conditions for dynamic panel logit models with fixed effects
- Estimation and inference for unbalanced panel data models with interactive fixed effects
- Inference on nonparametric panel data models with fixed effects and censored dependent variables
- Bias corrections for two-step fixed effects panel data estimators
- Unbalanced panel data: a survey
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