GQL estimation in linear dynamic models for panel data

DOI10.1080/00949655.2011.625555MaRDI QIDQ4922654zbMATH OpenOpenAlexFDO

Authors B. R. Sun, Brajendra C. Sutradhar

Publication date 3 June 2013

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2011.625555

zbMATH Keywords

efficiencygeneralized quasi-likelihood (GQL)linear dynamic modelnormality-based weight matrixunknown error distribution

Mathematics Subject Classification ID

Point estimation (62F10) Generalized linear models (logistic models) (62J12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• An overview on regression models for discrete longitudinal responses
• Formulation and estimation of dynamic models using panel data
• Instrumental-Variable Estimation of an Error-Components Model
• Large Sample Properties of Generalized Method of Moments Estimators
• Panel Data and Unobservable Individual Effects
• Quasi-likelihood functions
• Robust estimation in generalized linear mixed models
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

Cited in

(10)

• Modelling with dispersed bivariate moving average processes
• Bias corrected generalized method of moments and generalized quasi-likelihood inferences in linear models for panel data with measurement error
• Modeling longitudinal INMA(1) with COM-Poisson innovation under non-stationarity: application to medical data
• GMM versus GQL inferences in semiparametric linear dynamic mixed models
• Remarks on asymptotic efficient estimation for regression effects in stationary and nonstationary models for panel count data
• BINMA(1) model with COM-Poisson innovations: Estimation and application
• GEE estimation of the covariance structure of a bivariate panel data model with an application to wage dynamics and the incidence of profit-sharing in West Germany
• A note on transformed likelihood approach in linear dynamic panel models
• GMM versus GQL inferences for panel count data
• Generalized method of moments versus generalized quasilikelihood inferences in binary panel data models

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