Multilevel and nonlinear panel data models
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Cites work
- A Computationally Efficient Quadrature Procedure for the One-Factor Multinomial Probit Model
- A Computationally Practical Simulation Estimator for Panel Data
- A nonparametric test for poolability using panel data
- Convenient estimators for the panel probit model
- Econometric analysis of cross section and panel data.
- Efficient estimation of models for dynamic panel data
- Estimating multi-way error components models with unbalanced data structures.
- Estimating partially linear panel data models with one-way error components
- Estimation of a Panel Data Sample Selection Model
- Estimation of the error-components model with incomplete panels
- Estimation of tobit-type models with individual specific effects
- scientific article; zbMATH DE number 3938400 (Why is no real title available?)
- scientific article; zbMATH DE number 3984433 (Why is no real title available?)
- scientific article; zbMATH DE number 47282 (Why is no real title available?)
- scientific article; zbMATH DE number 805005 (Why is no real title available?)
- Initial conditions and moment restrictions in dynamic panel data models
- Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
- Maximum score estimation of the stochastic utility model of choice
- Panel Data Econometrics
- Probability inequalities in multivariate distributions
- Root-N-Consistent Semiparametric Regression
- Sample Selection Bias as a Specification Error
- Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data
- Semiparametric Binary Choice Panel Data Models Without Strictly Exogeneous Regressors
- Semiparametric estimation of partially linear panel data models
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- Specification Tests in Econometrics
- Statistical inference in the multinomial multiperiod probit model
- Testing serial correlation in semiparametric panel data models
- Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects
Cited in
(14)- Distribution-free estimation of some nonlinear panel data models
- The econometrics of multi-dimensional panels. Theory and applications
- Dynamic analysis of multivariate panel data with nonlinear transformations
- Integrated likelihood based inference for nonlinear panel data models with unobserved effects
- Nonlinear factor models for network and panel data
- An econometric approach to the estimation of multi-level models
- Generalized dynamic panel data models with random effects for cross-section and time
- Recent developments in semiparametric and nonparametric estimation of panel data models with incomplete information: a selected review
- Nonlinear continuous time modeling approaches in panel research
- PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA
- Macroeconomic effects on mortality revealed by panel analysis with nonlinear trends
- Approximate estimation in nonlinear panel data models
- A nonlinear panel data model of cross-sectional dependence
- Non-parametric models in binary choice fixed effects panel data
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