Estimation of a nonlinear panel data model with semiparametric individual effects
From MaRDI portal
Publication:2440333
DOI10.1016/j.jeconom.2013.03.004zbMath1283.62138MaRDI QIDQ2440333
Wayne-Roy Gayle, Soiliou Daw Namoro
Publication date: 18 March 2014
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2013.03.004
62F12: Asymptotic properties of parametric estimators
62G05: Nonparametric estimation
62F10: Point estimation
62J02: General nonlinear regression
91B82: Statistical methods; economic indices and measures
Related Items
Non‐parametric models in binary choice fixed effects panel data, NONLINEAR PANEL DATA MODELS WITH DISTRIBUTION-FREE CORRELATED RANDOM EFFECTS, Root-\(N\) consistent semiparametric estimators of a dynamic panel-sample-selection model, Nonparametric identification of discrete choice models with lagged dependent variables, Identification and \(\sqrt N\)-consistent estimation of a nonlinear panel data model with correlated unobserved effects
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