Identification and \(\sqrt N\)-consistent estimation of a nonlinear panel data model with correlated unobserved effects

DOI10.1016/j.jeconom.2012.09.007zbMath1283.62149OpenAlexW2060109986MaRDI QIDQ2440387

Wayne-Roy Gayle

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.2012.09.007

zbMATH Keywords

panel datasemiparametriccorrelated random effectssingle indexlagged dependent variablespredetermined

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Generalized linear models (logistic models) (62J12)

Related Items

Identification and estimation of nonseparable single-index models in panel data with correlated random effects, Binary response correlated random coefficient panel data models, NONLINEAR PANEL DATA MODELS WITH DISTRIBUTION-FREE CORRELATED RANDOM EFFECTS

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