Identification and \(\sqrt N\)-consistent estimation of a nonlinear panel data model with correlated unobserved effects
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Publication:2440387
DOI10.1016/j.jeconom.2012.09.007zbMath1283.62149OpenAlexW2060109986MaRDI QIDQ2440387
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
panel datasemiparametriccorrelated random effectssingle indexlagged dependent variablespredetermined
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Generalized linear models (logistic models) (62J12)
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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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