Functional Differencing
From MaRDI portal
Publication:2859504
DOI10.3982/ECTA9311zbMath1274.62576OpenAlexW4238070495MaRDI QIDQ2859504
Publication date: 8 November 2013
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/ecta9311
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General nonlinear regression (62J02)
Related Items (15)
Identification of panel data models with endogenous censoring ⋮ Transformations and moment conditions for dynamic fixed effects logit models ⋮ SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION ⋮ Minimizing sensitivity to model misspecification ⋮ Fixed‐effects binary choice models with three or more periods ⋮ Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares ⋮ Editorial: Celebrating 40 years of panel data analysis: past, present and future ⋮ Second-order corrected likelihood for nonlinear panel models with fixed effects ⋮ Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects ⋮ Testing identifying assumptions in nonseparable panel data models ⋮ Binary response correlated random coefficient panel data models ⋮ Sufficient statistics for unobserved heterogeneity in structural dynamic logit models ⋮ Nonparametric identification of discrete choice models with lagged dependent variables ⋮ SIMPLE TWO-STAGE INFERENCE FOR A CLASS OF PARTIALLY IDENTIFIED MODELS ⋮ NONLINEAR PANEL DATA MODELS WITH DISTRIBUTION-FREE CORRELATED RANDOM EFFECTS
This page was built for publication: Functional Differencing
