Root-N consistent semiparametric estimators of a dynamic panel-sample-selection model
DOI10.1016/J.JECONOM.2007.01.008zbMATH Open1418.62454OpenAlexW2159704319MaRDI QIDQ288357FDOQ288357
Authors: George-Levi Gayle, Christelle Viauroux
Publication date: 25 May 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2007.01.008
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Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20)
Cites Work
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Cited In (17)
- A root-\(N\) consistent estimator for some fixed-effects panel data sample selection models
- Heterogeneous credit union production technologies with endogenous switching and correlated effects
- Identification and \(\sqrt N\)-consistent estimation of a nonlinear panel data model with correlated unobserved effects
- An alternative root-\(n\) consistent estimator for panel data binary choice models
- Root-\(N\)-consistent estimation of fixed-effect panel data transformation models with censoring
- Bias corrections for two-step fixed effects panel data estimators
- Root-NConsistent Estimation of a Panel Data Binary Response Model With Unknown Correlated Random Effects
- A simple root-\(N\)-consistent semiparametric estimator for discrete duration models
- Maximum simulated likelihood estimation of the panel sample selection model
- Grouped effects estimators in fixed effects models
- A Hausman specification test based on root-\(N\)-consistent semiparametric estimators
- Monte Carlo evidence on the estimation method for industry dynamics
- Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables
- Estimation of a nonlinear panel data model with semiparametric individual effects
- Estimation of dynamic panel data sample selection models
- Nonlinear panel data models with distribution-free correlated random effects
- Estimation of dynastic life-cycle discrete choice models
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