Root-N consistent semiparametric estimators of a dynamic panel-sample-selection model
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Root-\(N\) consistent semiparametric estimators of a dynamic panel-sample-selection model
Root-\(N\) consistent semiparametric estimators of a dynamic panel-sample-selection model
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Cites work
- scientific article; zbMATH DE number 5654889 (Why is no real title available?)
- scientific article; zbMATH DE number 88833 (Why is no real title available?)
- scientific article; zbMATH DE number 3215519 (Why is no real title available?)
- scientific article; zbMATH DE number 3244196 (Why is no real title available?)
- scientific article; zbMATH DE number 3246460 (Why is no real title available?)
- scientific article; zbMATH DE number 3191390 (Why is no real title available?)
- A central limit theorem under metric entropy with \(L_ 2\) bracketing
- Another look at the instrumental variable estimation of error-components models
- Asymptotic efficiency in semi-parametric models with censoring
- Binary choice panel data models with predetermined variables
- Convergence rate of sieve estimates
- Convergence rates and asymptotic normality for series estimators
- Dynamic Investment Models and the Firm's Financial Policy
- Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
- Efficient estimation of models for dynamic panel data
- Estimating fixed and random effects models with selectivity
- Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
- Estimation of a Panel Data Sample Selection Model
- Estimation of a nonlinear panel data model with semiparametric individual effects
- Estimation of dynamic panel data sample selection models
- Formulation and estimation of dynamic models using panel data
- Instrumental Variable Estimation of Nonparametric Models
- Nonparametric Estimation of Sample Selection Models
- Nonparametric and Districtuion-Free Estimation of the Binary Threshold Crossing and The Binary Choice Models
- On methods of sieves and penalization
- Orthogonality conditions for Tobit models with fixed effects and lagged dependent variables
- Panel Data Discrete Choice Models with Lagged Dependent Variables
- Root-N-Consistent Semiparametric Regression
- Sample Selection Bias as a Specification Error
- Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data
- Semiparametric Binary Choice Panel Data Models Without Strictly Exogeneous Regressors
- Semiparametric estimation of censored selection models with a nonparametric selection mechanism
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- Shadow Prices, Market Wages, and Labor Supply
- Sieve Extremum Estimates for Weakly Dependent Data
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- The Effect of Work Experience on Female Wages and Labour Supply
- Time to Build and Aggregate Fluctuations
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
- 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
- Identification and \(\sqrt N\)-consistent estimation of a nonlinear panel data model with correlated unobserved effects
- A simple root-\(N\)-consistent semiparametric estimator for discrete duration models
- Root-NConsistent Estimation of a Panel Data Binary Response Model With Unknown Correlated Random Effects
- Grouped effects estimators in fixed effects models
- Maximum simulated likelihood estimation of the panel sample selection model
- 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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