A NEW PANEL DATA TREATMENT FOR HETEROGENEITY IN TIME TRENDS

DOI10.1017/S026646661100034XzbMath1239.91185MaRDI QIDQ2890706

Robin C. Sickles, Wonho Song, Alois Kneip

Publication date: 11 June 2012

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

91G60: Numerical methods (including Monte Carlo methods)

91G70: Statistical methods; risk measures

Related Items

Simplicial principal component analysis for density functions in Bayes spaces, Panel data models with multiple time-varying individual effects, Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data, Some recent developments in efficiency measurement in stochastic frontier models, Parameter cascading for panel models with unknown number of unobserved factors: an application to the credit spread puzzle, A constrained state space approach for estimating firm efficiency, Nonlinear factor models for network and panel data, Theory and methods of panel data models with interactive effects, A semiparametric model for heterogeneous panel data with fixed effects, A spatial autoregressive stochastic frontier model for panel data with asymmetric efficiency spillovers

Uses Software

• fda (R)

Cites Work

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