Analysis of panel data
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Publication:2946079
DOI10.1017/CBO9781139839327zbMATH Open1320.62003OpenAlexW4232260583MaRDI QIDQ2946079FDOQ2946079
Authors: Cheng Hsiao 
Publication date: 15 September 2015
Full work available at URL: https://doi.org/10.1017/cbo9781139839327
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Cited In (only showing first 100 items - show all)
- Nonparametric drift estimation for i.i.d. paths of stochastic differential equations
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- Computation for latent variable model estimation: a unified stochastic proximal framework
- Econometric analysis of cross section and panel data.
- Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models
- Robust synthetic control
- Panel data analysis -- advantages and challenges (with comments and rejoinder)
- Statistical inference for single-index panel data models
- A panel quantile approach to attrition bias in big data: evidence from a randomized experiment
- Tests for qualitative features in the random coefficients model
- Semiparametric Regression Analysis of Panel Count Data: A Practical Review
- The role of heterogeneous parameters for the detection of selection in insurance contracts
- Bayesian analysis of dynamic panel data by penalized quantile regression
- Nonparametric fixed effects model for panel data with locally stationary regressors
- Panel Data Analysis via Mechanistic Models
- Natural and cyclical unemployment: A stochastic frontier decomposition and economic policy implications
- Max-sum tests for cross-sectional independence of high-dimensional panel data
- Structure identification in panel data analysis
- Semiparametric estimation of partially varying-coefficient dynamic panel data models
- Bootstrap inference for misspecified moment condition models
- First difference or forward demeaning: Implications for the method of moments estimators
- Estimation in single-index panel data models with heterogeneous link functions
- Spatial dynamic panel data models with correlated random effects
- Determinants of allocative and technical inefficiency in stochastic frontier models: an analysis of Norwegian electricity distribution firms
- Some properties of the LIML estimator in a dynamic panel structural equation
- Using mixture models to detect sex bias in health outcomes in Bangladesh
- Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models
- Factor dimension determination for panel interactive effects models: an orthogonal projection approach
- Cross-Sectional Dependence in Panel Data Analysis
- Estimation of fixed effects dynamic panel data models: linear differencing or conditional expectation
- Asymptotic properties of the CUSUM estimator for the time of change in linear panel data models
- Empirical Bayes identification of stationary processes and approximation of Toeplitz spectra
- Transformations and moment conditions for dynamic fixed effects logit models
- Inference on trending panel data
- Identifying latent grouped patterns in panel data models with interactive fixed effects
- Panel models with interactive effects
- Estimation for dynamic and static panel probit models with large individual effects
- Panel data models with cross-sectional dependence: a selective review
- A practical test for strict exogeneity in linear panel data models with fixed effects
- Granger causality and structural causality in cross-section and panel data
- Title not available (Why is that?)
- Exponential class of dynamic binary choice panel data models with fixed effects
- Heterogeneity and selection in dynamic panel data
- Clustering and forecasting multiple functional time series
- On CUSUM test for dynamic panel models
- Nonparametric estimation of fixed effects panel data varying coefficient models
- Nonparametric multidimensional fixed effects panel data models
- Econometric analysis of panel data
- Efficient inference on fractionally integrated panel data models with fixed effects
- The limited information maximum likelihood approach to dynamic panel structural equation models
- A robust test for serial correlation in panel data models
- ESTIMATION FOR DYNAMIC PANEL DATA WITH INDIVIDUAL EFFECTS
- Nonparametric estimation of the determinants of inefficiency in the presence of firm heterogeneity
- Does marriage boost men's wages?: Identification of treatment effects in fixed effects regression models for panel data
- Panel data analysis with heterogeneous dynamics
- Nonlinear panel data models with distribution-free correlated random effects
- Nonparametric estimation in large panels with cross-sectional dependence
- A joint test for conditional heteroscedasticity in dynamic panel data models
- Non-parametric time-varying coefficient panel data models with fixed effects
- Robust estimation and empirical likelihood inference with exponential squared loss for panel data models
- Empirical likelihood based inference for varying coefficient panel data models with fixed effect
- Quantile regression for longitudinal data based on latent Markov subject-specific parameters
- Asymptotic distribution of quasi-maximum likelihood estimation of dynamic panels using long difference transformation when both \(N\) and \(T\) are large
- A Test for Slope Heterogeneity in Fixed Effects Models
- Heterogeneous panel data models with cross-sectional dependence
- Specification and estimation of social interaction models with network structures
- Identifying latent group structures in nonlinear panels
- Terminal-dependent statistical inference for the FBSDEs models
- How the sampling variances affect the linear predictor of the Fay-Herriot model
- Robust estimation of a multilevel model with structural change
- Combined fixed and random effects estimators
- Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation
- Homogeneity Pursuit in Single Index Models based Panel Data Analysis
- Detecting homogenous predictors in high-dimensional panel model with an MCMC algorithm
- Piecewise transition models with random effects for unequally spaced longitudinal measurements
- Editorial: Celebrating 40 years of panel data analysis: past, present and future
- Title not available (Why is that?)
- The analysis of demand and supply of blood in hospital in Surabaya city using panel data regression
- A multi-kink quantile regression model with common structure for panel data analysis
- Jive for panel dynamic simultaneous equations models
- Challenges for panel financial analysis
- Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models
- Strong mixing properties of discrete-valued time series with exogenous covariates
- Bayesian estimation and model comparison for linear dynamic panel models with missing values
- Marginal and Conditional Multiple Inference for Linear Mixed Model Predictors
- Analysis of pseudo-panel data with dependent samples
- Determination of different types of fixed effects in three-dimensional panels
- Root-NConsistent Estimation of a Panel Data Binary Response Model With Unknown Correlated Random Effects
- Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective
- Testing specification of distribution in stochastic frontier analysis
- Network-Based Clustering for Varying Coefficient Panel Data Models
- Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients
- Transformed Estimation for Panel Interactive Effects Models
- Sieve Estimation of Time-Varying Panel Data Models With Latent Structures
- Risk-aversion and B2B contracting under asymmetric information: evidence from managed print services
- Local information theoretic methods for smooth coefficients dynamic panel data models
- Identifying Latent Groups in Spatial Panel Data Using a Markov Random Field Constrained Product Partition Model
- Efficient pseudo-Gaussian and rank-based detection of random regression coefficients
- Modelling Thailand tourism demand: a dual generalized maximum entropy estimator for panel data regression models
- Random autoregressive models: a structured overview
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