PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA
From MaRDI portal
Publication:3577704
DOI10.1017/S0266466609990132zbMath1193.91082OpenAlexW1981079155MaRDI QIDQ3577704
Hyungsik Roger Moon, Jinyong Hahn
Publication date: 23 July 2010
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466609990132
Applications of statistics to economics (62P20) Point estimation (62F10) General equilibrium theory (91B50) Statistical methods; economic indices and measures (91B82)
Related Items (14)
Estimation and identification of latent group structures in panel data ⋮ Nonparametric estimation of non-exchangeable latent-variable models ⋮ Group structure detection for a high‐dimensional panel data model ⋮ Dynamic factor copula models with estimated cluster assignments ⋮ Identifying latent group structures in spatial dynamic panels ⋮ Robustness of dynamics in games: a contraction mapping decomposition approach ⋮ A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR ⋮ Multi-dimensional latent group structures with heterogeneous distributions ⋮ Estimation of panel group structure models with structural breaks in group memberships and coefficients ⋮ GRANGER CAUSALITY AND STRUCTURAL CAUSALITY IN CROSS-SECTION AND PANEL DATA ⋮ Heterogeneous structural breaks in panel data models ⋮ Convergence rate of estimators of clustered panel models with misclassification ⋮ Customer Learning in Call Centers from Previous Waiting Experiences ⋮ Grouped Heterogeneous Mixture Modeling for Clustered Data
Cites Work
- Unnamed Item
- Estimating dynamic panel data discrete choice models with fixed effects
- On large deviations for uniformly strong mixing sequences
- Biases in Dynamic Models with Fixed Effects
- Bernstein-type large deviations inequalities for partial sums of strong mixing processes
- Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
- MODEL SELECTION AND INFERENCE: FACTS AND FICTION
- Consistent Estimates Based on Partially Consistent Observations
This page was built for publication: PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA