scientific article; zbMATH DE number 3938400

MaRDI QIDQ3709749zbMATH OpenFDO

Authors Gary Chamberlain

Publication date 1984

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Fixed effects estimation of structural parameters and marginal effects in panel probit models
Maximum likelihood estimation of input demand models with fixed costs of adjustment
Group-specific stochastic production frontier models with parametric specifications
Regression-based specification tests for the multinomial logit model
Parameters of interest, nuisance parameters and orthogonality conditions. An application to autoregressive error component models
Convenient estimators for the panel probit model
Distribution-free estimation of some nonlinear panel data models
Marketing models of consumer heterogeneity
Exploiting cross-section variation for unit root inference in dynamic data
Transforming the error-components model for estimation with general ARMA disturbances
The equivalence of two estimators of the fixed-effects logit model
The incidental parameter problem since 1948
Jackknife minimum distance estimation.
A quantile correlated random coefficients panel data model
Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable
GMM inference when the number of moment conditions in large
Binary choice panel data models with predetermined variables
Individual effects and dynamics in count data models.
Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
A maximum likelihood estimator based on first differences for a panel data Tobit model with individual specific effects
Missing dependent variables in fixed-effects models
Integrated likelihood based inference for nonlinear panel data models with unobserved effects
Editorial: Introduction to the annals issue in honor of Gary Chamberlain
Feedback in panel data models
Robust likelihood estimation of dynamic panel data models
Design-based analysis in difference-in-differences settings with staggered adoption
Who wins, who loses? Identification of conditional causal effects, and the welfare impact of changing wages
The role of conditional likelihoods in latent variable modeling
Level-based estimation of dynamic panel models
On the unbiased asymptotic normality of quantile regression with fixed effects
Nonparametric estimation of the ability density in the mixed-effect Rasch model
Semiparametric identification in panel data discrete response models
Time-invariant regressors under fixed effects: simple identification via a proxy variable
Broken or fixed effects?
Panel data analysis -- advantages and challenges (with comments and rejoinder)
Panel data unit roots tests: the role of serial correlation and the time dimension
Forecasting and turning point predictions in a Bayesian panel VAR model
Identification and \(\sqrt N\)-consistent estimation of a nonlinear panel data model with correlated unobserved effects
Identification and estimation of nonlinear dynamic panel data models with unobserved covariates
Theory and methods of panel data models with interactive effects
Testing for separability in structural equations
An alternative identification of nonlinear dynamic panel data models with unobserved covariates
Bayesian analysis of quantile regression for censored dynamic panel data
Nonparametric identification in panels using quantiles
Reconsidering heterogeneity in panel data estimators of the stochastic frontier model
Some models for stochastic frontiers with endogeneity
Spatial dynamic panel data models with correlated random effects
Design and analysis of bipartite experiments under a linear exposure-response model
Introduction to the special issue: Models of linked employer-employee data: twenty years after ``high wage workers and high wage firms
The Oxford handbook of panel data
Identification of binary choice models with social interactions
A control function approach to estimating dynamic probit models with endogenous regressors
Non-causality in bivariate binary time series
Granger causality and structural causality in cross-section and panel data
Discrete choice modeling with nonstationary panels applied to exchange rate regime choice
Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models
The impact of a Hausman pretest on the asymptotic size of a hypothesis test
scientific article; zbMATH DE number 3984433 (Why is no real title available?)
scientific article; zbMATH DE number 1521551 (Why is no real title available?)
Estimating dynamic panel data discrete choice models with fixed effects
CURRENT PROBLEMS IN ECONOMETRICS— A PERSONAL VIEW: Address on the Occasion of the Investiture of Professor John Denis Sargan with the Degree of Doctor Honoris Causa of the University Carlos III, 2 February 1993
A comparative study on estimation methods to deal with the endogeneity in linear random-intercept models with an extension
Bayesian inference for random coefficient dynamic panel data models
Testing identifying assumptions in nonseparable panel data models
Quasi maximum likelihood estimation of dynamic panel data models
The impact of a Hausman pretest on the size of a hypothesis test: the panel data case
On using linear quantile regressions for causal inference
Non-parametric testing of discrete panel data models
Matrix Completion Methods for Causal Panel Data Models
Convergence empirics across economies with (some) capital mobility.
Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
GMM estimation of linear panel data models with time-varying individual effects
Panel data analysis of household brand choices
An equality test across nonparametric regressions
Binary response models for heterogeneous panel data with interactive fixed effects
SECOND-ORDER BIAS REDUCTION FOR NONLINEAR PANEL DATA MODELS WITH FIXED EFFECTS BASED ON EXPECTED QUANTITIES
How do women on corporate boards shape corporate social performance? Evidence drawn from semiparametric regression
Composite Likelihood Estimation of an Autoregressive Panel Ordered Probit Model with Random Effects
Inference in models with partially identified control functions
Empirical strategies in economics: illuminating the path from cause to effect
LM Test of Neglected Correlated Random Effects and Its Application
Root-NConsistent Estimation of a Panel Data Binary Response Model With Unknown Correlated Random Effects
Copula-Based Random Effects Models for Clustered Data
Estimating Monotone Concave Stochastic Production Frontiers
Micro-Level Estimation of Optimal Consumption Choice With Intertemporal Nonseparability in Preferences and Measurement Errors
Identification and Efficiency Bounds for the Average Match Function Under Conditionally Exogenous Matching
Earnings Dynamics and Measurement Error in Matched Survey and Administrative Data
Design-robust two-way-fixed-effects regression for panel data
A method of moments approach to asymptotically unbiased synthetic controls
A panel quantile model via correlated random effects approach for testing pecking order theory
Identification in nonlinear dynamic panel models under partial stationarity
Causal models for longitudinal and panel data: a survey
Short panel data quantile regression model with flexible correlated effects
Deep Regression for Repeated Measurements
Identification and estimation of partial effects in nonlinear semiparametric panel models
Test of neglected heterogeneity in dyadic models
Identification of time-varying counterfactual parameters in nonlinear panel models
Orthogonality conditions for Tobit models with fixed effects and lagged dependent variables
The role of endogeneity in the relationship between board gender diversity and corporate social performance: evidence from a control function method
Empirical Bayes when estimation precision predicts parameters

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