A generalized panel data switching regression model

DOI10.1016/J.ECONLET.2014.06.022MaRDI QIDQ485697zbMATH OpenOpenAlexFDO

Authors Emir Malikov, Subal C. Kumbhakar

Publication date 14 January 2015

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://mpra.ub.uni-muenchen.de/56770/1/MPRA_paper_56770.pdf

zbMATH Keywords

panel dataselectionpolychotomouscorrelated effectsmultinomial logitnested logit

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Recommendations

• Regime switching panel data models with interactive fixed effects
• Switching Linear Models: A General Approach
• A gradual switching regression model with a flexible transition path
• Nonparametric estimation of a switching regression model
• A gradual switching regression model with autocorrelated errors
• Generalized dynamic panel data models with random effects for cross-section and time
• Switching nonparametric regression models
• An Efficient Estimation for Switching Regression Models: A Monte Carlo Study
• A constrained maximum-likelihood approach to estimating switching regressions
• Panel data models and transitory fluctuations in the explanatory variable

Cites work

• A method of moments interpretation of sequential estimators
• Analysis of Covariance with Qualitative Data
• Econometric analysis of cross section and panel data.
• Estimating panel data models in the presence of endogeneity and selection
• Estimation of a Panel Data Sample Selection Model
• Generalized Econometric Models with Selectivity
• On the Pooling of Time Series and Cross Section Data
• Selection correction in panel data models: An application to the estimation of females' wage equations
• Selection corrections for panel data models under conditional mean independence assumptions
• Some Approaches to the Correction of Selectivity Bias

Cited in

(4)

• A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service
• Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects
• Heterogeneous credit union production technologies with endogenous switching and correlated effects
• Regime switching panel data models with interactive fixed effects

This page was built for publication: A generalized panel data switching regression model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q485697)