A generalized panel data switching regression model
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Publication:485697
DOI10.1016/J.ECONLET.2014.06.022zbMATH Open1303.62050OpenAlexW3124744841MaRDI QIDQ485697FDOQ485697
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
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)
Cites Work
- Title not available (Why is that?)
- Generalized Econometric Models with Selectivity
- Analysis of Covariance with Qualitative Data
- On the Pooling of Time Series and Cross Section Data
- Some Approaches to the Correction of Selectivity Bias
- A method of moments interpretation of sequential estimators
- Estimating panel data models in the presence of endogeneity and selection
- Selection corrections for panel data models under conditional mean independence assumptions
- Estimation of a Panel Data Sample Selection Model
- Selection correction in panel data models: An application to the estimation of females' wage equations
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
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