Semiparametric Estimation of Regression Models for Panel Data

DOI10.2307/2298119MaRDI QIDQ4865756zbMATH OpenOpenAlexFDO

Authors Joel Horowitz, Marianthi Markatou

Publication date 28 February 1996

Published in Review of Economic Studies (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/550ea86cd31ab7963a030ccaca30222e53ca38bb

zbMATH Keywords

autoregressive processescurrent population surveydensity estimatorsearnings modelerror componentslinear modelsmoving average processespanel datasemiparametric regression

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Recommendations

• Using semi-parametric methods in an analysis of earnings mobility
• Semiparametric estimation of the canonical permanent-transitory model of earnings dynamics
• Estimating semiparametric panel data models by marginal integration
• Nonparametric estimation of fixed effects panel data models
• Semiparametric and nonparametric methods in econometrics

Cited in

(55)

• Density estimation with heteroscedastic error
• Consistent and rate-optimal density estimation from heteroscedastic data groups
• Nonparametric estimation of the measurement error model using multiple indicators.
• Distribution-free estimation of some nonlinear panel data models
• Robust estimation of generalized linear models with measurement errors.
• An empirical analysis of earnings dynamics among men in the PSID: 1968--1989
• Conditionally independent private information in OCS wildcat auctions
• On instrumental variable estimation of semiparametric dynamic panel data models.
• Testing the distribution of error components in panel data models
• Uniform confidence bands in deconvolution with unknown error distribution
• Robust and consistent estimation of nonlinear errors-in-variables models
• Density deconvolution in a two-level heteroscedastic model with unknown error density
• Robust likelihood estimation of dynamic panel data models
• Estimation of varying coefficient models with measurement error
• Uniform confidence bands for nonparametric errors-in-variables regression
• SIMEX estimation for single-index model with covariate measurement error
• A semiparametric panel approach to mortality modeling
• On deconvolution with repeated measurements
• Deconvolution from panel data with unknown error distribution
• Adaptive circular deconvolution by model selection under unknown error distribution
• Multiscale density estimation with errors in variables
• A semiparametric model for heterogeneous panel data with fixed effects
• A data-driven smooth test of symmetry
• Optimal convergence rates for density estimation from grouped data
• Specification testing and nonparametric estimation of the human capital model
• Difference-based estimation and model identification for panel data semiparametric models with cross-section dependence
• Deconvoluting preferences and errors: a model for binomial panel data
• A spectral method for deconvolving a density
• Non-parametric efficiency estimation using Richardson-Lucy blind deconvolution
• Local GMM estimation of semiparametric panel data with smooth coefficient models
• Using semi-parametric methods in an analysis of earnings mobility
• Generalized non-parametric deconvolution with an application to earnings dynamics
• On deconvolution as a first stage nonparametric estimator
• NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
• scientific article; zbMATH DE number 1219022 (Why is no real title available?)
• Identification of joint distributions in dependent factor models
• Semiparametric model average prediction in panel data analysis
• Semiparametric Regression for the Applied Econometrician
• Fast nonparametric maximum likelihood density deconvolution using Bernstein polynomials
• Intertemporal persistence in healthcare spending and utilization: the role of insurance
• Semiparametric estimation of the canonical permanent-transitory model of earnings dynamics
• Specification tests in mixed effects models
• Semiparametric Efficient Distribution Free Estimation of Panel Models
• Semiparametric Bayesian Inference in Autoregressive Panel Data Models
• Testing for distributional features in varying coefficient panel data models
• Semiparametric estimation of partially varying-coefficient dynamic panel data models
• Recovering Latent Variables by Matching
• Nonparametric identification and estimation of heterogeneous causal effects under conditional independence
• Empirical Bayes Mean Estimation With Nonparametric Errors Via Order Statistic Regression on Replicated Data
• Inference on a distribution from noisy draws
• Unobserved Heterogeneity in Income Dynamics: An Empirical Bayes Perspective
• Rate-optimal nonparametric estimation in classical and Berkson errors-in-variables problems
• Robust penalized quantile regression estimation for panel data
• Deconvolution with unknown error distribution
• Methodology and convergence rates for functional linear regression

This page was built for publication: Semiparametric Estimation of Regression Models for Panel Data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4865756)