Nonlinear panel data models with distribution-free correlated random effects
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Cites work
- A review of semiparametric mixture models
- Analysis of Covariance with Qualitative Data
- Analysis of panel data
- Average and quantile effects in nonseparable panel models
- Binary choice panel data models with predetermined variables
- Binary response models for panel data: identification and information
- Bounds on Parameters in Panel Dynamic Discrete Choice Models
- Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
- Cross Section and Panel Data Estimators for Nonseparable Models with Endogenous Regressors
- Dynamic binary outcome models with maximal heterogeneity
- Econometric analysis of cross section and panel data.
- Econometric analysis of panel data
- Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
- Estimation of a nonlinear panel data model with semiparametric individual effects
- Estimation of Nonlinear Models with Measurement Error
- Functional differencing
- scientific article; zbMATH DE number 5950710 (Why is no real title available?)
- scientific article; zbMATH DE number 2123484 (Why is no real title available?)
- scientific article; zbMATH DE number 3325347 (Why is no real title available?)
- Identification and \(\sqrt N\)-consistent estimation of a nonlinear panel data model with correlated unobserved effects
- Identification and estimation of average partial effects in ``irregular correlated random coefficient panel data models
- Identification and estimation of nonlinear dynamic panel data models with unobserved covariates
- Identification of Marginal Effects in Nonseparable Models Without Monotonicity
- Identifying Distributional Characteristics in Random Coefficients Panel Data Models
- Instrumental Variable Estimation of Nonlinear Errors-in-Variables Models
- Nonparametric discrete choice models with unobserved heterogeneity
- Nonparametric Estimation of Nonadditive Random Functions
- Nonparametric identification in nonseparable panel data models with generalized fixed effects
- Nonparametric identification in panels using quantiles
- Nonparametric identification of dynamic models with unobserved state variables
- Nonparametric Maximum Likelihood Estimation of a Mixing Distribution
- Nonparametric two-step sieve M estimation and inference
- On deconvolution as a first stage nonparametric estimator
- On methods of sieves and penalization
- Panel Data Discrete Choice Models with Lagged Dependent Variables
- Robust Priors in Nonlinear Panel Data Models
- Root-\(N\) consistent semiparametric estimators of a dynamic panel-sample-selection model
- Semiparametric Binary Choice Panel Data Models Without Strictly Exogeneous Regressors
- Sieve Extremum Estimates for Weakly Dependent Data
- Sieve inference on possibly misspecified semi-nonparametric time series models
- The Identifiability of the Proportional Hazard Model
- The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
Cited in
(9)- Distribution-free estimation of some nonlinear panel data models
- Identification and estimation of nonseparable single-index models in panel data with correlated random effects
- Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
- A simple method for estimating unconditional heterogeneity distributions in correlated random effects models
- Nonlinear factor models for network and panel data
- Identification and estimation of nonlinear dynamic panel data models with unobserved covariates
- Binary response correlated random coefficient panel data models
- Nonlinear continuous time modeling approaches in panel research
- A nonlinear panel data model of cross-sectional dependence
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