Identification of a nonparametric panel data model with unobserved heterogeneity and lagged dependent variables

DOI10.1016/J.ECONLET.2015.04.030MaRDI QIDQ529756zbMATH OpenOpenAlexFDO

Authors Neşe Yildiz

Publication date 9 June 2017

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2015.04.030

zbMATH Keywords

dynamic panel dataidentificationsemiparametric methods

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20)

Recommendations

• Identification and estimation of nonlinear dynamic panel data models with unobserved covariates
• An alternative identification of nonlinear dynamic panel data models with unobserved covariates
• Nonparametric identification in nonseparable panel data models with generalized fixed effects
• Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity
• Identification and \(\sqrt N\)-consistent estimation of a nonlinear panel data model with correlated unobserved effects
• Panel data models with nonadditive unobserved heterogeneity: estimation and inference
• Irregular identification of structural models with nonparametric unobserved heterogeneity
• Identification and estimation of time-varying nonseparable panel data models without stayers
• Nonparametric identification of discrete choice models with lagged dependent variables
• Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects

Cited in

(3)

• An alternative identification of nonlinear dynamic panel data models with unobserved covariates
• Identification and Estimation of Dichotomous Latent Variables Models Using Panel Data
• Nonparametric identification in nonseparable panel data models with generalized fixed effects

This page was built for publication: Identification of a nonparametric panel data model with unobserved heterogeneity and lagged dependent variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q529756)