Asymptotics and bootstrap for random-effects panel data transformation models

DOI10.1080/07474938.2015.1122235MaRDI QIDQ5862489zbMATH OpenOpenAlexFDO

Authors Liangjun Su, Zhenlin Yang

Publication date 9 March 2022

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.719.4450

zbMATH Keywords

asymptoticsrandom-effectsquasi-MLEerror components bootstraprobust VC matrix estimationtransformed panels

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)

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Cited in

(3)

• Orthogonal to backward mean transformation for dynamic panel data models
• Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable
• On the use of the Helmert transformation, and its applications in panel data econometrics

Describes a project that uses

Uses Software

• ARC

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