Asymptotics and bootstrap for random-effects panel data transformation models
DOI10.1080/07474938.2015.1122235zbMATH Open1490.62484OpenAlexW234031851MaRDI QIDQ5862489FDOQ5862489
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
Recommendations
- Quasi maximum likelihood estimation of dynamic panel data models
- Asymptotic distribution of quasi-maximum likelihood estimation of dynamic panels using long difference transformation when both \(N\) and \(T\) are large
- QML estimation of dynamic panel data models with spatial errors
- Estimation of spatial autoregressive panel data models with fixed effects
- Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions
asymptoticsrandom-effectsquasi-MLEerror components bootstraprobust VC matrix estimationtransformed panels
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)
Cites Work
- On the asymptotic distribution of the Moran \(I\) test stastistic with applications
- A maximal inequality and dependent strong laws
- Resampling methods for dependent data
- Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- A modified family of power transformations
- A new family of power transformations to improve normality or symmetry
- An Analysis of Transformations Revisited
- Panel Data Econometrics
- Rank Estimation of Transformation Models
- On power transformations to symmetry
- Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable
- Rank estimation of a generalized fixed-effects regression model
- Estimation of a transformation model with truncation, interval observation and time-varying covariates
- Rank estimation of a transformation model with observed truncation
- Longitudinal and Panel Data
- A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes
- Testing linear and loglinear error components regressions against Box-Cox alternatives
- The Large-Sample Behavior of Transformations to Normality
- Title not available (Why is that?)
- Root-\(N\)-consistent estimation of fixed-effect panel data transformation models with censoring
- Semiparametric estimation of the Box-Cox transformation model
- A monotonic property for iterative GLS in the two-way random effects model
- Estimating a transformation and its effect on Box-Cox \(T\)-ratio
- Stochastic limit theory. An introduction for econometricians
- Generalized LM tests for functional form and heteroscedasticity
Cited In (3)
Uses Software
This page was built for publication: Asymptotics and bootstrap for random-effects panel data transformation models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5862489)