The Minimum Distance Estimation with Multiple Integral in Panel Data

arXiv1703.07044MaRDI QIDQ6284594FDOQ6284594

Publication date: 20 March 2017

Abstract: This paper studies the minimum distance estimation problem for panel data model. We propose the minimum distance estimators of regression parameters of the panel data model and investigate their asymptotic distributions. This paper contains two main contributions. First, the domain of application of the minimum distance estimation method is extended to the panel data model. Second, the proposed estimators are more efficient than other existing ones. Simulation studies compare performance of the proposed estimators with performance of others and demonstrate some superiority of our estimators.

This page was built for publication: The Minimum Distance Estimation with Multiple Integral in Panel Data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6284594)