Estimation of Some Nonlinear Panel Data Models With Both Time-Varying and Time-Invariant Explanatory Variables
From MaRDI portal
Publication:6616630
DOI10.1080/07350015.2015.1123635zbMATH Open1546.62971MaRDI QIDQ6616630FDOQ6616630
Authors: Bo E. Honoré, Michaela Kesina
Publication date: 9 October 2024
Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)
Cites Work
- Least absolute deviations estimation for the censored regression model
- Title not available (Why is that?)
- Panel Data and Unobservable Individual Effects
- On the Pooling of Time Series and Cross Section Data
- Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data
- Orthogonal Parameters and Panel Data
- A method of moments interpretation of sequential estimators
- Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
- Pairwise difference estimators of censored and truncated regression models
- Pseudo Maximum Likelihood Methods: Applications to Poisson Models
- Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables
- Estimation of a Censored Dynamic Panel Data Model
- Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects
- Estimating Trade Flows: Trading Partners and Trading Volumes*
- Binary response models for panel data: identification and information
- Pairwise difference estimators for nonlinear models
Cited In (1)
This page was built for publication: Estimation of Some Nonlinear Panel Data Models With Both Time-Varying and Time-Invariant Explanatory Variables
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6616630)