Multilevel and nonlinear panel data models
From MaRDI portal
Publication:862785
DOI10.1007/S10182-006-0225-1zbMATH Open1103.62062OpenAlexW4240697209MaRDI QIDQ862785FDOQ862785
Authors: Olaf Hübler
Publication date: 24 January 2007
Published in: AStA. Allgemeines Statistisches Archiv (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10182-006-0225-1
Recommendations
- Non-parametric models in binary choice fixed effects panel data
- Estimating semiparametric panel data models by marginal integration
- Approximate estimation in nonlinear panel data models
- Nonparametric estimation and testing of fixed effects panel data models
- The econometrics of panel data. Fundamental and recent developments in theory and practice.
Point estimation (62F10) Nonparametric regression and quantile regression (62G08) General nonlinear regression (62J02) Generalized linear models (logistic models) (62J12)
Cites Work
- Title not available (Why is that?)
- Maximum score estimation of the stochastic utility model of choice
- Econometric analysis of cross section and panel data.
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Root-N-Consistent Semiparametric Regression
- Sample Selection Bias as a Specification Error
- Specification Tests in Econometrics
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- Initial conditions and moment restrictions in dynamic panel data models
- Efficient estimation of models for dynamic panel data
- Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data
- Semiparametric Binary Choice Panel Data Models Without Strictly Exogeneous Regressors
- Panel Data Econometrics
- A nonparametric test for poolability using panel data
- Estimating multi-way error components models with unbalanced data structures.
- A Computationally Efficient Quadrature Procedure for the One-Factor Multinomial Probit Model
- Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
- Statistical inference in the multinomial multiperiod probit model
- Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects
- Estimation of a Panel Data Sample Selection Model
- Semiparametric estimation of partially linear panel data models
- A Computationally Practical Simulation Estimator for Panel Data
- Estimation of the error-components model with incomplete panels
- Testing serial correlation in semiparametric panel data models
- Convenient estimators for the panel probit model
- Probability inequalities in multivariate distributions
- Estimating partially linear panel data models with one-way error components
- Estimation of tobit-type models with individual specific effects
Cited In (12)
- PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA
- Nonlinear factor models for network and panel data
- Generalized dynamic panel data models with random effects for cross-section and time
- The econometrics of multi-dimensional panels. Theory and applications
- An econometric approach to the estimation of multi-level models
- Integrated likelihood based inference for nonlinear panel data models with unobserved effects
- Dynamic analysis of multivariate panel data with nonlinear transformations
- A nonlinear panel data model of cross-sectional dependence
- Nonlinear continuous time modeling approaches in panel research
- Non-parametric models in binary choice fixed effects panel data
- Recent developments in semiparametric and nonparametric estimation of panel data models with incomplete information: a selected review
- Macroeconomic effects on mortality revealed by panel analysis with nonlinear trends
This page was built for publication: Multilevel and nonlinear panel data models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q862785)