Grouped effects estimators in fixed effects models
From MaRDI portal
Publication:894647
DOI10.1016/J.JECONOM.2012.08.022zbMATH Open1419.62501OpenAlexW2004213287MaRDI QIDQ894647FDOQ894647
Authors: C. Alan Bester, Christian B. Hansen 
Publication date: 2 December 2015
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2012.08.022
Recommendations
- Individual and time effects in nonlinear panel models with large \(N\), \(T\)
- Fixed effects estimation of structural parameters and marginal effects in panel probit models
- scientific article; zbMATH DE number 5245028
- Panel data quantile regression with grouped fixed effects
- Grouped patterns of heterogeneity in panel data
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)
Cites Work
- Title not available (Why is that?)
- Mixing: Properties and examples
- Econometric analysis of cross section and panel data.
- Bias reduction for dynamic nonlinear panel models with fixed effects
- Bounds on Parameters in Panel Dynamic Discrete Choice Models
- Panel Data Discrete Choice Models with Lagged Dependent Variables
- Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
- Jackknife and analytical bias reduction for nonlinear panel models.
- Title not available (Why is that?)
- Consistent Estimates Based on Partially Consistent Observations
- Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large
- Analysis of Covariance with Qualitative Data
- 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
- Unobserved heterogeneity and estimation of average partial effects
- Instrumental Variable Estimation of Nonparametric Models
- Semiparametric Binary Choice Panel Data Models Without Strictly Exogeneous Regressors
- Title not available (Why is that?)
- A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data
- Nonparametric Function Estimation for Clustered Data When the Predictor is Measured without/with Error
- Robust Priors in Nonlinear Panel Data Models
- Root-\(N\) consistent semiparametric estimators of a dynamic panel-sample-selection model
- Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects
- Moment bounds for non-stationary dependent sequences
- A nonparametric random effects estimator
- Misspecified heterogeneity in panel data models
- Dynamic binary outcome models with maximal heterogeneity
Cited In (25)
- Integrative Analysis for High-Dimensional Stratified Models
- A two-stage estimation for panel data models with grouped fixed effects
- Panel data quantile regression with grouped fixed effects
- Estimation of models with grouped and ungrouped data by means of ``2SLS
- On the grouped LSE under an errors-in-variables model
- On the grouping effect of the \(l_{1-2}\) models
- Grouped patterns of heterogeneity in panel data
- Broken or fixed effects?
- Estimable group effects for strongly correlated variables in linear models
- Estimation and identification of latent group structures in panel data
- Group structure detection for a high‐dimensional panel data model
- Heterogeneous structural breaks in panel data models
- Copula-Based Random Effects Models for Clustered Data
- Heterogeneous analysis for clustered data using grouped finite mixture models
- Graphical Assistant Grouped Network Autoregression Model: A Bayesian Nonparametric Recourse
- Nonparametric Quantile Regression for Homogeneity Pursuit in Panel Data Models
- Identifying latent grouped patterns in panel data models with interactive fixed effects
- Granger causality and structural causality in cross-section and panel data
- Discretizing unobserved heterogeneity
- Mahalanobis metric based clustering for fixed effects model
- Dynamic factor copula models with estimated cluster assignments
- Identification and estimation in panel models with overspecified number of groups
- Estimation of a model containing unobservable variables using grouped observations. An application to the permanent income hypothesis
- Identifying latent group structures in nonlinear panels
- Testing for Unobserved Heterogeneity via k-means Clustering
This page was built for publication: Grouped effects estimators in fixed effects models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q894647)
