Generalized method of moments versus generalized quasilikelihood inferences in binary panel data models

zbMATH Open1192.62258MaRDI QIDQ987065FDOQ987065

Authors: R. Prabhakar Rao, V. N. Pandit, Brajendra C. Sutradhar 

Publication date: 13 August 2010

Published in: Sankhyā. Series B (Search for Journal in Brave)

Recommendations

• GMM versus GQL inferences in semiparametric linear dynamic mixed models
• GMM versus GQL inferences for panel count data
• GQL estimation in linear dynamic models for panel data
• Bias corrected generalized method of moments and generalized quasi-likelihood inferences in linear models for panel data with measurement error
• Remarks on asymptotic efficient estimation for regression effects in stationary and nonstationary models for panel count data

Mathematics Subject Classification ID

Point estimation (62F10) General nonlinear regression (62J02) Applications of statistics to economics (62P20)

Cited In (17)

• Remarks on asymptotic efficient estimation for regression effects in stationary and nonstationary models for panel count data
• GMM versus GQL inferences for panel count data
• Bias corrected generalized method of moments and generalized quasi-likelihood inferences in linear models for panel data with measurement error
• GMM versus GQL inferences in semiparametric linear dynamic mixed models
• Two stage cluster sampling based asymptotic inferences in survey population models for longitudinal count and categorical data
• Longitudinal mixed models with \(t\) random effects for repeated count and binary data
• Comparative GMM and GQL logistic regression models on hierarchical data
• Generalized method of moment of random coefficient model
• Inferences in dynamic logit models in semi-parametric setup for repeated binary data
• GQL estimation in linear dynamic models for panel data
• A generalization of the familial longitudinal binary model to the multinomial setup
• Asymptotic inferences in a multinomial logit mixed model for spatial categorical data
• A Monte Carlo simulation study for (GLS) and (GMM) estimation
• Inferences in semi-parametric dynamic mixed models for longitudinal count data
• A generalization of the spatial binary model to the longitudinal spatial setup
• Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators
• Asymptotic inferences in a doubly-semi-parametric linear longitudinal mixed model

This page was built for publication: Generalized method of moments versus generalized quasilikelihood inferences in binary panel data models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q987065)