Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data
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Cited in
(94)- Fixed effects estimation of structural parameters and marginal effects in panel probit models
- Adaptive estimation in time series regression models
- On the computation of semiparametric estimates in limited dependent variable models
- Maximum likelihood estimation in binary data models using panel data under alternative distributional assumptions
- The incidental parameter problem since 1948
- Best subset binary prediction
- Identification and estimation of nonseparable single-index models in panel data with correlated random effects
- A quantile correlated random coefficients panel data model
- Semiparametric estimation of panel data models without monotonicity or separability
- Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable
- Identification and sequential estimation of panel data models with insufficient exclusion restrictions
- Binary choice panel data models with predetermined variables
- Semiparametric estimation of a nonstationary panel data transformation model under symmetry
- Rank estimation of a generalized fixed-effects regression model
- Estimation of a censored regression panel data model using conditional moment restrictions efficiently
- Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models
- Nonseparable multinomial choice models in cross-section and panel data
- Sufficient statistics for unobserved heterogeneity in structural dynamic logit models
- Feedback in panel data models
- Nonparametric identification in index models of link formation
- Editorial: Celebrating 40 years of panel data analysis: past, present and future
- Second-order corrected likelihood for nonlinear panel models with fixed effects
- Semiparametric identification in panel data discrete response models
- On uniqueness of the conditional maximum likelihood estimation for a binary panel model
- Identification and estimation of time-varying nonseparable panel data models without stayers
- Nonparametric identification of discrete choice models with lagged dependent variables
- Multiplicative-error models with sample selection
- The asymptotic distribution of the fixed effects estimator for nonlinear regression
- A note on the identifiability of a dynamic binary choice model with state dependence
- Panel data analysis -- advantages and challenges (with comments and rejoinder)
- Estimation of a nonlinear panel data model with semiparametric individual effects
- Identification and \(\sqrt N\)-consistent estimation of a nonlinear panel data model with correlated unobserved effects
- Set identification of the censored quantile regression model for short panels with fixed effects
- Nonparametric identification in panels using quantiles
- Identification of panel data models with endogenous censoring
- Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects
- Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares
- The robustness of conditional logit for binary response panel data models with serial correlation
- Partial rank estimation of duration models with general forms of censoring
- Root-\(N\) consistent semiparametric estimators of a dynamic panel-sample-selection model
- Discrete time duration models with group-level heterogeneity
- Estimation for dynamic and static panel probit models with large individual effects
- On probit versus logit dynamic mixed models for binary panel data
- SEMIPARAMETRIC ESTIMATION OF NONSTATIONARY CENSORED PANEL DATA MODELS WITH TIME VARYING FACTOR LOADS
- Identification of peer effects using group size variation
- Estimation of tobit-type models with individual specific effects
- Estimating dynamic panel data discrete choice models with fixed effects
- On a random coefficient probit model
- Longitudinal mixed models with \(t\) random effects for repeated count and binary data
- Almost Consistent Estimation of Panel Probit Models with “Small” Fixed Effects
- A smoothed maximum score estimator for the binary choice panel data model with an application to labour force participation
- Non-parametric models in binary choice fixed effects panel data
- Classical Laplace estimation for \(\root3\of n\)-consistent estimators: improved convergence rates and rate-adaptive inference
- Inferences in dynamic logit models in semi-parametric setup for repeated binary data
- Binary quantile regression with local polynomial smoothing
- A control function approach to estimate panel data binary response model
- Testing identifying assumptions in nonseparable panel data models
- Binary response models for panel data: identification and information
- Nonparametric identification in nonseparable panel data models with generalized fixed effects
- Semiparametric Analysis of Two‐Level Bivariate Binary Data
- On efficient inferences in familial-longitudinal binary models with two variance components
- An alternative root-\(n\) consistent estimator for panel data binary choice models
- INTEGRATED SCORE ESTIMATION
- Estimation of panel data regression models with two-sided censoring or truncation
- Endogeneity in semiparametric panel binary choice model
- Panel data analysis of household brand choices
- Validity of LSE for trimmed and differenced panel data due to absorbing attrition
- Fixed‐effects binary choice models with three or more periods
- Identification of dynamic binary response models
- Binary response models for heterogeneous panel data with interactive fixed effects
- Nonparametric difference-in-differences in repeated cross-sections with continuous treatments
- Moment inequalities for multinomial choice with fixed effects
- A correlated random coefficient panel model with time-varying endogeneity
- Sample selection models without exclusion restrictions: parameter heterogeneity and partial identification
- Estimation of Some Nonlinear Panel Data Models With Both Time-Varying and Time-Invariant Explanatory Variables
- Root-NConsistent Estimation of a Panel Data Binary Response Model With Unknown Correlated Random Effects
- Copula-Based Random Effects Models for Clustered Data
- Rejoinder
- Latent utility and permutation invariance: a revealed preference approach
- Identification in nonlinear dynamic panel models under partial stationarity
- Common correlated effects estimation of nonlinear panel data models
- Semiparametric estimation of dynamic binary choice panel data models
- Identification and estimation of partial effects in nonlinear semiparametric panel models
- Identification of time-varying counterfactual parameters in nonlinear panel models
- Orthogonality conditions for Tobit models with fixed effects and lagged dependent variables
- Moment conditions for dynamic panel logit models with fixed effects
- Revisiting Panel Data Binary Choice Models with Lagged Dependent Variables
- Estimation and inference for unbalanced panel data models with interactive fixed effects
- Root-\(N\)-consistent estimation of fixed-effect panel data transformation models with censoring
- Bias corrections for two-step fixed effects panel data estimators
- Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity
- Set identification via quantile restrictions in short panels
- Multilevel and nonlinear panel data models
- Grouped effects estimators in fixed effects models
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