Semiparametric Binary Choice Panel Data Models Without Strictly Exogeneous Regressors
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Cited in
(43)- Fixed effects estimation of structural parameters and marginal effects in panel probit models
- Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables
- Nonparametric estimation of dynamic discrete choice models for time series data
- Binary choice panel data models with predetermined variables
- Semiparametric identification in panel data discrete response models
- Nonparametric identification of discrete choice models with lagged dependent variables
- 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
- Binary response correlated random coefficient panel data models
- Testing semiparametric conditional moment restrictions using conditional martingale transforms
- Identification of panel data models with endogenous censoring
- Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares
- Identification and information in monotone binary models
- Root-\(N\) consistent semiparametric estimators of a dynamic panel-sample-selection model
- k-nearest neighbor estimation of inverse-density-weighted expectations with dependent data
- Deconvoluting preferences and errors: a model for binomial panel data
- Identifying the average treatment effect in ordered treatment models without unconfoundedness
- The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects
- SEMIPARAMETRIC ESTIMATION OF NONSTATIONARY CENSORED PANEL DATA MODELS WITH TIME VARYING FACTOR LOADS
- Nonlinear panel data models with distribution-free correlated random effects
- Semiparametric estimators for limited dependent variable (LDV) models with endogenous regressors
- A simple estimator for binary choice models with endogenous regressors
- Optimal bandwidth choice for estimation of inverse conditional-density-weighted expectations
- Editorial. Annals Journal of Econometrics: Nonlinear and nonparametric methods in econometrics
- An alternative root-\(n\) consistent estimator for panel data binary choice models
- Selection correction in panel data models: An application to the estimation of females' wage equations
- Uncertainty and measurement error in welfare models for risk changes
- Endogeneity in semiparametric panel binary choice model
- NONPARAMETRIC ESTIMATION OF GENERALIZED TRANSFORMATION MODELS WITH FIXED EFFECTS
- Fixed‐effects binary choice models with three or more periods
- Identification of dynamic binary response models
- Root-NConsistent Estimation of a Panel Data Binary Response Model With Unknown Correlated Random Effects
- 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
- Revisiting Panel Data Binary Choice Models with Lagged Dependent Variables
- Inference in Semiparametric Formation Models for Directed Networks
- 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
- Multilevel and nonlinear panel data models
- Grouped effects estimators in fixed effects models
- A comparison of semiparametric estimators for the ordered response model
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