Semiparametric Efficient Distribution Free Estimation of Panel Models

DOI10.1080/03610920701215563MaRDI QIDQ5438309zbMATH OpenOpenAlexFDO

Authors Robert M. Adams, Robin C. Sickles

Publication date 23 January 2008

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920701215563

zbMATH Keywords

banking efficiencyefficient estimationinformation boundsemiparametric estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics to economics (62P20)

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Cites work

• Another look at the instrumental variable estimation of error-components models
• Asymptotic efficiency in estimation with conditional moment restrictions
• Efficiency Bounds for Semiparametric Regression
• Efficiency of financial institutions: International survey and directions for future research
• Efficient estimation of panel data models with sequential moment restrictions
• Efficient Semiparametric Estimation in a Stochastic Frontier Model
• scientific article; zbMATH DE number 503459 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• Information and asymptotic efficiency in parametric-nonparametric models
• Panel Data and Unobservable Individual Effects
• Semiparametric efficiency bounds
• Semiparametric Estimation of Regression Models for Panel Data
• Stochastic panel frontiers: A semiparametric approach

Cited in

(5)

• Semiparametric-efficient estimation of AR(1) panel data models.
• Performance estimation when the distribution of inefficiency is unknown
• Local semi-parametric efficiency of the Poisson fixed effects estimator
• Computation and inference in semiparametric efficient estimation
• Semiparametric efficient estimation of dynamic panel data models

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