Semiparametric efficient estimation of dynamic panel data models

DOI10.1016/J.JECONOM.2006.03.004MaRDI QIDQ278254zbMATH OpenOpenAlexFDO

Authors Robin C. Sickles, Léopold Simar, Byeong U. Park

Publication date 2 May 2016

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL http://econpapers.repec.org/cpd/2002/62_Sickless.pdf

zbMATH Keywords

panel datasemiparametric efficiencydynamic modelsairline city-pair demand

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

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Cites work

• scientific article; zbMATH DE number 3605767 (Why is no real title available?)
• scientific article; zbMATH DE number 490141 (Why is no real title available?)
• scientific article; zbMATH DE number 805005 (Why is no real title available?)
• Another look at the instrumental variable estimation of error-components models
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• Efficient estimation of models for dynamic panel data
• Efficient estimation of panel data models with sequential moment restrictions
• Estimation of Dynamic Models with Error Components
• Formulation and estimation of dynamic models using panel data
• On Kullback-Leibler loss and density estimation
• Root-N-Consistent Semiparametric Regression
• Semiparametric-efficient estimation of AR(1) panel data models.
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
• Stochastic panel frontiers: A semiparametric approach
• The econometrics of panel data. Handbook of theory and applications.

Cited in

(15)

• Continuous time state space modeling of panel data by means of sem
• Nonstructural analysis of productivity growth for the industrialized countries: a jackknife model averaging approach
• A semiparametric panel data model for markets in disequilibrium
• Econometric analysis of copyrights
• On distinguishing the direct causal effect of an intervention from its efficiency-enhancing effects
• Computation and inference in semiparametric efficient estimation
• Battese-Coelli estimator with endogenous regressors
• Semiparametric Efficient Distribution Free Estimation of Panel Models
• Semiparametric estimation of partially varying-coefficient dynamic panel data models
• Statistical Approaches for Non‐parametric Frontier Models: A Guided Tour
• Nonparametric estimation of dynamic panel models with fixed effects
• Semiparametric-efficient estimation of AR(1) panel data models.
• A new panel data treatment for heterogeneity in time trends
• On instrumental variable estimation of semiparametric dynamic panel data models.
• Irregular nonparametric autoregression

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