Semiparametric estimation of panel data models without monotonicity or separability

DOI10.1016/J.JECONOM.2018.06.012MaRDI QIDQ1792459zbMATH OpenOpenAlexWikidataFDO

Authors Yanyan Li

Publication date 12 October 2018

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

Full work available at URL https://doi.org/10.1016/j.jeconom.2018.06.012

zbMATH Keywords

fixed effectspanel datanonseparable models

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)

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Cites work

• scientific article; zbMATH DE number 819196 (Why is no real title available?)
• A Smoothed Maximum Score Estimator for the Binary Response Model
• A smoothed maximum score estimator for the binary choice panel data model with an application to labour force participation
• Analysis of Covariance with Qualitative Data
• Cross Section and Panel Data Estimators for Nonseparable Models with Endogenous Regressors
• Identification and estimation of local average derivatives in non-separable models without monotonicity
• Nonparametric identification in nonseparable panel data models with generalized fixed effects
• Rank estimation of a generalized fixed-effects regression model
• Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data
• Semiparametric Estimation of Index Coefficients
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Simulation and the Asymptotics of Optimization Estimators
• Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects
• U-processes: Rates of convergence

Cited in

(5)

• NONPARAMETRIC ESTIMATION OF GENERALIZED TRANSFORMATION MODELS WITH FIXED EFFECTS
• Estimating semi-parametric panel multinomial choice models using cyclic monotonicity
• Editorial: Advance in theoretical econometrics -- essays in honor of Takeshi Amemiya
• Semiparametric estimation of a nonstationary panel data transformation model under symmetry
• Estimating semiparametric panel data models by marginal integration

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