Pages that link to "Item:Q3802470"

The following pages link to Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data (Q3802470):

Displaying 50 items.

• Fixed effects estimation of structural parameters and marginal effects in panel probit models (Q100624) (← links)
• Partial rank estimation of duration models with general forms of censoring (Q278253) (← links)
• Root-\(N\) consistent semiparametric estimators of a dynamic panel-sample-selection model (Q288357) (← links)
• Discrete time duration models with group-level heterogeneity (Q289194) (← links)
• Estimating dynamic panel data discrete choice models with fixed effects (Q451257) (← links)
• Classical Laplace estimation for \(\root3\of n\)-consistent estimators: improved convergence rates and rate-adaptive inference (Q494390) (← links)
• Binary quantile regression with local polynomial smoothing (Q496136) (← links)
• Testing identifying assumptions in nonseparable panel data models (Q515125) (← links)
• Nonparametric identification in nonseparable panel data models with generalized fixed effects (Q527944) (← links)
• An alternative root-\(n\) consistent estimator for panel data binary choice models (Q530973) (← links)
• Orthogonality conditions for Tobit models with fixed effects and lagged dependent variables (Q689429) (← links)
• Root-\(N\)-consistent estimation of fixed-effect panel data transformation models with censoring (Q736701) (← links)
• Bias corrections for two-step fixed effects panel data estimators (Q737959) (← links)
• Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity (Q738104) (← links)
• Set identification via quantile restrictions in short panels (Q738106) (← links)
• Multilevel and nonlinear panel data models (Q862785) (← links)
• Grouped effects estimators in fixed effects models (Q894647) (← links)
• Adaptive estimation in time series regression models (Q1203090) (← links)
• On the computation of semiparametric estimates in limited dependent variable models (Q1260688) (← links)
• The incidental parameter problem since 1948 (Q1574223) (← links)
• Best subset binary prediction (Q1668571) (← links)
• Identification and estimation of nonseparable single-index models in panel data with correlated random effects (Q1706450) (← links)
• A quantile correlated random coefficients panel data model (Q1792446) (← links)
• Semiparametric estimation of panel data models without monotonicity or separability (Q1792459) (← links)
• Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable (Q1808544) (← links)
• Identification and sequential estimation of panel data models with insufficient exclusion restrictions (Q1810670) (← links)
• Binary choice panel data models with predetermined variables (Q1810682) (← links)
• Semiparametric estimation of a nonstationary panel data transformation model under symmetry (Q1934717) (← links)
• Rank estimation of a generalized fixed-effects regression model (Q1971783) (← links)
• Estimation of a censored regression panel data model using conditional moment restrictions efficiently (Q1971784) (← links)
• Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models (Q2000839) (← links)
• Nonseparable multinomial choice models in cross-section and panel data (Q2000851) (← links)
• Sufficient statistics for unobserved heterogeneity in structural dynamic logit models (Q2043231) (← links)
• Feedback in panel data models (Q2074608) (← links)
• Nonparametric identification in index models of link formation (Q2182134) (← links)
• Editorial: Celebrating 40 years of panel data analysis: past, present and future (Q2224972) (← links)
• Second-order corrected likelihood for nonlinear panel models with fixed effects (Q2224973) (← links)
• Semiparametric identification in panel data discrete response models (Q2224974) (← links)
• Identification and estimation of time-varying nonseparable panel data models without stayers (Q2295809) (← links)
• Nonparametric identification of discrete choice models with lagged dependent variables (Q2295813) (← links)
• Multiplicative-error models with sample selection (Q2343749) (← links)
• The asymptotic distribution of the fixed effects estimator for nonlinear regression (Q2366568) (← links)
• A note on the identifiability of a dynamic binary choice model with state dependence (Q2366940) (← links)
• Panel data analysis -- advantages and challenges (with comments and rejoinder) (Q2384656) (← links)
• Estimation of a nonlinear panel data model with semiparametric individual effects (Q2440333) (← links)
• Identification and \(\sqrt N\)-consistent estimation of a nonlinear panel data model with correlated unobserved effects (Q2440387) (← links)
• Set identification of the censored quantile regression model for short panels with fixed effects (Q2516310) (← links)
• Nonparametric identification in panels using quantiles (Q2516311) (← links)
• Identification of panel data models with endogenous censoring (Q2630349) (← links)
• Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects (Q2635041) (← links)