Estimation of nonlinear dynamic panel data models with individual effects

DOI10.1155/2014/672610zbMath1407.62316OpenAlexW1992712725WikidataQ59068761 ScholiaQ59068761MaRDI QIDQ1718902

Ying Deng, Dongmei Guo, Yi Hu, Shou-Yang Wang

Publication date: 8 February 2019

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/672610

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

Related Items (2)

On threshold effect of housing finance on shared prosperity: Evidence from sub‐Saharan Africa ⋮ Higher order mean squared error of generalized method of moments estimators for nonlinear models

Cites Work

• Unnamed Item
• Large Sample Properties of Generalized Method of Moments Estimators
• Initial conditions and moment restrictions in dynamic panel data models
• Another look at the instrumental variable estimation of error-components models
• A finite sample correction for the variance of linear efficient two-step GMM estimators
• Threshold effects in non-dynamic panels: Estimation, testing, and inference
• Dynamics analysis of a class of delayed economic model
• Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
• Dynamic Hedging with Foreign Currency Futures in the Presence of Jumps
• Estimation of Dynamic Models with Error Components
• Sample Splitting and Threshold Estimation
• GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY
• INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

This page was built for publication: Estimation of nonlinear dynamic panel data models with individual effects