Semiparametric estimation of a nonstationary panel data transformation model under symmetry

DOI10.1016/J.ECONLET.2007.06.005zbMath1255.62394OpenAlexW2034358766MaRDI QIDQ1934717

Yahong Zhou

Publication date: 29 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2007.06.005

zbMATH Keywords

nonstationarityfixed-effects model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric estimation (62G05)

Cites Work

• Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Semiparametric instrumental variable estimation of simultaneous equation sample selection models
• Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable
• Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data
• Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
• Estimation of a Panel Data Sample Selection Model
• An Efficient Semiparametric Estimator for Binary Response Models
• The Limiting Distribution of the Maximum Rank Correlation Estimator

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