Rank estimation of a generalized fixed-effects regression model
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Publication:1971783
DOI10.1016/S0304-4076(99)00027-5zbMath0970.62045MaRDI QIDQ1971783
Publication date: 3 October 2001
Published in: Journal of Econometrics (Search for Journal in Brave)
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Generalized linear models (logistic models) (62J12)
Related Items (20)
Partial rank estimation of duration models with general forms of censoring ⋮ DISTRIBUTION-FREE ESTIMATION OF THE BOX–COX REGRESSION MODEL WITH CENSORING ⋮ Almost Consistent Estimation of Panel Probit Models with “Small” Fixed Effects ⋮ Robust estimation and moment selection in dynamic fixed-effects panel data models ⋮ Best subset binary prediction ⋮ NONPARAMETRIC ESTIMATION OF GENERALIZED TRANSFORMATION MODELS WITH FIXED EFFECTS ⋮ Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares ⋮ Identification and estimation of nonseparable single-index models in panel data with correlated random effects ⋮ Robust estimation of dynamic fixed-effects panel data models ⋮ Binary quantile regression with local polynomial smoothing ⋮ Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models ⋮ Nonseparable multinomial choice models in cross-section and panel data ⋮ Semiparametric estimation of panel data models without monotonicity or separability ⋮ Set identification of the censored quantile regression model for short panels with fixed effects ⋮ Root-\(N\)-consistent estimation of fixed-effect panel data transformation models with censoring ⋮ Set identification via quantile restrictions in short panels ⋮ Identification and sequential estimation of panel data models with insufficient exclusion restrictions ⋮ A maximum likelihood method for the incidental parameter problem ⋮ Inference in semiparametric binary response models with interval data ⋮ Asymptotics and bootstrap for random-effects panel data transformation models
Cites Work
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- Panel Data Discrete Choice Models with Lagged Dependent Variables
- A smoothed maximum score estimator for the binary choice panel data model with an application to labour force participation
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