Estimation of a panel data model with parametric temporal variation in individual effects
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Publication:262760
DOI10.1016/j.jeconom.2004.05.002zbMath1334.62217OpenAlexW2122653676MaRDI QIDQ262760
F. Blanchet-Sadri, M. Dambrine
Publication date: 30 March 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://www.unioviedo.es/oeg/ESP/esp_2002_05.pdf
Applications of statistics to economics (62P20) Point estimation (62F10) Statistical methods; economic indices and measures (91B82)
Related Items (8)
A test of cross section dependence for a linear dynamic panel model with regressors ⋮ Econometric estimation with high-dimensional moment equalities ⋮ GMM with more moment conditions than observations ⋮ A copula regression model for estimating firm efficiency in the insurance industry ⋮ A stochastic production frontier model with group-specific temporal variation in technical efficiency ⋮ Consistent estimation of binary‐choice panel data models with heterogeneous linear trends ⋮ Group-specific stochastic production frontier models with parametric specifications ⋮ Reconsidering heterogeneity in panel data estimators of the stochastic frontier model
Cites Work
- Large Sample Properties of Generalized Method of Moments Estimators
- Estimating Vector Autoregressions with Panel Data
- GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model
- Bayesian efficiency analysis through individual effects: Hospital cost frontiers
- Analysis of Covariance with Qualitative Data
- Efficiency Bounds for Semiparametric Regression
- Inferential Theory for Factor Models of Large Dimensions
- GMM estimation of linear panel data models with time-varying individual effects
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