Semiparametric efficient estimation of dynamic panel data models

DOI10.1016/j.jeconom.2006.03.004zbMath1418.62528OpenAlexW2093649615MaRDI QIDQ278254

Léopold Simar, Robin C. Sickles, Byeong U. Park

Publication date: 2 May 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://econpapers.repec.org/cpd/2002/62_Sickless.pdf

zbMATH Keywords

panel datasemiparametric efficiencyairline city-pair demanddynamic models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)

Related Items (7)

A NEW PANEL DATA TREATMENT FOR HETEROGENEITY IN TIME TRENDS ⋮ NONPARAMETRIC ESTIMATION OF DYNAMIC PANEL MODELS WITH FIXED EFFECTS ⋮ Battese-Coelli estimator with endogenous regressors ⋮ Statistical Approaches for Non‐parametric Frontier Models: A Guided Tour ⋮ On distinguishing the direct causal effect of an intervention from its efficiency-enhancing effects ⋮ Nonstructural analysis of productivity growth for the industrialized countries: a jackknife model averaging approach ⋮ Semiparametric Estimation of Partially Varying-Coefficient Dynamic Panel Data Models

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