Estimation of a Censored Dynamic Panel Data Model
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Publication:5475031
DOI10.1111/1468-0262.00384zbMath1094.62142OpenAlexW4248163270MaRDI QIDQ5475031
Publication date: 16 June 2006
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1468-0262.00384
Related Items (17)
Estimating dynamic local interactions models ⋮ Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities ⋮ Finite sample inference for quantile regression models ⋮ Identification of panel data models with endogenous censoring ⋮ Unbalanced panel data: a survey ⋮ Identification of dynamic binary response models ⋮ Estimation of cross sectional and panel data censored regression models with endogeneity ⋮ Identification and estimation of nonlinear dynamic panel data models with unobserved covariates ⋮ Identifying latent group structures in nonlinear panels ⋮ Bayesian analysis of dynamic panel data by penalized quantile regression ⋮ Unequal spacing in dynamic panel data: identification and estimation ⋮ Estimation of Panel Data Regression Models with Two-Sided Censoring or Truncation ⋮ Semiparametric robust estimation of truncated and censored regression models ⋮ Bayesian analysis of quantile regression for censored dynamic panel data ⋮ Individual and time effects in nonlinear panel models with large \(N\), \(T\) ⋮ Bias corrections for two-step fixed effects panel data estimators ⋮ The heterogeneous effects of the minimum wage on employment across states
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