Asymptotics and bootstrap for random-effects panel data transformation models

DOI10.1080/07474938.2015.1122235zbMath1490.62484OpenAlexW234031851MaRDI QIDQ5862489

Publication date: 9 March 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.719.4450

zbMATH Keywords

asymptotics random-effects quasi-MLE error components bootstrap robust VC matrix estimation transformed panels

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)

Uses Software

Cites Work

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