Zobrazeno 1 - 10
of 10 226
pro vyhledávání: '"Dynamic panels"'
Autor:
Bao, Yong1 (AUTHOR) ybao@purdue.edu
Publikováno v:
Econometrics (2225-1146). Mar2024, Vol. 12 Issue 1, p3. 48p.
Autor:
Gao, Wayne Yuan, Wang, Rui
This paper studies identification for a wide range of nonlinear panel data models, including binary choice, ordered response, and other types of limited dependent variable models. Our approach accommodates dynamic models with any number of lagged dep
Externí odkaz:
http://arxiv.org/abs/2401.00264
Autor:
Bao, Yong1 (AUTHOR) ybao@purdue.edu, Zhou, Xiaoyan1 (AUTHOR)
Publikováno v:
Spatial Economic Analysis. Jun2023, Vol. 18 Issue 2, p259-285. 27p.
Autor:
Cui, Guowei1 (AUTHOR), Sarafidis, Vasilis2 (AUTHOR) vasilis.sarafidis@bi.no, Yamagata, Takashi3 (AUTHOR) takashi.yamagata@york.ac.uk
Publikováno v:
Econometrics Journal. May2023, Vol. 26 Issue 2, p124-146. 23p.
Publikováno v:
In Journal of Econometrics August 2023 235(2):1955-1980
Autor:
Yong Bao
Publikováno v:
Econometrics, Vol 12, Iss 1, p 3 (2024)
This paper proposes estimating linear dynamic panels by explicitly exploiting the endogeneity of lagged dependent variables and expressing the crossmoments between the endogenous lagged dependent variables and disturbances in terms of model parameter
Externí odkaz:
https://doaj.org/article/192e09d81fb74ec6a109b0b914253a32
Autor:
Semenova, Vira1 (AUTHOR) semenovavira@gmail.com, Goldman, Matt2 (AUTHOR) mattgoldman5850@gmail.com, Chernozhukov, Victor3 (AUTHOR) vchern@mit.edu, Taddy, Matt4 (AUTHOR) mataddy@gmail.com
Publikováno v:
Quantitative Economics. May2023, Vol. 14 Issue 2, p471-510. 40p.
Publikováno v:
In Journal of Econometrics February 2021 220(2):589-605