Results 271 to 280 of about 1,254,937 (311)
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Semiparametric Estimation of Regression Models for Panel Data
The Review of Economic Studies, 1996zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Joel L. Horowitz, Marianthi Markatou
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Panel Regression with Unobserved Classes [PDF]
, 2000 We propose a panel regression model with a predetermined and fixed number of classes, where each class is defined by its parameters, but any reference as to which group any observation belongs to is absent. The classes or groups are rationalized by a willingness to attribute some of the observed heterogeneity on a higher level than the individual.
Salabasis, Mickael, Villani, Mattias
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Regression Analysis of Panel Count Data I
2013This chapter discusses the same problem as in the previous chapter, but under different situations. A basic assumption behind the methods described in the last chapter is that the underlying recurrent event process of interest and the observation process are independent of each other conditional on covariates.
Jianguo Sun, Xingqiu Zhao
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Panel regression with multiplicative measurement errors
Economics Letters, 2011zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ronning, Gerd, Schneeweiss, Hans
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Exponential regression of dynamic panel data models
Economics Letters, 2001zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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A Jackknife Variance Estimator for Panel Regressions
Staff Reports (Federal Reserve Bank of New York)We introduce a new jackknife variance estimator for panel-data regressions. Our variance estimator can be motivated as the conventional leave-one-out jackknife variance estimator on a transformed space of the regressors and residuals using orthonormal trigonometric basis functions.
Crump, Richard K. +2 more
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A composite logistic regression approach for ordinal panel data regression
International Journal of Data Analysis Techniques and Strategies, 2008We propose in this article a Composite Logistic Regression (CLR) approach for ordinal panel data regression. The new method transforms the original ordinal regression problem into a number of binary ones. Thereafter, the method of conditional logistic regression (Chamberlain, 1984; Wooldridge, 2001; Hsiao, 2003) can be directly applied.
Ronghua Luo, Hansheng Wang
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Time-specific average estimation of dynamic panel regressions
Studies in Nonlinear Dynamics & Econometrics, 2021Abstract This paper introduces an unbiased estimator based on least squares involving time-specific cross-sectional averages for a first-order panel autoregression with a strictly exogenous covariate. The proposed estimator is straightforward to implement as long as the variables of interest have sufficient time variation.
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New results for nonstationary panel regression
Applied Economics Letters, 2008This article derives the limiting distributions of the Ordinary Least Squares (OLS) and Least Square Dummy Variable (LSDV) estimators in both spurious and cointegrated panel regressions. The limit theories employed in this article are different from those of Kao (1999) and Phillips and Moon (1999), in which the time dimension of the panel is fixed.
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Panel quantile regression for extreme risk
Journal of EconometricszbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hou, Yanxi +3 more
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