Estimating Latent-Variable Panel Data Models Using Parameter-Expanded SEM Methods
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More about this item
Keywords
Stochastic EM; parameter-expansion; discrete choice model; dynamic quantile regression; latent variables.;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DCM-2023-01-16 (Discrete Choice Models)
- NEP-ECM-2023-01-16 (Econometrics)
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