Semiparametric Estimation Of Nonstationary Censored Panel Data Models With Time Varying Factor Loads
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Econometric Theory.
Volume (Year): 24 (2008)
Issue (Month): 05 (October)
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- Shakeeb Khan & Maria Ponomareva & Elie Tamer, 2011.
"Identification of Panel Data Models with Endogenous Censoring,"
11-07, Duke University, Department of Economics.
- Khan, Shakeeb & Ponomareva, Maria & Tamer, Elie, 2011. "Identification of Panel Data Models with Endogenous Censoring," MPRA Paper 30373, University Library of Munich, Germany.
- Genya Kobayashi & Hideo Kozumi, 2012. "Bayesian analysis of quantile regression for censored dynamic panel data," Computational Statistics, Springer, vol. 27(2), pages 359-380, June.
- Carlos A. Flores & Alfonso Flores-Lagunes & Dimitrios Kapetanakis, 2009. "Lessons from Quantile Panel Estimation of the Environmental Kuznets Curve," Working Papers 2010-4, University of Miami, Department of Economics.
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