Comments on: Panel data analysis—advantages and challenges
Author
Abstract
Suggested Citation
DOI: 10.1007/s11749-007-0049-7
Download full text from publisher
As the access to this document is restricted, you may want to
for a different version of it.References listed on IDEAS
- Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
- Park, Byeong U. & Sickles, Robin C. & Simar, Leopold, 2003.
"Semiparametric-efficient estimation of AR(1) panel data models,"
Journal of Econometrics, Elsevier, vol. 117(2), pages 279-309, December.
- Park, B.U. & Sickles, R.C. & Simar, L., 2000. "Semiparametric Efficient Estimation of AR(1) Panel Data Models," Papers 0020, Catholique de Louvain - Institut de statistique.
- Byeong Park & Robin C. Sickles & Leopold Simar, 2000. "Semiparametric Efficient Estimation of AR(1) Panel Data Models," Econometric Society World Congress 2000 Contributed Papers 1510, Econometric Society.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Ural Marchand, Beyza, 2012.
"Tariff pass-through and the distributional effects of trade liberalization,"
Journal of Development Economics, Elsevier, vol. 99(2), pages 265-281.
- Beyza Ural Marchand, 2011. "Tariff Pass-Through and the Distributional Effects of Trade Liberalization," Working Papers 2011-22, University of Alberta, Department of Economics.
- Inanoglu, Hulusi & Jacobs, Michael, Jr. & Liu, Junrong & Sickles, Robin, 2015. "Analyzing Bank Efficiency: Are "Too-Big-to-Fail" Banks Efficient?," Working Papers 15-016, Rice University, Department of Economics.
- Hoderlein, Stefan & White, Halbert, 2012.
"Nonparametric identification in nonseparable panel data models with generalized fixed effects,"
Journal of Econometrics, Elsevier, vol. 168(2), pages 300-314.
- Stefan Hoderlein & Halbert White, 2009. "Nonparametric Identification in Nonseparable Panel Data Models with Generalized Fixed Effects," Boston College Working Papers in Economics 746, Boston College Department of Economics.
- Stefan Hoderlein & Halbert White, 2009. "Nonparametric identification in nonseparable panel data models with generalized fixed effects," CeMMAP working papers CWP33/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chaohua Dong & Jiti Gao & Oliver Linton & Bin peng, 2020.
"On Time Trend of COVID-19: A Panel Data Study,"
Monash Econometrics and Business Statistics Working Papers
22/20, Monash University, Department of Econometrics and Business Statistics.
- Chaohua Dong & Jiti Gao & Oliver Linton & Bin Peng, 2020. "On the Time Trend of COVID-19: A Panel Data Study," Papers 2006.11060, arXiv.org, revised Jun 2020.
- Dong, C. & Gao, J. & Linton, O. & Peng, B., 2020. "On Time Trend of COVID-19: A Panel Data Study," Cambridge Working Papers in Economics 2065, Faculty of Economics, University of Cambridge.
- Walter Sosa-Escudero & Sergio Petralia, 2011. "Anatomy of Distributive Changes in Argentina," Chapters, in: Werner Baer & David Fleischer (ed.), The Economies of Argentina and Brazil, chapter 10, Edward Elgar Publishing.
- Ralf Becker & Adam Clements & Robert O'Neill, 2018. "A Multivariate Kernel Approach to Forecasting the Variance Covariance of Stock Market Returns," Econometrics, MDPI, vol. 6(1), pages 1-27, February.
- Christopher F. Parmeter & Hung-Jen Wang & Subal C. Kumbhakar, 2017. "Nonparametric estimation of the determinants of inefficiency," Journal of Productivity Analysis, Springer, vol. 47(3), pages 205-221, June.
- Arthur Charpentier & Emmanuel Flachaire & Antoine Ly, 2017. "Econom\'etrie et Machine Learning," Papers 1708.06992, arXiv.org, revised Mar 2018.
- Lahiri, Kajal & Yang, Liu, 2013.
"Forecasting Binary Outcomes,"
Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1025-1106,
Elsevier.
- Kajal Lahiri & Liu Yang, 2012. "Forecasting Binary Outcomes," Discussion Papers 12-09, University at Albany, SUNY, Department of Economics.
- Pipat Wongsaart & Jiti Gao, 2011. "Nonparametric Kernel Testing in Semiparametric Autoregressive Conditional Duration Model," Monash Econometrics and Business Statistics Working Papers 18/11, Monash University, Department of Econometrics and Business Statistics.
- Luis Alvarez & Cristine Pinto & Vladimir Ponczek, 2022. "Homophily in preferences or meetings? Identifying and estimating an iterative network formation model," Papers 2201.06694, arXiv.org, revised Mar 2025.
- Bae, Suk Joo & Kim, Seong-Joon & Lee, Jin-Hwa & Song, Inseob & Kim, Nam-In & Seo, Yongho & Kim, Ki Buem & Lee, Naesung & Park, Jun-Young, 2014. "Degradation pattern prediction of a polymer electrolyte membrane fuel cell stack with series reliability structure via durability data of single cells," Applied Energy, Elsevier, vol. 131(C), pages 48-55.
- Angelos Liontakis & Christos T. Papadas, 2010. "Distribution Dynamics of Food Price Inflation Rates in EU: An Alternative Conditional Density Estimator Approach," Working Papers 2010-6, Agricultural University of Athens, Department Of Agricultural Economics.
- repec:asg:wpaper:1006 is not listed on IDEAS
- Eduardo Fé & Bruce Hollingsworth, 2016.
"Short- and long-run estimates of the local effects of retirement on health,"
Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 179(4), pages 1051-1067, October.
- Fe, Eduardo & Hollingsworth, Bruce, 2015. "Short and long run estimates of the local effects of retirement on health," MPRA Paper 65462, University Library of Munich, Germany.
- Nolwenn Roudaut & Anne Vanhems, 2012. "Explaining firms efficiency in the Ivorian manufacturing sector: a robust nonparametric approach," Journal of Productivity Analysis, Springer, vol. 37(2), pages 155-169, April.
- Gómez-Calvet, Roberto & Conesa, David & Gómez-Calvet, Ana Rosa & Tortosa-Ausina, Emili, 2014.
"Energy efficiency in the European Union: What can be learned from the joint application of directional distance functions and slacks-based measures?,"
Applied Energy, Elsevier, vol. 132(C), pages 137-154.
- Roberto Gómez-Calvet & David Conesa & Ana Rosa Gómez-Calvet & Emili Tortosa-Ausina, 2013. "Energy efficiency in the European Union: What can be learned from the joint application of directional distance functions and slacks-based measures?," Working Papers 2013/17, Economics Department, Universitat Jaume I, Castellón (Spain).
- Escanciano, J. Carlos & Olmo, Jose, 2010.
"Backtesting Parametric Value-at-Risk With Estimation Risk,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 28(1), pages 36-51.
- Juan Carlos Escanciano & Jose Olmo, 2007. "Backtesting Parametric Value-at-Risk with Estimation Risk," Caepr Working Papers 2007-005_updated, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
- Henderson, Daniel J. & Parmeter, Christopher F., 2012.
"Normal reference bandwidths for the general order, multivariate kernel density derivative estimator,"
Statistics & Probability Letters, Elsevier, vol. 82(12), pages 2198-2205.
- Daniel J. Henderson & Christopher F. Parmeter, 2011. "Normal Reference Bandwidths for the General Order, Multivariate Kernel Density Derivative Estimator," Working Papers 2011-15, University of Miami, Department of Economics.
- Kristensen, Dennis & Shin, Yongseok, 2012.
"Estimation of dynamic models with nonparametric simulated maximum likelihood,"
Journal of Econometrics, Elsevier, vol. 167(1), pages 76-94.
- Dennis Kristensen & Yongseok Shin, 2008. "Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood," CREATES Research Papers 2008-58, Department of Economics and Business Economics, Aarhus University.
- Gao, Jiti & McAleer, Michael & Allen, David E., 2008.
"Econometric modelling in finance and risk management: An overview,"
Journal of Econometrics, Elsevier, vol. 147(1), pages 1-4, November.
- Gao, Jiti & McAleer, Michael & Allen, Dave, 2006. "Econometric modelling in finance and risk management: An overview," MPRA Paper 11978, University Library of Munich, Germany, revised Nov 2007.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:testjl:v:16:y:2007:i:1:p:31-32. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.
Printed from https://ideas.repec.org/a/spr/testjl/v16y2007i1p31-32.html