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Semi parametric efficient estimation of dynamic panel data models

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  • Byeong U. Park

    (Department of Statistics, Seoul National University)

  • Robin C Sickles

    (Department of Economics, Rice University)

  • Léopold Simar

    (Institut de Statistique, Université Catholique de Louvain)

Abstract

No abstract is available for this item.

Suggested Citation

  • Byeong U. Park & Robin C Sickles & Léopold Simar, 2002. "Semi parametric efficient estimation of dynamic panel data models," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 C6-1, International Conferences on Panel Data.
    • Handle: RePEc:cpd:pd2002:c6-1
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    References listed on IDEAS

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    1. Arellano, Manuel & Bover, Olympia, 1995. "Another look at the instrumental variable estimation of error-components models," Journal of Econometrics, Elsevier, vol. 68(1), pages 29-51, July.
    2. Robinson, Peter M, 1988. "Root- N-Consistent Semiparametric Regression," Econometrica, Econometric Society, vol. 56(4), pages 931-954, July.
    3. PARK, Byeong & SIMAR, Léopold, 1992. "Efficient semiparametric estimation in stochastic frontier model," LIDAM Discussion Papers CORE 1992013, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    4. Park, B. U. & Sickles, R. C. & Simar, L., 1998. "Stochastic panel frontiers: A semiparametric approach," Journal of Econometrics, Elsevier, vol. 84(2), pages 273-301, June.
    5. 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.
    6. David H. Good & Robin C. Sickles & Jesse C. Weiher, 2008. "A Hedonic Price Index For Airline Travel," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 54(3), pages 438-465, September.
    7. Ahn, Seung C. & Schmidt, Peter, 1995. "Efficient estimation of models for dynamic panel data," Journal of Econometrics, Elsevier, vol. 68(1), pages 5-27, July.
    8. Chamberlain, Gary, 1987. "Asymptotic efficiency in estimation with conditional moment restrictions," Journal of Econometrics, Elsevier, vol. 34(3), pages 305-334, March.
    9. Hahn, Jinyong, 1997. "Efficient estimation of panel data models with sequential moment restrictions," Journal of Econometrics, Elsevier, vol. 79(1), pages 1-21, July.
    10. Alam, Ila M Semenick & Sickles, Robin C, 2000. "Time Series Analysis of Deregulatory Dynamics and Technical Efficiency: The Case of the U.S. Airline Industry," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 41(1), pages 203-218, February.
    11. Manuel Arellano & Stephen Bond, 1991. "Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 58(2), pages 277-297.
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