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Estimation of a Nonlinear Panel Data Model with Predetermined Variables and Semiparametric Individual Effects

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  • Soiliou Namoro
  • Wayne-Roy Gayle

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  • Soiliou Namoro & Wayne-Roy Gayle, 2006. "Estimation of a Nonlinear Panel Data Model with Predetermined Variables and Semiparametric Individual Effects," Working Paper 251, Department of Economics, University of Pittsburgh, revised Sep 2008.
    • Handle: RePEc:pit:wpaper:251
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    File URL: http://www.econ.pitt.edu/papers/Soiliou_Revised1_JO.pdf
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    References listed on IDEAS

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    1. Gayle, George-Levi & Viauroux, Christelle, 2007. "Root-N consistent semiparametric estimators of a dynamic panel-sample-selection model," Journal of Econometrics, Elsevier, vol. 141(1), pages 179-212, November.
    2. Chamberlain, Gary, 1984. "Panel data," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 22, pages 1247-1318, Elsevier.
    3. Bowman, A-W & Jones, M-C & Gijbels, I, 1996. "Testing Monotonicity of Regression," Papers 9610, Catholique de Louvain - Institut de statistique.
    4. Gary Chamberlain, 1980. "Analysis of Covariance with Qualitative Data," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 47(1), pages 225-238.
    5. Horowitz, Joel L, 1992. "A Smoothed Maximum Score Estimator for the Binary Response Model," Econometrica, Econometric Society, vol. 60(3), pages 505-531, May.
    6. Bo E. Honoré & Ekaterini Kyriazidou, 2000. "Panel Data Discrete Choice Models with Lagged Dependent Variables," Econometrica, Econometric Society, vol. 68(4), pages 839-874, July.
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    1. Gayle, George-Levi & Viauroux, Christelle, 2007. "Root-N consistent semiparametric estimators of a dynamic panel-sample-selection model," Journal of Econometrics, Elsevier, vol. 141(1), pages 179-212, November.

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