Methods

Methods

Showing 881 – 900 of 1024 results

Journal graphic

Projection estimators for autoregressive panel data models

Journal article

In this paper we explore a new approach to estimation for autoregressive panel data models, based on projecting the unobserved individual effects on the vector of observations on the lagged dependent variable.

26 December 2002

Journal graphic

Projection estimators for autoregressive panel data models

Journal article

In this paper we explore a new approach to estimation for autoregressive panel data models, based on projecting the unobserved individual effects on the vector of observations on the lagged dependent variable.

1 December 2002

Working paper graphic

Semiparametric identification in duration models

Working Paper

This paper explores the identifiability of ratios of derivatives of the index function in a model of a duration process in which the impact of covariates on the hazard function passes through a single index.

13 November 2002

Working paper graphic

Quantiles for counts

Working Paper

This paper studies the estimation of conditional quantiles of counts.

3 October 2002

Working paper graphic

Instrumental Values

Working Paper

This paper studies the identification of partial differences of nonseparable structural functions.

10 August 2002