Nothing Special   »   [go: up one dir, main page]

create a website
Copula-Based Random Effects Models for Clustered Data. (2021). Pereda-Fernandez, Santiago.
In: Journal of Business & Economic Statistics.
RePEc:taf:jnlbes:v:39:y:2021:i:2:p:575-588.

Full description at Econpapers || Download paper

Cited: 1

Citations received by this document

Cites: 34

References cited by this document

Cocites: 48

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Identification and estimation of triangular models with a binary treatment. (2023). Pereda-Fernández, Santiago ; Pereda-Fernandez, Santiago.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:234:y:2023:i:2:p:585-623.

    Full description at Econpapers || Download paper

References

References cited by this document

    References contributed by psc367-2835867

  1. Amemiya, T. (1981), Qualitative Response Models: A Survey, Journal of Economic Literature, 19, 1483-1536. Antweiler, W. (2001), Nested Random Effects Estimation in Unbalanced Panel Data, Journal of Econometrics, 101, 295-313.

  2. Arellano, M., and Bonhomme, S. (2011), Nonlinear Panel Data Analysis, Annual Review of Economics, 3, 395-424.

  3. Bester, C. A., and Hansen, C. B. (2016), Grouped Effects Estimators in Fixed Effects Models, Journal of Econometrics, 190, 197-208.

  4. Bonhomme, S., and Manresa, E. (2015), Grouped Patterns of Heterogeneity in Panel Data, Econometrica, 83, 1147-1184.

  5. Breusch, T., Qian, H., Schmidt, P., and Wyhowski, D. (1999), Redundancy of Moment Conditions, Journal of Econometrics, 91, 89-111.

  6. Bruze, G. (2011), Marriage Choices of Movie Stars: Does Spouse's Education Matter?, Journal of Human Capital, 5, 1-28.

  7. Butler, J. S., and Moffitt, R. (1982), A Computationally Efficient Quadrature Procedure for the One-Factor Multinomial Probit Model, Econometrica, 50, 761-764.

  8. Chamberlain, G. (1980), Analysis of Covariance With Qualitative Data, The Review of Economic Studies, 47, 225-238.

  9. Chamberlain, G. (1984), Panel Data, Handbook of Econometrics, 2, 1247-1318.
    Paper not yet in RePEc: Add citation now
  10. Chamberlain, G. (2010), Binary Response Models for Panel Data: Identification and Information, Econometrica, 78, 159-168.

  11. Chambers, E. A., and Cox, D. R. (1967), Discrimination Between Alternative Binary Response Models, Biometrika, 54, 573-578.
    Paper not yet in RePEc: Add citation now
  12. Charles, K. K., Hurst, E., and Killewald, A. (2013), Marital Sorting and Parental Wealth, Demography, 50, 51-70.

  13. Fernández-Val, I. (2009), Fixed Effects Estimation of Structural Parameters and Marginal Effects in Panel Probit Models, Journal of Econometrics, 150, 71-85.
    Paper not yet in RePEc: Add citation now
  14. Geweke, J. (1989), Bayesian Inference in Econometric Models Using Monte Carlo Integration, Econometrica, 57, 1317-1339.

  15. Hahn, J., and Newey, W. (2004), Jackknife and Analytical Bias Reduction for Nonlinear Panel Models, Econometrica, 72, 1295-1319.

  16. Hajivassiliou, V., McFadden, D., and Ruud, P. (1996), Simulation of Multivariate Normal Rectangle Probabilities and Their Derivatives Theoretical and Computational Results, Journal of Econometrics, 72, 85-134.

  17. Hanushek, E. (1971), Teacher Characteristics and Gains in Student Achievement: Estimation Using Micro Data, The American Economic Review, 61, 280-288.

  18. Heiss, F., and Winschel, V. (2008), Likelihood Approximation by Numerical Integration on Sparse Grids, Journal of Econometrics, 144, 62-80.

  19. Lee, M.-J. (1999), A Root-N Consistent Semiparametric Estimator for Related-Effect Binary Response Panel Data, Econometrica, 67, 427-433.

  20. Lin, C.-C., and Ng, S. (2012), Estimation of Panel Data Models With Parameter Heterogeneity When Group Membership Is Unknown, Journal of Econometric Methods, 1, 42-55.

  21. Manski, C. F. (1975), Maximum Score Estimation of the Stochastic Utility Model of Choice, Journal of Econometrics, 3, 205-228.

  22. Manski, C. F. (1987), Semiparametric Analysis of Random Effects Linear Models From Binary Panel Data, Econometrica, 55, 357-362.

  23. Manski, C. F. (1993), Identification of Endogenous Social Effects: The Reflection Problem, The Review of Economic Studies, 60, 531-542.

  24. Marshall, A. W., and Olkin, I. (1988), Families of Multivariate Distributions, Journal of the American Statistical Association, 83, 834-841.
    Paper not yet in RePEc: Add citation now
  25. Prokhorov, A., and Schmidt, P. (2009), Likelihood-Based Estimation in a Panel Setting: Robustness, Redundancy and Validity of Copulas, Journal of Econometrics, 153, 93-104.

  26. Prokhorov, A., Schepsmeier, U., and Zhu, Y. (2019), Generalized Information Matrix Tests for Copulas, Econometric Reviews, 38, 1024-1054.

  27. Sancetta, A., and Satchell, S. (2004), The Bernstein Copula and Its Applications to Modeling and Approximations of Multivariate Distributions, Econometric Theory, 20, 535-562.

  28. Schennach, S. M., and Wilhelm, D. (2017), A Simple Parametric Model Selection Test, Journal of the American Statistical Association, 112, 1663-1674.

  29. Self, S. G., and Liang, K.-Y. (1987), Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions, Journal of the American Statistical Association, 82, 605-610.
    Paper not yet in RePEc: Add citation now
  30. Shi, X. (2015), A Nondegenerate Vuong Test, Quantitative Economics, 6, 85-121.

  31. Sklar, M. (1959), Fonctions de Répartition à n Dimensions et Leurs Marges, Publications de l'Institut de Statistique de l'Universitè de Paris, 8, 229-231.
    Paper not yet in RePEc: Add citation now
  32. Skrainka, B. S., and Judd, K. L. (2011), High Performance Quadrature Rules: How Numerical Integration Affects a Popular Model of Product Differentiation, Technical Report, SSRN.

  33. Trivedi, P. K., and Zimmer, D. M. (2007), Copula Modeling: An Introduction for Practitioners, Delft: Now Publishers, Inc.

  34. Vuong, Q. H. (1989), Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses, Econometrica, 57, 307-333.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Managing a Global Retail Brand in Different Markets: Meta-Analyses of Customer Responses to Service Encounters. (2022). Witell, Lars ; Tarasi, Crina O ; Gustafsson, Anders ; Bolton, Ruth N.
    In: Journal of Retailing.
    RePEc:eee:jouret:v:98:y:2022:i:2:p:294-314.

    Full description at Econpapers || Download paper

  2. Copula-Based Random Effects Models for Clustered Data. (2021). Pereda-Fernandez, Santiago.
    In: Journal of Business & Economic Statistics.
    RePEc:taf:jnlbes:v:39:y:2021:i:2:p:575-588.

    Full description at Econpapers || Download paper

  3. Standardized vs. customized firm-initiated interactions: Their effect on customer gratitude and performance in a B2B context. (2021). Trifu, Andreea ; Ruz-Mendoza, Miguel A ; Melero-Polo, Iguacel ; Cambra-Fierro, Jesus.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:133:y:2021:i:c:p:341-353.

    Full description at Econpapers || Download paper

  4. A multidimensional spatial lag panel data model with spatial moving average nested random effects errors. (2018). Le Gallo, Julie ; Fingleton, Bernard ; Pirotte, Alain.
    In: Empirical Economics.
    RePEc:spr:empeco:v:55:y:2018:i:1:d:10.1007_s00181-017-1410-7.

    Full description at Econpapers || Download paper

  5. Hierarchically structured determinants and phase related patterns of economic resilience. An empirical case study for European regions. (2018). Hundt, Christian ; Holtermann, Linus.
    In: Working Papers on Innovation and Space.
    RePEc:pum:wpaper:2018-02.

    Full description at Econpapers || Download paper

  6. Hierarchically structured determinants and phase-related patterns of economic resilience – An empirical case study for European regions. (2018). Holtermann, Linus ; Hundt, Christian.
    In: MPRA Paper.
    RePEc:pra:mprapa:88359.

    Full description at Econpapers || Download paper

  7. Does technological diversification spur university patenting?. (2018). Coronado, Daniel ; Costa, Manuela ; Acosta, Manuel ; Martinez, Angeles M.
    In: The Journal of Technology Transfer.
    RePEc:kap:jtecht:v:43:y:2018:i:1:d:10.1007_s10961-015-9414-y.

    Full description at Econpapers || Download paper

  8. Can we explain pesticide price trend by the regulation changes ?. (2018). Fadhuile, A.
    In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia.
    RePEc:ags:iaae18:277112.

    Full description at Econpapers || Download paper

  9. The projection approach for multi-way error components models with partially balanced panel data. (2017). Tang, Kam Ki ; Kwak, Do Won ; Cheong, Juyoung.
    In: Discussion Papers Series.
    RePEc:qld:uq2004:583.

    Full description at Econpapers || Download paper

  10. The diffusion of patented oil and gas technology with environmental uses: A forward patent citation analysis. (2015). Duch Brown, Néstor ; Costa-Campi, Maria ; Duch-Brown, Nestor.
    In: Energy Policy.
    RePEc:eee:enepol:v:83:y:2015:i:c:p:267-276.

    Full description at Econpapers || Download paper

  11. .

    Full description at Econpapers || Download paper

  12. MULTILEVEL AND SPILLOVER EFFECTS ESTIMATED FOR SPATIAL PANEL DATA, WITH APPLICATION TO ENGLISH HOUSE PRICES. (2014). Fingleton, Bernard ; Baltagi, Badi ; Pirotte, Alain.
    In: Region et Developpement.
    RePEc:tou:journl:v:40:y:2014:p:25-36.

    Full description at Econpapers || Download paper

  13. The impact of guarantees on bank loan interest rates. (2014). GIOMBINI, GERMANA ; Calcagnini, Giorgio ; Farabullini, Fabio .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:24:y:2014:i:6:p:397-412.

    Full description at Econpapers || Download paper

  14. Access to universities’ public knowledge: Who’s more regionalist?. (2014). Coronado, Daniel ; Azagra-Caro, Joaquín M. ; Acosta, Manuel.
    In: INGENIO (CSIC-UPV) Working Paper Series.
    RePEc:ing:wpaper:201405.

    Full description at Econpapers || Download paper

  15. The diffusion of patented oil and gas technology with environmental uses: a forward patent citation analysis. (2014). Duch Brown, Néstor ; Costa-Campi, Maria ; Duch-Brown, Nestor.
    In: Working Papers.
    RePEc:ieb:wpaper:doc2014-31.

    Full description at Econpapers || Download paper

  16. The diffusion of patented oil and gas technology with environmental uses: a forward patent citation analysis. (2014). Duch Brown, Néstor ; Costa-Campi, Maria ; Duch-Brown, Nestor.
    In: Working Papers.
    RePEc:ieb:wpaper:2013/6/doc2014-31.

    Full description at Econpapers || Download paper

  17. Spatial lag models with nested random effects: An instrumental variable procedure with an application to English house prices. (2014). Fingleton, Bernard ; Baltagi, Badi ; Pirotte, Alain.
    In: Journal of Urban Economics.
    RePEc:eee:juecon:v:80:y:2014:i:c:p:76-86.

    Full description at Econpapers || Download paper

  18. Prediction in a spatial nested error components panel data model. (2014). Baltagi, Badi ; Pirotte, Alain.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:30:y:2014:i:3:p:407-414.

    Full description at Econpapers || Download paper

  19. Three-dimensional panel data models with interactive effects: Estimation and simulation. (2014). Wu, Xiangjun ; Ye, Xiaoqing.
    In: Economics Letters.
    RePEc:eee:ecolet:v:123:y:2014:i:1:p:62-65.

    Full description at Econpapers || Download paper

  20. Factors affecting the diffusion of patented military technology in the field of weapons and ammunition. (2013). Coronado, Daniel ; Acosta, Manuel ; Prats, Pedro ; Marin, Rosario .
    In: Scientometrics.
    RePEc:spr:scient:v:94:y:2013:i:1:d:10.1007_s11192-012-0857-8.

    Full description at Econpapers || Download paper

  21. Hedonic Housing Prices in Paris: An Unbalanced Spatial Lag Pseudo-Panel Model with Nested Random Effects. (2013). BRESSON, Georges ; Baltagi, Badi ; Etienne, Jean-Michae .
    In: Center for Policy Research Working Papers.
    RePEc:max:cprwps:163.

    Full description at Econpapers || Download paper

  22. Spatial Lag Models with Nested Random Effects: An Instrumental Variable Procedure with an Application to English House Prices. (2013). Fingleton, Bernard ; Baltagi, Badi ; Pirotte, Alain.
    In: Center for Policy Research Working Papers.
    RePEc:max:cprwps:161.

    Full description at Econpapers || Download paper

  23. The impact of the recent financial crisis on bank loan interest rates and guarantees.. (2012). GIOMBINI, GERMANA ; Calcagnini, Giorgio ; Farabullini, Fabio .
    In: Working Papers.
    RePEc:urb:wpaper:12_02.

    Full description at Econpapers || Download paper

  24. The impact of the recent financial crisis on bank loan interest rates and guarantees.. (2012). GIOMBINI, GERMANA ; Calcagnini, Giorgio ; Farabullini, Fabio .
    In: MPRA Paper.
    RePEc:pra:mprapa:36682.

    Full description at Econpapers || Download paper

  25. Spatial differences in the quality of university patenting: Do regions matter?. (2012). Coronado, Daniel ; Acosta, Manuel ; Martnez, ngeles M..
    In: Research Policy.
    RePEc:eee:respol:v:41:y:2012:i:4:p:692-703.

    Full description at Econpapers || Download paper

  26. Estimation of spatial autoregressive M-way error component panel data models. (2011). Egger, Peter ; Badinger, Harald.
    In: The Annals of Regional Science.
    RePEc:spr:anresc:v:47:y:2011:i:2:p:269-310.

    Full description at Econpapers || Download paper

  27. To Pool or Not to Pool: A Partially Heterogeneous Framework. (2009). Sarafidis, Vasilis ; Weber, Neville .
    In: MPRA Paper.
    RePEc:pra:mprapa:20814.

    Full description at Econpapers || Download paper

  28. Compensatory inter vivos gifts. (2009). Ohlsson, Henry ; Hochguertel, Stefan.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:24:y:2009:i:6:p:993-1023.

    Full description at Econpapers || Download paper

  29. Compensatory Inter Vivos Gifts. (2007). Ohlsson, Henry ; Hochguertel, Stefan.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20070074.

    Full description at Econpapers || Download paper

  30. Conflicts of interest in sell-side research and the moderating role of institutional investors. (2007). yan, hong ; Ljungqvist, Alexander ; MARSTON, FELICIA ; Starks, Laura T. ; Wei, Kelsey D..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:85:y:2007:i:2:p:420-456.

    Full description at Econpapers || Download paper

  31. Unbalanced Nested Component Error Model and the Value of Soil Insecticide and Bt Corn for Controlling Western Corn Rootworm. (2007). Mitchell, Paul ; Yang, Juan ; Gray, Michael ; Steffey, Kevin.
    In: Staff Paper Series.
    RePEc:ecl:wisagr:510.

    Full description at Econpapers || Download paper

  32. Unbalanced Nested Component Error Model and the Value of Soil Insecticide and Bt Corn for Controlling Western Corn Rootworm. (2007). Steffey, Kevin L ; Gray, Michael E ; Mitchell, Paul D ; Yang, Juan.
    In: Staff Papers.
    RePEc:ags:wisagr:92127.

    Full description at Econpapers || Download paper

  33. Unbalanced panel data: A survey. (2006). Baltagi, Badi ; Song, Seuck .
    In: Statistical Papers.
    RePEc:spr:stpapr:v:47:y:2006:i:4:p:493-523.

    Full description at Econpapers || Download paper

  34. Insider Trading and Corporate Governance in Latin America: A Sequential Trade Model Approach. (2005). Kawamura, Enrique ; Cruces, Juan Jose .
    In: Working Papers.
    RePEc:sad:wpaper:86.

    Full description at Econpapers || Download paper

  35. How to regulate heterogeneous hospitals. (2005). Milcent, Carine ; Dormont, Brigitte.
    In: Post-Print.
    RePEc:hal:journl:halshs-00754065.

    Full description at Econpapers || Download paper

  36. Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects. (2005). Rabe-Hesketh, Sophia ; Skrondal, Anders ; Pickles, Andrew.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:128:y:2005:i:2:p:301-323.

    Full description at Econpapers || Download paper

  37. How to regulate heterogeneous hospitals ?. (2005). Dormont, Brigitte ; Milcent, Carine.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/5425.

    Full description at Econpapers || Download paper

  38. Conflicts of Interest in Sell-Side Research and the Moderating Role of Institutional Investors. (2005). Yan, Hong ; Ljungqvist, Alexander ; MARSTON, FELICIA ; Starks, Laura T ; Wei, Kelsey D..
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5001.

    Full description at Econpapers || Download paper

  39. How to Regulate Heterogeneous Hospitals?. (2005). Milcent, Carine ; Dormont, Brigitte.
    In: Journal of Economics & Management Strategy.
    RePEc:bla:jemstr:v:14:y:2005:i:3:p:591-621.

    Full description at Econpapers || Download paper

  40. The sources of hospital cost variability. (2004). Milcent, Carine ; Dormont, Brigitte.
    In: Health Economics.
    RePEc:wly:hlthec:v:13:y:2004:i:10:p:927-939.

    Full description at Econpapers || Download paper

  41. Dinámica del Desempeño Académico.. (2004). Porto, Alberto ; di Gresia, Luciano .
    In: Department of Economics, Working Papers.
    RePEc:lap:wpaper:049.

    Full description at Econpapers || Download paper

  42. The sources of hospital cost variability. (2004). Milcent, Carine ; Dormont, Brigitte.
    In: Post-Print.
    RePEc:hal:journl:halshs-01990473.

    Full description at Econpapers || Download paper

  43. The sources of hospital cost variability. (2004). Dormont, Brigitte ; Milcent, Carine.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/5426.

    Full description at Econpapers || Download paper

  44. Dinámica del Desempeño Académico.. (2004). Porto, Alberto ; Di Gresia, Luciano .
    In: IIE, Working Papers.
    RePEc:akh:wpaper:049.

    Full description at Econpapers || Download paper

  45. UNBALANCED NESTED COMPONENT ERROR MODEL FOR ESTIMATING PEST DAMAGE FUNCTIONS. (2004). Mitchell, Paul ; Yang, Juan.
    In: 2004 Annual meeting, August 1-4, Denver, CO.
    RePEc:ags:aaea04:20002.

    Full description at Econpapers || Download paper

  46. Advertising as a Signaling Device in the Swedish Pharmaceuticals Market. (2003). Hellstrom, Jorgen ; Rudholm, Niklas.
    In: Umeå Economic Studies.
    RePEc:hhs:umnees:0612.

    Full description at Econpapers || Download paper

  47. SIMPLE LM TESTS FOR THE UNBALANCED NESTED ERROR COMPONENT REGRESSION MODEL. (2002). Baltagi, Badi ; Jung, Byoung ; Song, Seuck .
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:21:y:2002:i:2:p:167-187.

    Full description at Econpapers || Download paper

  48. Estimating multi-way error components models with unbalanced data structures. (2002). Davis, Peter.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:106:y:2002:i:1:p:67-95.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-15 11:45:11 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.