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Semiparametric efficient estimation of dynamic panel data models
| Content Provider | Semantic Scholar |
|---|---|
| Author | Park, Byeong Uk Sickles, Robin C. Simar, Léopold |
| Copyright Year | 2007 |
| Abstract | This paper extends the semiparametric efficient treatment of panel data models pursued by Park and Simar [Park, B.U., Simar, L., 1994. Efficient semiparametric estimation in stochastic frontier models. Journal of the American Statistical Association 89, 929–936] and Park et al. [Park, B.U., Sickles, R.C., Simar, L., 1998. Stochastic frontiers: a semiparametric approach. Journal of Econometrics 84, 273–301; Park, B.U., Sickles, R.C., Simar, L., 2003. Semiparametric efficient estimation of AR(1) panel data models. Journal of Econometrics 117, 279–309] to a dynamic panel setting. We develop a semiparametric efficient estimator under minimal assumptions when the panel model contains a lagged dependent variable. We apply this new estimator to analyze the structure of demand between city pairs for selected U.S. airlines during the period 1979 I–1992 IV. |
| Starting Page | 281 |
| Ending Page | 301 |
| Page Count | 21 |
| File Format | PDF HTM / HTML |
| DOI | 10.1016/j.jeconom.2006.03.004 |
| Volume Number | 136 |
| Alternate Webpage(s) | https://dial.uclouvain.be/downloader/downloader.php?datastream=PDF_01&disclaimer=c823e4e41af68fcb792f38907dac1abf6c33c242e0e4ad927bc187de6119dd4a&pid=boreal:122211 |
| Alternate Webpage(s) | https://dial.uclouvain.be/downloader/downloader.php?datastream=PDF_01&disclaimer=350ba4b83f0b5086ea565134f8d5b0de15698a3059d79c5222936528b94436f4&pid=boreal:122211 |
| Alternate Webpage(s) | https://doi.org/10.1016/j.jeconom.2006.03.004 |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |
