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Semiparametric EÆcient Estimation of Dynamic Panel Data Models
| Content Provider | Semantic Scholar |
|---|---|
| Author | Park, Byeong Uk Sickles, Robin C. |
| Copyright Year | 2003 |
| Abstract | This paper extends the semiparametric eÆcient treatment of panel data models pursued by Park and Simar (1994) and Park, Sickles, and Simar (1998, 2003) to a dynamic panel setting. We develop a semiparametric eÆcient 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 to 1992 IV. Research of B. U. Park was supported by the Korea Research Foundation Grant KRF-2002-070-C00017. Research support from \Projet d'Actions de Recherche Concert ees" (No. 98/03{217) from the Belgian Government is acknowledged. |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | http://www.ruf.rice.edu/~rsickles/paper/dynamic.pdf |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |
