Analysis of Panels and Limited Dependent Variable Models

By Cheng Hsiao, M. Pesaran, K. Lahiri, Lung-fei Lee. 1999

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Citations in the corpus

Panel Data Discrete Choice Models of Consumer Demand (2013, background): “For instance, Geweke and Keane (1999), Rossi, Allenby and McCulloch (2005) and Burda, Harding and Hausman (2008) consider mixture-of-normals models.”
The Generalized Multinomial Logit Model: Accounting for Scale and Coefficient Heterogeneity (2010, methodology): “This approach is adopted in Geweke and Keane (1999) (2001) and Rossi et al. (2005).”
Measuring Forecast Uncertainty by Disagreement: The Missing Link (2008, unknown): “The individual forecast error (eith) is defined as eith D At Fith 1 Following Davies and Lahiri (1995, 1999), we write eith as the sum of a component common to all forecasters ( th) and idiosyncratic errors (εith): eith D th C εith 2 th D h∑ jD1 utj 3 The common component ( th) represents the…”
On the estimation and forecasting of international migration: how relevant is heterogeneity across countries? (2005, methodology): “Third, do estimators which consider heterogeneity not only in the intercept but also in the slope parameters (see Robertson and Symons, 1992; Pesaran and Smith, 1995; Hsiao et al., 1999; Maddala et al., 2001) outperform panel estimators which rely on the homogeneity assumption?”
Profit differentials and innovation (2005, methodology): “Hsiao et al. (1999) showed that even with a sample size of T = 5 (as it is the case here), the small sample bias is fairly reduced using the Bayesian approach compared with other estimation methods.”
Fixed and Random Effects in Nonlinear Models (2001, background): “(See El-Gamal and Grether (1999), for example).”