We propose a heterogeneous time-varying panel data model with a latent group structure that allows the coefficients to vary over both individuals and time. We assume that the coefficients change ...
In this paper we study neural networks and their approximating power in panel data models. We provide asymptotic guarantees on deep feed-forward neural network estimation of the conditional mean, ...
Annales d'Économie et de Statistique, No. 28 (Oct. - Dec., 1992), pp. 125-142 (18 pages) Une procédure d'estimation des paramètres d'un modèle avec sélection et régresseurs endogènes est proposée dans ...
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