This article provides a selective review on the recent developments of some nonlinear nonparametric and semiparametric panel data models. In particular, we focus on two types of modelling frameworks: nonparametric and semiparametric panel data models with deterministic trends, and semiparametric single-index panel data models with individual effects. We also review various estimation methodolog...

This paper tries to explore the asymptotic properties of maximum likelihood estimators for spatial dynamic panel data with fixed effects when both the number of time periods T and number of individuals n are large. When n is proportional to T or T is relatively large, the estimator is √ nT consistent and asymptotically normal; when n is relatively large, the estimator is consistent with the rat...

This paper provides a set of results on the econometric identifiability of binary choice models with social interactions. Our analysis moves beyond parametric identification results that have been obtained in the literature to consider the identifiability of model parameters when the distribution of random payoff terms is unknown. Further, we consider how identification is affected by the prese...

This papers studies and compares the asymptotic bias of GMM and generalized empirical likelihood (GEL) estimators in the presence of estimated nuisance parameters. We consider cases in which the nuisance parameter is estimated from independent and identical samples. A simulation experiment is conducted for covariance structure models. Empirical likelihood offers much reduced mean and median bia...

The aim of this study is to examine the impact legal audit quality on likelihood accounting fraud, for a sample 48 companies listed Tunisian stock market over period between 2014 and 2018. Based logit panel regression, we have shown that firm's membership in one Big networks rotation external auditors are two major determinants reduction cases fraud companies. In addition, results showed joint ...

Anthropometric Mobility During Childhood While childhood obesity has become a significant public health concern over the last few decades, knowledge concerning the origins of or persistence in childhood anthropometric measures is incomplete. Here, we utilize several nonparametric measures of mobility to assess the evolution of weight, height, and body mass index during early childhood. We find ...

This article considers quasi-maximum likelihood estimations (QMLE) for two spatial panel data regression models: mixed effects model with spatial errors and transformed mixed effects model (where response and covariates are transformed) with spatial errors. One aim of transformation is to normalize the data, thus the transformed models are more robust with respect to the normality assumption co...

A Nonparametric Examination of Capital-Skill Complementarity This paper uses nonparametric kernel methods to construct observation-specific elasticities of substitution for a balanced panel of 73 developed and developing countries to examine the capital-skill complementarity hypothesis. The exercise shows some support for capital-skill complementarity, but the strength of the evidence depends u...

In this paper I propose a computationally practical simulation estimator for large categories of the dynamic panel Tobit model with complicated dependence structures. I first apply the sequential decomposition methods introduced by Hendry and Richard (1992) to obtain the tractable simulated log-likelihood function of the dynamic panel Tobit model. I then maximize this log-likelihood function si...

Carefree? Participation and Pay Differentials for Informal Carers in Britain A substantial proportion of working age individuals in Britain are looking after sick, disabled, and elderly people and combine work and caring responsibilities. Using the British Household Panel Study (BHPS) for the years 1991 to 2002 this paper studies the determinants of labour market participation as well as earnin...