A generalized panel data switching regression model

Emir Malikov and Subal Kumbhakar

MPRA Paper from University Library of Munich, Germany

Abstract: This paper considers a generalized panel data model of polychotomous and/or sequential switching which can also accommodate the dependence between unobserved effects and covariates in the model. We showcase our model using an empirical illustration in which we estimate scope economies for the publicly owned electric utilities in the U.S. during the period from 2001 to 2003.

Keywords: Correlated Effects; Multinomial Logit; Nested Logit; Panel Data; Polychotomous; Selection (search for similar items in EconPapers)
JEL-codes: C33 C34 (search for similar items in EconPapers)
Date: 2014-05-28
New Economics Papers: this item is included in nep-dcm and nep-ecm
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (8)

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Journal Article: A generalized panel data switching regression model (2014)
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:56770

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