A Generalized Panel Data Switching Regression Model

9 Pages Posted: 22 Jun 2014 Last revised: 10 Jul 2014

See all articles by Emir Malikov

Emir Malikov

University of Nevada, Las Vegas

Subal C. Kumbhakar

State University of New York (SUNY) at Binghamton - Department of Economics

Date Written: May 28, 2014

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

JEL Classification: C33, C34

Suggested Citation

Malikov, Emir and Kumbhakar, Subal C., A Generalized Panel Data Switching Regression Model (May 28, 2014). Economics Letters, Forthcoming, Available at SSRN: https://ssrn.com/abstract=2457009 or http://dx.doi.org/10.2139/ssrn.2457009

Emir Malikov (Contact Author)

University of Nevada, Las Vegas ( email )

4505 S. Maryland Parkway
Las Vegas, NV 89154
United States

Subal C. Kumbhakar

State University of New York (SUNY) at Binghamton - Department of Economics ( email )

Binghamton, NY 13902-6000
United States

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