Endogenous scope economies in microfinance institutions

E Malikov, V Hartarska - Journal of Banking & Finance, 2018 - Elsevier
Scope economies resulting from the joint offering of loans and savings accounts (as
opposed to loans only) are customarily invoked to promote the transformation of credit-only …

Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects

Y Sun, E Malikov - Journal of Econometrics, 2018 - Elsevier
This paper develops an innovative way of estimating a functional-coefficient spatial
autoregressive panel data model with unobserved individual effects which can …

Estimation of semi-and nonparametric stochastic frontier models with endogenous regressors

A Prokhorov, KC Tran, MG Tsionas - Empirical Economics, 2021 - Springer
This paper considers the problem of estimating a nonparametric stochastic frontier model
with shape restrictions and when some or all regressors are endogenous. We discuss three …

Smoothed LSDV estimation of functional-coefficient panel data models with two-way fixed effects

SC Halder, E Malikov - Economics Letters, 2020 - Elsevier
The existing semiparametric estimators for varying-coefficient fixed-effects models
exclusively assume one-way fixed effects, typically in the dimension of cross-sectional units …

Nonparametric Knn estimation with monotone constraints

Z Li, G Liu, Q Li - Econometric Reviews, 2017 - Taylor & Francis
The K-nearest-neighbor (Knn) method is known to be more suitable in fitting
nonparametrically specified curves than the kernel method (with a globally fixed smoothing …

Economies of diversification in the US credit union sector

E Malikov, S Zhao… - Journal of Applied …, 2017 - Wiley Online Library
Significant scale economies have been recently cited to rationalize a dramatic growth in the
US retail credit union sector over the past few decades. In this paper, we explore another …

Heterogeneous credit union production technologies with endogenous switching and correlated effects

E Malikov, DA Restrepo-Tobón… - Econometric …, 2018 - Taylor & Francis
Credit unions differ in the types of financial services they offer to their members. This article
explicitly models this observed heterogeneity using a generalized model of endogenous …

Zoned safety monitoring model for uplift pressures of concrete dams

J Hu, F Ma - Transactions of the Institute of Measurement …, 2019 - journals.sagepub.com
Uplift pressure beneath concrete dams is related to several intrinsic factors such as
geological structure, qualities of grouting and drainage engineering, and so forth. Thus, the …

Model detection and estimation for varying coefficient panel data models with fixed effects

S Feng, W He, F Li - Computational Statistics & Data Analysis, 2020 - Elsevier
In this paper, we study the model detection and estimation for varying coefficient panel data
models with fixed effects. We first propose a data transformation approach to eliminate fixed …

Semiparametric estimation of generalized transformation panel data models with nonstationary error

X Wang, S Chen - The Econometrics Journal, 2020 - academic.oup.com
Early studies of the generalized transformation panel data model resorted to the identical
marginal distribution of the error term over time. This stationarity condition is restrictive for …