Pages that link to "Item:Q451263"
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The following pages link to Long difference instrumental variables estimation for dynamic panel models with fixed effects (Q451263):
Displayed 22 items.
- A finite sample correction for the variance of linear efficient two-step GMM estimators (Q98312) (← links)
- Generalized method of trimmed moments (Q254204) (← links)
- Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence (Q278496) (← links)
- Unequal spacing in dynamic panel data: identification and estimation (Q503572) (← links)
- Asymptotic distribution of quasi-maximum likelihood estimation of dynamic panels using long difference transformation when both \(N\) and \(T\) are large (Q513770) (← links)
- Statistical inference for panel dynamic simultaneous equations models (Q888331) (← links)
- Penalized quantile regression for dynamic panel data (Q989274) (← links)
- On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions (Q1659119) (← links)
- Small sample bias properties of the system GMM estimator in dynamic panel data models (Q1934015) (← links)
- Panel AR(1) estimators under misspecification (Q1934932) (← links)
- Many IVs estimation of dynamic panel regression models with measurement error (Q2399538) (← links)
- The optimal choice of moments in dynamic panel data models (Q2628826) (← links)
- An incidental parameters free inference approach for panels with common shocks (Q2673194) (← links)
- A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(<i>p</i>) MODELS WHEN BOTH<i>N</i>AND<i>T</i>ARE LARGE (Q3181953) (← links)
- X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION (Q4979939) (← links)
- Capital Structure Adjustment Speed: Evidence from Borsa Istanbul Sub-Sectors (Q5049454) (← links)
- Weak Instrumental Variables Models for Longitudinal Data (Q5080152) (← links)
- IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS (Q5104479) (← links)
- The effect of neglecting the slope parameters’ heterogeneity on dynamic models of corporate capital structure (Q5745642) (← links)
- First difference or forward demeaning: Implications for the method of moments estimators (Q5864653) (← links)
- Dynamic firm performance and estimator choice: a comparison of dynamic panel data estimators (Q6107001) (← links)
- Indirect inference estimation of dynamic panel data models (Q6108289) (← links)