Pages that link to "Item:Q5751802"
From MaRDI portal
The following pages link to Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (Q5751802):
Displaying 50 items.
- Initial conditions and moment restrictions in dynamic panel data models (Q83297) (← links)
- Efficient estimation of models for dynamic panel data (Q98307) (← links)
- Another look at the instrumental variable estimation of error-components models (Q98310) (← links)
- A finite sample correction for the variance of linear efficient two-step GMM estimators (Q98312) (← links)
- A doubly corrected robust variance estimator for linear GMM (Q98316) (← links)
- Estimating dynamic models from repeated cross-sections (Q262800) (← links)
- GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model (Q274929) (← links)
- Semiparametric efficient estimation of dynamic panel data models (Q278254) (← links)
- Econometric analysis of copyrights (Q280253) (← links)
- Statistical inference in a random coefficient panel model (Q284298) (← links)
- Root-\(N\) consistent semiparametric estimators of a dynamic panel-sample-selection model (Q288357) (← links)
- Efficient estimation and inference in linear pseudo-panel data models (Q290972) (← links)
- The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models (Q291709) (← links)
- Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model (Q295407) (← links)
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large (Q295707) (← links)
- A joint serial correlation test for linear panel data models (Q295708) (← links)
- Management of agricultural research centers in Brazil: a DEA application using a dynamic GMM approach (Q300071) (← links)
- Are we using the wrong letters? An analysis of executive stock option Greeks (Q301203) (← links)
- A test of cross section dependence for a linear dynamic panel model with regressors (Q301972) (← links)
- Dynamic panels with threshold effect and endogeneity (Q337767) (← links)
- The long-run determinants of fertility: one century of demographic change 1900--1999 (Q381050) (← links)
- Panel data models with multiple time-varying individual effects (Q386936) (← links)
- Heuristic optimization methods for dynamic panel data model selection: application on the Russian innovative performance (Q429539) (← links)
- A note on the POUM effect with heterogeneous social mobility (Q433185) (← links)
- Long difference instrumental variables estimation for dynamic panel models with fixed effects (Q451263) (← links)
- IV, GMM or likelihood approach to estimate dynamic panel models when either \(N\) or \(T\) or both are large (Q494404) (← 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)
- Bias in dynamic panel models under time series misspecification (Q527974) (← links)
- A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model (Q528032) (← links)
- Underidentification? (Q528042) (← links)
- Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions (Q528179) (← links)
- Empirical likelihood block bootstrapping (Q530588) (← links)
- Indirect inference for dynamic panel models (Q530970) (← links)
- Asymptotic distributions of impulse response functions in short panel vector autoregressions (Q737958) (← links)
- Quantile regression for dynamic panel data with fixed effects (Q738001) (← links)
- Some properties of the LIML estimator in a dynamic panel structural equation (Q738111) (← links)
- Inequality and growth: the neglected time dimension (Q744398) (← links)
- An alternative two-step generalized method of moments estimator based on a reduced form model (Q777714) (← links)
- Bank credit and economic growth: short-run evidence from a dynamic threshold panel model (Q777750) (← links)
- Estimation of dynamic mixed double factors model in high-dimensional panel data (Q781313) (← links)
- Does the profile of income inequality matter for economic growth? (Q814994) (← links)
- Innovation and employment: Evidence from Italian microdata (Q816049) (← links)
- Consistency of the instrumental weighted variables (Q841016) (← links)
- GMM versus GQL inferences for panel count data (Q842957) (← links)
- Multilevel and nonlinear panel data models (Q862785) (← links)
- A study on the persistence of Farrell's efficiency measure under a dynamic framework (Q872155) (← links)
- Statistical inference for panel dynamic simultaneous equations models (Q888331) (← links)
- Estimation of cross sectional and panel data censored regression models with endogeneity (Q899512) (← links)
- \textit{Post-mortem} examination of the international financial network (Q900402) (← links)
