Median-based estimation of dynamic panel models with fixed effects (Q1658177): Difference between revisions

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-.1016/j.csda.2016.05.021
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+Bias robustness of three median-based regression estimates.
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+Efficient estimation of models for dynamic panel data
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+Estimation of Dynamic Models with Error Components
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+Formulation and estimation of dynamic models using panel data
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+One-step robust estimation of fixed-effects panel data models
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+Robust estimation of dynamic fixed-effects panel data models
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+Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
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+A Robust Hausman–Taylor Estimator
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+Initial conditions and moment restrictions in dynamic panel data models
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+Robust estimators for the fixed effects panel data model
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+Q5808684
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+Q5663283
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+X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION
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+Estimating Vector Autoregressions with Panel Data
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+Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
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+Q5801713
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+Orthogonal Parameters and Panel Data
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+Influence functionals for time series (with discussion)
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+A maximum likelihood method for the incidental parameter problem
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+Consistent Estimates Based on Partially Consistent Observations
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+Biases in Dynamic Models with Fixed Effects
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+Estimates of the Regression Coefficient Based on Kendall's Tau
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+Robust regression using repeated medians
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+An invariant sign test for random walks based on recursive median adjustment
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+Q5794417
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+On B-robust instrumental variable estimation of the linear model with panel data.
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+Estimating median and other quantiles in nonparametric models
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+A Median-Unbiased Estimator of the AR(1) Coefficient
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@@ Property / DOI @@
+.1016/J.CSDA.2016.05.021
@@ Property / DOI: 10.1016/J.CSDA.2016.05.021 / rank @@
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