Statistical inference in dynamic panel data models (Q928910): Difference between revisions

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+Fitting autoregressive models for prediction
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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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+Distributions of Estimates of Coefficients of a Single Equation in a Simultaneous System and Their Asymptotic Expansions
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+The Asymptotic Properties of Estimates of the Parameters of a Single Equation in a Complete System of Stochastic Equations
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+Evaluation of the Distribution Function of the Two-Stage Least Squares Estimate
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+Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
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+Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression
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+Performance of conditional Wald tests in IV regression with weak instruments
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+Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
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+Variable Selection in Nonparametric Regression with Categorical Covariates
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+Initial conditions and moment restrictions in dynamic panel data models
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+Q3709749
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+On Regular Best Asymptotically Normal Estimates
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+Q4947002
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+Frequentist Model Average Estimators
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+A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty
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+A Method of Generating Best Asymptotically Normal Estimates with Application to the Estimation of Bacterial Densities
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+Q5461413
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+Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
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+CHALLENGES FOR ECONOMETRIC MODEL SELECTION
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+Large Sample Properties of Generalized Method of Moments Estimators
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+GENERALIZED EMPIRICAL LIKELIHOOD–BASED MODEL SELECTION CRITERIA FOR MOMENT CONDITION MODELS
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+Benefits and limitations of panel data
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+Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression
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+Q3816820
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+Some Comments on C P
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+Q3997019
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+A Conditional Likelihood Ratio Test for Structural Models
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+The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
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+Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
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+Empirical likelihood ratio confidence intervals for a single functional
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+Empirical likelihood and general estimating equations
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+Efficient Estimation of Simultaneous Equation Systems
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+Asymptotic Theory and Large Models
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+Instrumental Variables Regression with Weak Instruments
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+GMM with Weak Identification
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+Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments
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