Indirect inference for dynamic panel models (Q530970): Difference between revisions

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+Efficient estimation of models for dynamic panel data
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+The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
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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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+Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models
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+Another look at the instrumental variable estimation of error-components 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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+Initial conditions and moment restrictions in dynamic panel data models
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+The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
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+Simulated Moments Estimation of Markov Models of Asset Prices
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+Bootstrap methods: another look at the jackknife
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+Bootstrap-based bias correction for dynamic panels
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+Estimation of stable distributions by indirect inference
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+Q4409944
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+Efficient estimation of panel data models with sequential moment restrictions
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+Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
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+Q5475047
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+Estimating Vector Autoregressions with Panel Data
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+Q5801713
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+Generalized indirect inference for discrete choice models
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+NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATION
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+On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
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+Estimating stochastic volatility models through indirect inference
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+Biases in Dynamic Models with Fixed Effects
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+First Order Autoregression: Inference, Estimation, and Prediction
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+Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
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+Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance
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+NOTES ON BIAS IN ESTIMATION
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+Asymptotic Statistics
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