Pages that link to "Item:Q5475003"

The following pages link to Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large (Q5475003):

Displaying 50 items.

• On the semi-varying coefficient dynamic panel data model with autocorrelated errors (Q2143011) (← links)
• First difference estimation of spatial dynamic panel data models with fixed effects (Q2179762) (← links)
• Spatial dynamic models with intertemporal optimization: specification and estimation (Q2190241) (← links)
• On the unbiased asymptotic normality of quantile regression with fixed effects (Q2190248) (← links)
• (Consistently) testing strict exogeneity against the alternative of predeterminedness in linear time-series models (Q2208685) (← links)
• Second-order corrected likelihood for nonlinear panel models with fixed effects (Q2224973) (← links)
• Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels (Q2227053) (← links)
• The limited information maximum likelihood approach to dynamic panel structural equation models (Q2255166) (← links)
• Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence (Q2280581) (← links)
• Fixed-effects dynamic spatial panel data models and impulse response analysis (Q2294515) (← links)
• Unified inference for nonlinear factor models from panels with fixed and large time span (Q2323363) (← links)
• Variable selection in panel models with breaks (Q2323384) (← links)
• A general method for third-order bias and variance corrections on a nonlinear estimator (Q2346025) (← links)
• Panel data unit roots tests: the role of serial correlation and the time dimension (Q2433829) (← links)
• First difference maximum likelihood and dynamic panel estimation (Q2440332) (← links)
• Efficient GMM estimation of spatial dynamic panel data models with fixed effects (Q2451772) (← links)
• Testing a linear dynamic panel data model against nonlinear alternatives (Q2512605) (← links)
• Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (Q2516312) (← links)
• Model selection in the presence of incidental parameters (Q2516318) (← links)
• The optimal choice of moments in dynamic panel data models (Q2628826) (← links)
• The factor analytical approach in near unit root interactive effects panels (Q2658760) (← links)
• Backward mean transformation in unit root panel data models (Q2660023) (← links)
• The persistence of wages (Q2693942) (← links)
• Local Power of Fixed-<i>T</i>  Panel Unit Root Tests With Serially Correlated Errors and Incidental Trends (Q2789390) (← links)
• Local Information Theoretic Methods for smooth Coefficients Dynamic Panel Data Models (Q2817315) (← links)
• A Control Function Approach to Estimating Dynamic Probit Models with Endogenous Regressorsa (Q2870575) (← links)
• PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS (Q2878821) (← links)
• EFFICIENCY IN LARGE DYNAMIC PANEL MODELS WITH COMMON FACTORS (Q2929841) (← links)
• NONPARAMETRIC ESTIMATION OF DYNAMIC PANEL MODELS WITH FIXED EFFECTS (Q2936837) (← links)
• LIKELIHOOD INFERENCE IN AN AUTOREGRESSION WITH FIXED EFFECTS (Q2976207) (← links)
• BOOTSTRAP AND <i>k</i>-STEP BOOTSTRAP BIAS CORRECTIONS FOR THE FIXED EFFECTS ESTIMATOR IN NONLINEAR PANEL DATA MODELS (Q2981824) (← links)
• DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS (Q2981828) (← links)
• THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS (Q3100981) (← links)
• BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS (Q3108565) (← links)
• Testing for Unit Roots in Dynamic Panels in the Presence of a Deterministic Trend: Re-examining the Unit Root Hypothesis for Real Stock Prices and Dividends (Q3157839) (← 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)
• On modeling panels of time series (Q3429859) (← links)
• Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects (Q3499430) (← links)
• The Third-Order Bias of Nonlinear Estimators (Q3532751) (← links)
• PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA (Q3577704) (← links)
• Dynamic panel estimation and homogeneity testing under cross section dependence (Q4439306) (← links)
• JIVE FOR PANEL DYNAMIC SIMULTANEOUS EQUATIONS MODELS (Q4554605) (← links)
• Challenges for Panel Financial Analysis (Q4558820) (← links)
• DYNAMIC PANEL ANDERSON-HSIAO ESTIMATION WITH ROOTS NEAR UNITY (Q4637608) (← links)
• TIME-INVARIANT REGRESSOR IN NONLINEAR PANEL MODEL WITH FIXED EFFECTS (Q4680633) (← links)
• ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA (Q4933580) (← links)
• ESTIMATION OF UNIT ROOT SPATIAL DYNAMIC PANEL DATA MODELS (Q4933582) (← links)
• ASYMPTOTICALLY EFFICIENT MODEL SELECTION FOR PANEL DATA FORECASTING (Q4967795) (← links)
• X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION (Q4979939) (← links)
• A robust test for serial correlation in panel data models (Q5040543) (← links)