Pages that link to "Item:Q83292"
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The following pages link to Estimating Vector Autoregressions with Panel Data (Q83292):
Displaying 50 items.
- IV estimation of panels with factor residuals (Q2343825) (← links)
- Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity (Q2354856) (← links)
- Tests of additional conditional moment restrictions (Q2398971) (← links)
- Commodity prices, inflationary pressures, and monetary policy: evidence from BRICS economies (Q2416032) (← links)
- Forecasting and turning point predictions in a Bayesian panel VAR model (Q2439062) (← links)
- Theory and methods of panel data models with interactive effects (Q2448726) (← links)
- Estimating systems of equations with different instruments for different equations (Q2565046) (← links)
- The optimal choice of moments in dynamic panel data models (Q2628826) (← links)
- Finance, inequality and the poor (Q2642472) (← links)
- An incidental parameters free inference approach for panels with common shocks (Q2673194) (← links)
- Treatment effects in interactive fixed effects models with a small number of time periods (Q2688658) (← links)
- Public debt and economic growth conundrum: nonlinearity and inter-temporal relationship (Q2691742) (← links)
- Reprint of: Initial conditions and moment restrictions in dynamic panel data models (Q2697963) (← links)
- Initial conditions and Blundell-Bond estimators (Q2697969) (← links)
- DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS (Q2981828) (← links)
- GRANGER CAUSALITY AND STRUCTURAL CAUSALITY IN CROSS-SECTION AND PANEL DATA (Q2986520) (← 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)
- G-7 INFLATION FORECASTS: RANDOM WALK, PHILLIPS CURVE OR WHAT ELSE? (Q3182102) (← links)
- ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION (Q3377454) (← links)
- On modeling panels of time series (Q3429859) (← links)
- On the impact of error cross-sectional dependence in short dynamic panel estimation (Q3566438) (← links)
- SEMIPARAMETRIC ESTIMATION OF NONSTATIONARY CENSORED PANEL DATA MODELS WITH TIME VARYING FACTOR LOADS (Q3632414) (← links)
- Cook's distance in linear longitudinal models (Q4246300) (← links)
- Panel Data With Measurement Errors: Instrumental Variables And Gmm Procedures Combining Levels And Differences (Q4521332) (← links)
- Gender differences and dynamics in competition: The role of luck (Q4586294) (← links)
- PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (Q4653563) (← links)
- Neglected dynamics in panel data models; consequences and detection in finite samples* (Q4870012) (← links)
- ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA (Q4933580) (← links)
- MEASUREMENT ERRORS IN DYNAMIC MODELS (Q4979937) (← links)
- (Q5004051) (← links)
- Cross-Sectional Dependence in Panel Data Analysis (Q5080156) (← links)
- A two-stage estimation for panel data models with grouped fixed effects (Q5087527) (← links)
- Improving Sales Forecasting Accuracy: A Tensor Factorization Approach with Demand Awareness (Q5087729) (← links)
- Bayesian inference for merged panel autoregressive model (Q5096004) (← links)
- Volatility modeling and prediction: the role of price impact (Q5120732) (← links)
- THE ASYMPTOTIC PROPERTIES OF THE SYSTEM GMM ESTIMATOR IN DYNAMIC PANEL DATA MODELS WHEN BOTH <i>N</i> AND <i>T</i> ARE LARGE (Q5255877) (← links)
- A Weak law of large numbers for a class of nonstationary but stabiuzing vector arma processes with one unit root (Q5687777) (← links)
- Double filter instrumental variable estimation of panel data models with weakly exogenous variables (Q5860959) (← links)
- Identification of the linear factor model (Q5860978) (← links)
- Testing initial conditions in dynamic panel data models (Q5860980) (← links)
- First difference transformation in panel VAR models: Robustness, estimation, and inference (Q5862491) (← links)
- Fixed T dynamic panel data estimators with multifactor errors (Q5862505) (← links)
- Semiparametric Estimation of Partially Varying-Coefficient Dynamic Panel Data Models (Q5863559) (← links)
- An augmented Anderson–Hsiao estimator for dynamic short-<i>T</i> panels<sup>†</sup> (Q5865520) (← links)
- Estimation of time-varying coefficient dynamic panel data models (Q5866069) (← links)
- PVAR model with collapsed instruments in the real exchange rates misalignment's analysis (Q5872974) (← links)
- Reopening the convergence debate: A new look at cross-country growth empirics. (Q5927673) (← links)
- Convergence empirics across economies with (some) capital mobility. (Q5927679) (← links)
- Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models (Q5931142) (← links)
- GMM estimation of linear panel data models with time-varying individual effects (Q5932778) (← links)
