Pages that link to "Item:Q5751802"
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The following pages link to Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (Q5751802):
Displaying 50 items.
- A new hybrid approach to panel data change point detection (Q5079862) (← links)
- Cross-Sectional Dependence in Panel Data Analysis (Q5080156) (← links)
- Lessons from a Decade of IPS and LLC (Q5080584) (← links)
- A two-stage estimation for panel data models with grouped fixed effects (Q5087527) (← links)
- Bayesian inference for merged panel autoregressive model (Q5096004) (← links)
- IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS (Q5104479) (← links)
- Robust estimation of a dynamic spatio-temporal model with structural change (Q5106794) (← links)
- Divergences in the determinants of investments in renewable energy sources: hydroelectric vs. other renewable sources (Q5138167) (← links)
- Bayesian inference for random coefficient dynamic panel data models (Q5138648) (← links)
- Do the most frequently used dynamic panel data estimators have the best performance in a small sample? A Monte Carlo comparison (Q5147604) (← links)
- Quasi maximum likelihood estimation of dynamic panel data models (Q5154051) (← links)
- GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY (Q5187624) (← links)
- Persistence Heterogeneity Testing in Panels with Interactive Fixed Effects (Q5226147) (← 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)
- INSURANCE AND REAL OUTPUT: THE KEY ROLE OF BANKING ACTIVITIES (Q5325981) (← links)
- GMM ESTIMATION AND INFERENCE IN DYNAMIC PANEL DATA MODELS WITH PERSISTENT DATA (Q5411520) (← links)
- FIRM DYNAMICS IN AN URBAN ECONOMY * (Q5744884) (← links)
- The effect of neglecting the slope parameters’ heterogeneity on dynamic models of corporate capital structure (Q5745642) (← links)
- GMM inference in spatial autoregressive models (Q5860887) (← links)
- Double filter instrumental variable estimation of panel data models with weakly exogenous variables (Q5860959) (← links)
- Testing initial conditions in dynamic panel data models (Q5860980) (← links)
- ML and GMM with concentrated instruments in the static panel data model (Q5860986) (← links)
- Multistep forecast selection for panel data (Q5861003) (← links)
- Estimation of fixed effects dynamic panel data models: linear differencing or conditional expectation (Q5861015) (← links)
- First difference transformation in panel VAR models: Robustness, estimation, and inference (Q5862491) (← links)
- Bayesian model averaging for dynamic panels with an application to a trade gravity model (Q5862500) (← links)
- Fixed T dynamic panel data estimators with multifactor errors (Q5862505) (← links)
- Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing (Q5862517) (← links)
- Sequential and efficient GMM estimation of dynamic short panel data models (Q5862518) (← links)
- Semiparametric Estimation of Partially Varying-Coefficient Dynamic Panel Data Models (Q5863559) (← links)
- Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence (Q5864364) (← links)
- First difference or forward demeaning: Implications for the method of moments estimators (Q5864653) (← 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)
- Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models (Q5931142) (← links)
- Cross sectional and panel estimation of convergence. (Q5940802) (← links)
- Wage dispersion within firms and collective bargaining in Spain (Q5941410) (← links)
- Exponential regression of dynamic panel data models. (Q5941468) (← links)
- Criterion-based inference for GMM in autoregressive panel data models. (Q5958418) (← links)
- Time-specific average estimation of dynamic panel regressions (Q6039103) (← links)
- Borrowing into debt crises (Q6067216) (← links)
- Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence (Q6067223) (← links)
- Bayesian estimation and model comparison for linear dynamic panel models with missing values (Q6081856) (← links)
- Under-identification of structural models based on timing and information set assumptions (Q6090545) (← links)
- The impact of regulation on risk and return (Q6093705) (← links)
- Does internal locus of control get you out of homelessness? (Q6093791) (← links)
- The team allocator game: allocation power in public goods games (Q6102567) (← links)
- Enter the MATRIX model:a multi-agent model for transition risks with application to energy shocks (Q6106655) (← links)
