scientific article

From MaRDI portal
Revision as of 11:14, 5 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:3747597

zbMath0608.62145MaRDI QIDQ3747597

Cheng Hsiao

Publication date: 1986


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (only showing first 100 items - show all)

Panel Data With Measurement Errors: Instrumental Variables And Gmm Procedures Combining Levels And DifferencesNon-parametric regression with a latent time seriesAlmost Consistent Estimation of Panel Probit Models with “Small” Fixed EffectsThe optimal prediction of cross-sectional proportions in categorical panel-data analysisIdentification of panel data models with endogenous censoringON THE EFFICIENCY OF THE COCHRANE–ORCUTT ESTIMATOR IN THE SERIALLY CORRELATED ERROR COMPONENTS REGRESSION MODEL FOR PANEL DATAA Longitudinal Approach for Constructing β-Expectation Tolerance IntervalsUseful matrix transformations for panel data analysis: a surveyProblems with the estimation of stochastic differential equations using structural equations modelsDeparture from independence and stationarity in a handball matchParameter estimates in random intercept mixed effects model for repeated measuresRegressor and random‐effects dependencies in multilevel modelsAsymptotic consequences of neglected dynamics in individual effects models*Alternative transformations to eliminate fixed effectsUnnamed ItemThe impact of the real interest rate, the exchange rate and political stability on foreign direct investment inflows: a comparative analysis of G7 and GCC countriesNeglected dynamics in panel data models; consequences and detection in finite samples*A bootstrap procedure for panel data sets with many cross-sectional unitsReprint of: Initial conditions and moment restrictions in dynamic panel data modelsPooling data for the analysis of dynamic marketing systemsTheory and methods of panel data models with interactive effectsTechnical change and total factor productivity growth in swedish manufacturing industriesTesting for random individual effects using recursive residualsApplication of M-Estimators to Cross-Section Effect ModelsUsing semi-parametric methods in an analysis of earnings mobilityAsymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors: the case of stationary and non-stationary regressors and residualsDrawing inferences from logit models for panel dataTHE IMPACT OF A HAUSMAN PRETEST ON THE ASYMPTOTIC SIZE OF A HYPOTHESIS TESTUnit root inference in panel data models where the time‐series dimension is fixed: a comparison of different testsRobust Estimation of a Spatiotemporal Model with Structural ChangeRobust Eligible Own Funds and Value at Risk Under Solvency II SystemEstimation of the error-components model with incomplete panelsTests for the error component model in the presence of local misspecificationNested random effects estimation in unbalanced panel dataThe unbalanced nested error component regression modelDifferent approaches to efficiency analysis. An application to the Spanish Trawl fleet operating in Moroccan watersEstimating partially linear panel data models with one-way error componentsLeast squares estimation of regression parameters in mixed effects models with unmeasured covariatesThe error components regression model: conditional relative efficiency comparisonsOmitted variables in longitudinal data modelsPanel data analysis of household brand choicesSelection correction in panel data models: An application to the estimation of females' wage equationsCountry specific effect in the Feldstein--Horioka paradox: A panel data analysisEstimation and Inference of a Cointegrated Regression in Panel Data: A Monte Carlo StudyStochastic varying coefficients gravity model: An application in trade analysisRecursive linear mixed models:some results on shared parameter estimationNonparametric Estimation and Testing in Panels of Intercorrelated Time SeriesModeling Technology as a Dynamic Error Components Process: The Case of the Inter‐country Agricultural Production FunctionA unified approach to estimation of nonlinear mixed effects and Berkson measurement error modelsMODELLING AND ESTIMATING INDIVIDUAL AND FIRM EFFECTS WITH COUNT PANEL DATABayesian analysis of quantile regression for censored dynamic panel dataEstimating cointegrating relations from a cross sectionA semiparametric model for heterogeneous panel data with fixed effectsPanel nonparametric regression with fixed effectsIS ADAPTIVE ESTIMATION USEFUL FOR PANEL MODELS WITH HETEROSKEDASTICITY IN THE INDIVIDUAL SPECIFIC ERROR COMPONENT? SOME MONTE CARLO EVIDENCEA NOTE ON ESTIMATING LINEAR TREND IN A REGRESSION MODEL WITH SERIALLY CORRELATED ERROR COMPONENTSConfidence intervals for the regression coefficient in a simple regression model with a balanced two-fold nested error structureSEMIPARAMETRIC ESTIMATION OF NONSTATIONARY CENSORED PANEL DATA MODELS WITH TIME VARYING FACTOR LOADSNONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIESSaddlepoint approximation methods for testing of serial correlation in panel time series dataOn modeling panels of time seriesSequential and efficient GMM estimation of dynamic short panel data modelsA minimax approach to missing values in linear regressionNonstationary panel data analysis: an overview of some recent developmentsCook's distance in linear longitudinal modelsTesting the distribution of error components in panel data modelsIncomplete panels. A comparative study of alternative estimators for the unbalanced one-way error component regression modelSemiparametric random coefficient regression modelsThe asymptotic distribution of the fixed effects estimator for nonlinear regressionThe specification of technical and allocative inefficiency in stochastic production and profit frontiersQuasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are largeWeighted generalized least squares estimation for complex survey dataConsistency, asymptotic unbiasedness and bounds on the bias of \(s^ 2\) in the linear regression model with error component disturbancesSecond-order stochastic differential equation model as an alternative for the ALT and CALT modelsRegression modelling of the flows in an input-output table with accounting constraintsThe determinants of bank capital ratios in a developing economyTransforming the error-components model for estimation with general ARMA disturbancesOn IV, GMM and ML in a dynamic panel data modelAn autoregressive growth model for longitudinal item analysisMaximum likelihood estimation in binary data models using panel data under alternative distributional assumptionsUnbalanced panel data: a surveyOn bias, inconsistency, and efficiency of various estimators in dynamic panel data modelsEstimating long-run relationships from dynamic heterogeneous panelsTesting AR(1) against MA(1) disturbances in an error component modelPanel data analysis -- advantages and challenges (with comments and rejoinder)Assessing cross-sectional correlation in panel dataA tax and redistribution experiment with subjects that switch from risk aversion to risk preferenceEfficient estimation of dynamic panel data models: Alternative assumptions and simplified estimationPooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasolineMultilevel and nonlinear panel data modelsRandom walks with drifts: Nonsense regression and spurious fixed-effect estimationSemiparametric estimation of partially linear panel data modelsA Bayesian analysis of exogeneity in models pooling time-series and cross-sectional dataA passivity-based approach to voltage stabilization in DC microgrids with ZIP loadsTesting linear and loglinear error components regressions against Box-Cox alternativesOn the appropriateness of inappropriate VaR modelsMisspecified heterogeneity in panel data modelsA nonparametric test for poolability using panel dataStochastic production frontiers and panel data: A latent variable frameworkThe equivalence of two estimators of the fixed-effects logit model







This page was built for publication: