scientific article
From MaRDI portal
Publication:3747597
zbMath0608.62145MaRDI QIDQ3747597
Publication date: 1986
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
simultaneous equation modelsmodel specificationsincomplete panel dataanalysis of panel datavariable intercept modelsvariable-coefficient models
Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)
Related Items (only showing first 100 items - show all)
Panel Data With Measurement Errors: Instrumental Variables And Gmm Procedures Combining Levels And Differences ⋮ Non-parametric regression with a latent time series ⋮ Almost Consistent Estimation of Panel Probit Models with “Small” Fixed Effects ⋮ The optimal prediction of cross-sectional proportions in categorical panel-data analysis ⋮ Identification of panel data models with endogenous censoring ⋮ ON THE EFFICIENCY OF THE COCHRANE–ORCUTT ESTIMATOR IN THE SERIALLY CORRELATED ERROR COMPONENTS REGRESSION MODEL FOR PANEL DATA ⋮ A Longitudinal Approach for Constructing β-Expectation Tolerance Intervals ⋮ Useful matrix transformations for panel data analysis: a survey ⋮ Problems with the estimation of stochastic differential equations using structural equations models ⋮ Departure from independence and stationarity in a handball match ⋮ Parameter estimates in random intercept mixed effects model for repeated measures ⋮ Regressor and random‐effects dependencies in multilevel models ⋮ Asymptotic consequences of neglected dynamics in individual effects models* ⋮ Alternative transformations to eliminate fixed effects ⋮ Unnamed Item ⋮ The impact of the real interest rate, the exchange rate and political stability on foreign direct investment inflows: a comparative analysis of G7 and GCC countries ⋮ Neglected dynamics in panel data models; consequences and detection in finite samples* ⋮ A bootstrap procedure for panel data sets with many cross-sectional units ⋮ Reprint of: Initial conditions and moment restrictions in dynamic panel data models ⋮ Pooling data for the analysis of dynamic marketing systems ⋮ Theory and methods of panel data models with interactive effects ⋮ Technical change and total factor productivity growth in swedish manufacturing industries ⋮ Testing for random individual effects using recursive residuals ⋮ Application of M-Estimators to Cross-Section Effect Models ⋮ Using semi-parametric methods in an analysis of earnings mobility ⋮ Asymptotic 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 residuals ⋮ Drawing inferences from logit models for panel data ⋮ THE IMPACT OF A HAUSMAN PRETEST ON THE ASYMPTOTIC SIZE OF A HYPOTHESIS TEST ⋮ Unit root inference in panel data models where the time‐series dimension is fixed: a comparison of different tests ⋮ Robust Estimation of a Spatiotemporal Model with Structural Change ⋮ Robust Eligible Own Funds and Value at Risk Under Solvency II System ⋮ Estimation of the error-components model with incomplete panels ⋮ Tests for the error component model in the presence of local misspecification ⋮ Nested random effects estimation in unbalanced panel data ⋮ The unbalanced nested error component regression model ⋮ Different approaches to efficiency analysis. An application to the Spanish Trawl fleet operating in Moroccan waters ⋮ Estimating partially linear panel data models with one-way error components ⋮ Least squares estimation of regression parameters in mixed effects models with unmeasured covariates ⋮ The error components regression model: conditional relative efficiency comparisons ⋮ Omitted variables in longitudinal data models ⋮ Panel data analysis of household brand choices ⋮ Selection correction in panel data models: An application to the estimation of females' wage equations ⋮ Country specific effect in the Feldstein--Horioka paradox: A panel data analysis ⋮ Estimation and Inference of a Cointegrated Regression in Panel Data: A Monte Carlo Study ⋮ Stochastic varying coefficients gravity model: An application in trade analysis ⋮ Recursive linear mixed models:some results on shared parameter estimation ⋮ Nonparametric Estimation and Testing in Panels of Intercorrelated Time Series ⋮ Modeling Technology as a Dynamic Error Components Process: The Case of the Inter‐country Agricultural Production Function ⋮ A unified approach to estimation of nonlinear mixed effects and Berkson measurement error models ⋮ MODELLING AND ESTIMATING INDIVIDUAL AND FIRM EFFECTS WITH COUNT PANEL DATA ⋮ Bayesian analysis of quantile regression for censored dynamic panel data ⋮ Estimating cointegrating relations from a cross section ⋮ A semiparametric model for heterogeneous panel data with fixed effects ⋮ Panel nonparametric regression with fixed effects ⋮ IS ADAPTIVE ESTIMATION USEFUL FOR PANEL MODELS WITH HETEROSKEDASTICITY IN THE INDIVIDUAL SPECIFIC ERROR COMPONENT? SOME MONTE CARLO EVIDENCE ⋮ A NOTE ON ESTIMATING LINEAR TREND IN A REGRESSION MODEL WITH SERIALLY CORRELATED ERROR COMPONENTS ⋮ Confidence intervals for the regression coefficient in a simple regression model with a balanced two-fold nested error structure ⋮ SEMIPARAMETRIC ESTIMATION OF NONSTATIONARY CENSORED PANEL DATA MODELS WITH TIME VARYING FACTOR LOADS ⋮ NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES ⋮ Saddlepoint approximation methods for testing of serial correlation in panel time series data ⋮ On modeling panels of time series ⋮ Sequential and efficient GMM estimation of dynamic short panel data models ⋮ A minimax approach to missing values in linear regression ⋮ Nonstationary panel data analysis: an overview of some recent developments ⋮ Cook's distance in linear longitudinal models ⋮ Testing the distribution of error components in panel data models ⋮ Incomplete panels. A comparative study of alternative estimators for the unbalanced one-way error component regression model ⋮ Semiparametric random coefficient regression models ⋮ The asymptotic distribution of the fixed effects estimator for nonlinear regression ⋮ The specification of technical and allocative inefficiency in stochastic production and profit frontiers ⋮ Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large ⋮ Weighted generalized least squares estimation for complex survey data ⋮ Consistency, asymptotic unbiasedness and bounds on the bias of \(s^ 2\) in the linear regression model with error component disturbances ⋮ Second-order stochastic differential equation model as an alternative for the ALT and CALT models ⋮ Regression modelling of the flows in an input-output table with accounting constraints ⋮ The determinants of bank capital ratios in a developing economy ⋮ Transforming the error-components model for estimation with general ARMA disturbances ⋮ On IV, GMM and ML in a dynamic panel data model ⋮ An autoregressive growth model for longitudinal item analysis ⋮ Maximum likelihood estimation in binary data models using panel data under alternative distributional assumptions ⋮ Unbalanced panel data: a survey ⋮ On bias, inconsistency, and efficiency of various estimators in dynamic panel data models ⋮ Estimating long-run relationships from dynamic heterogeneous panels ⋮ Testing AR(1) against MA(1) disturbances in an error component model ⋮ Panel data analysis -- advantages and challenges (with comments and rejoinder) ⋮ Assessing cross-sectional correlation in panel data ⋮ A tax and redistribution experiment with subjects that switch from risk aversion to risk preference ⋮ Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation ⋮ Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline ⋮ Multilevel and nonlinear panel data models ⋮ Random walks with drifts: Nonsense regression and spurious fixed-effect estimation ⋮ Semiparametric estimation of partially linear panel data models ⋮ A Bayesian analysis of exogeneity in models pooling time-series and cross-sectional data ⋮ A passivity-based approach to voltage stabilization in DC microgrids with ZIP loads ⋮ Testing linear and loglinear error components regressions against Box-Cox alternatives ⋮ On the appropriateness of inappropriate VaR models ⋮ Misspecified heterogeneity in panel data models ⋮ A nonparametric test for poolability using panel data ⋮ Stochastic production frontiers and panel data: A latent variable framework ⋮ The equivalence of two estimators of the fixed-effects logit model
This page was built for publication: