Publication:5475047
From MaRDI portal
zbMath1091.62136MaRDI QIDQ5475047
Jinyong Hahn, Whitney K. Newey
Publication date: 16 June 2006
Full work available at URL: http://hdl.handle.net/10419/79391
62F12: Asymptotic properties of parametric estimators
62P20: Applications of statistics to economics
65C05: Monte Carlo methods
Related Items
TIME-INVARIANT REGRESSOR IN NONLINEAR PANEL MODEL WITH FIXED EFFECTS, Non‐parametric models in binary choice fixed effects panel data, A Fast Iterated Bootstrap Procedure for Approximating the Small-Sample Bias, A SPATIAL DYNAMIC PANEL DATA MODEL WITH BOTH TIME AND INDIVIDUAL FIXED EFFECTS, Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects, Efficient minimum distance estimator for quantile regression fixed effects panel data, A root-\(N\) consistent estimator for some fixed-effects panel data sample selection models, Grouped effects estimators in fixed effects models, Penalized quantile regression for dynamic panel data, Does Jeffrey's prior alleviate the incidental parameter problem?, Asymptotic distribution of misspecified random effects estimator for a dynamic panel model with fixed effects when both n and T are large, Asymptotic theory for differentiated products demand models with many markets, A general method for third-order bias and variance corrections on a nonlinear estimator, Model selection in the presence of incidental parameters, Estimation of Censored Quantile Regression for Panel Data With Fixed Effects, A NEW PANEL DATA TREATMENT FOR HETEROGENEITY IN TIME TRENDS, EFFICIENCY IN LARGE DYNAMIC PANEL MODELS WITH COMMON FACTORS, NONPARAMETRIC ESTIMATION OF DYNAMIC PANEL MODELS WITH FIXED EFFECTS, Two-Step Estimation of Endogenous and Exogenous Group Effects, BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS, The Third-Order Bias of Nonlinear Estimators, Heterogeneity in dynamic discrete choice models, PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA