Pages that link to "Item:Q1050065"

The following pages link to Multivariate regression models for panel data (Q1050065):

Displaying 50 items.

• Estimation of spatial autoregressive panel data models with fixed effects (Q77665) (← links)
• Efficient estimation of models for dynamic panel data (Q98307) (← links)
• Another look at the instrumental variable estimation of error-components models (Q98310) (← links)
• Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models (Q311643) (← links)
• Efficient minimum distance estimator for quantile regression fixed effects panel data (Q476212) (← links)
• Optimal asymptotic least squares estimation in a singular set-up (Q498873) (← links)
• Testing identifying assumptions in nonseparable panel data models (Q515125) (← links)
• Nonparametric identification in nonseparable panel data models with generalized fixed effects (Q527944) (← links)
• Identification and estimation of Gaussian affine term structure models (Q527947) (← links)
• On the efficient estimation of simultaneous equations with covariance restrictions (Q583806) (← links)
• On the testing of correlated effects with panel data (Q689433) (← links)
• Robust penalized quantile regression estimation for panel data (Q736536) (← links)
• Set identification via quantile restrictions in short panels (Q738106) (← links)
• Modelling bilateral intra-industry trade indexes with panel data: a semiparametric approach (Q740095) (← links)
• Elliptical regression operationalized (Q899928) (← links)
• Testing the fixed effects restrictions? A Monte Carlo study of Chamberlain's minimum chi-squared test (Q1021777) (← links)
• Partially generalized least squares and two-stage least squares estimators (Q1053397) (← links)
• Alternative methods for evaluating the impact of interventions. An overview (Q1069656) (← links)
• Elliptical multivariate analysis (Q1118935) (← links)
• Simulated maximum likelihood estimation of dynamic discrete choice statistical models. Some Monte Carlo results (Q1265785) (← links)
• Parameters of interest, nuisance parameters and orthogonality conditions. An application to autoregressive error component models (Q1265794) (← links)
• A local parameterization of orthogonal and semi-orthogonal matrices with applications (Q1275415) (← links)
• Distribution-free estimation of some nonlinear panel data models (Q1305662) (← links)
• Improving parameter tests in covariance structure analysis (Q1389396) (← links)
• Robust linear static panel data models using \(\varepsilon\)-contamination (Q1680195) (← links)
• Minimum distance approach to inference with many instruments (Q1745618) (← links)
• Corrected standard errors for optimal minimum distance estimator (Q1787565) (← links)
• A quantile correlated random coefficients panel data model (Q1792446) (← links)
• A semiparametric quantile panel data model with an application to estimating the growth effect of FDI (Q1792461) (← links)
• GMM inference when the number of moment conditions in large (Q1808550) (← links)
• Asymptotic efficiency in estimation with conditional moment restrictions (Q1822424) (← links)
• Selection corrections for panel data models under conditional mean independence assumptions (Q1899228) (← links)
• Agnostic notes on regression adjustments to experimental data: reexamining Freedman's critique (Q1951533) (← links)
• Correlated random effects models with unbalanced panels (Q2000855) (← links)
• Missing dependent variables in fixed-effects models (Q2000856) (← links)
• On the estimation of technical and allocative efficiency in a panel stochastic production frontier system model: some new formulations and generalizations (Q2023958) (← links)
• Integrated likelihood based inference for nonlinear panel data models with unobserved effects (Q2024474) (← links)
• Level-based estimation of dynamic panel models (Q2181491) (← links)
• On the unbiased asymptotic normality of quantile regression with fixed effects (Q2190248) (← links)
• Editorial: Celebrating 40 years of panel data analysis: past, present and future (Q2224972) (← links)
• Broken or fixed effects? (Q2312974) (← links)
• Panel data quantile regression with grouped fixed effects (Q2330747) (← links)
• The asymptotic distribution of the fixed effects estimator for nonlinear regression (Q2366568) (← links)
• Estimating fixed and random effects models with selectivity (Q2366939) (← links)
• Asymptotic expansions of the distributions of the chi-square statistic based on the asymptotically distribution-free theory in covariance structures (Q2388957) (← links)
• The triangular model with random coefficients (Q2405910) (← links)
• Forecasting and turning point predictions in a Bayesian panel VAR model (Q2439062) (← links)
• Efficient estimation with grouped data (Q2442565) (← links)
• Estimating and testing a quantile regression model with interactive effects (Q2512602) (← links)
• Bayesian analysis of quantile regression for censored dynamic panel data (Q2512792) (← links)