Pages that link to "Item:Q1050065"
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The following pages link to Multivariate regression models for panel data (Q1050065):
Displayed 25 items.
- Efficient estimation of models for dynamic panel data (Q98307) (← links)
- Another look at the instrumental variable estimation of error-components models (Q98310) (← links)
- On the efficient estimation of simultaneous equations with covariance restrictions (Q583806) (← links)
- On the testing of correlated effects with panel data (Q689433) (← 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)
- 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)
- The asymptotic distribution of the fixed effects estimator for nonlinear regression (Q2366568) (← links)
- Estimating fixed and random effects models with selectivity (Q2366939) (← links)
- Some Properties of the Pivotal Statistic Based on the Asymptotically Distribution-Free Theory in Structural Equation Modeling (Q3543735) (← links)
- A moments approach for omitted variables in residential histories and other panel data (Q3673918) (← links)
- The population-sample decomposition approach to multivariate estimation methods (Q3765050) (← links)
- Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (Q4031295) (← links)
- Amemiya‘s generalized least squares and tests of overidentification in simultaneous equation models with qualitative or limited dependent variables (Q4031298) (← links)
- Projection estimators for autoregressive panel data models (Q4416022) (← links)
- Regressor and random‐effects dependencies in multilevel models (Q4821763) (← links)
- Robust m-estimators (Q5750141) (← links)