Pages that link to "Item:Q1143732"
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The following pages link to Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance (Q1143732):
Displayed 8 items.
- Semiparametric-efficient estimation of AR(1) panel data models. (Q1414626) (← links)
- Efficient estimation of panel data models with strictly exogenous explanatory variables (Q1808562) (← links)
- Selection corrections for panel data models under conditional mean independence assumptions (Q1899228) (← links)
- Multilevel modeling with correlated effects (Q2517890) (← links)
- A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS (Q3408522) (← links)
- Cook's distance in linear longitudinal models (Q4246300) (← links)
- The frisch-waugh theorem and generalized least squares (Q4355155) (← links)
- GMM estimation of linear panel data models with time-varying individual effects (Q5932778) (← links)