Pages that link to "Item:Q1165549"
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The following pages link to Formulation and estimation of dynamic models using panel data (Q1165549):
Displayed 50 items.
- Another look at the instrumental variable estimation of error-components models (Q98310) (← links)
- Semiparametric efficient estimation of dynamic panel data models (Q278254) (← links)
- Root-\(N\) consistent semiparametric estimators of a dynamic panel-sample-selection model (Q288357) (← links)
- The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models (Q291709) (← links)
- Long difference instrumental variables estimation for dynamic panel models with fixed effects (Q451263) (← links)
- IV, GMM or likelihood approach to estimate dynamic panel models when either \(N\) or \(T\) or both are large (Q494404) (← links)
- Asymptotic distribution of quasi-maximum likelihood estimation of dynamic panels using long difference transformation when both \(N\) and \(T\) are large (Q513770) (← links)
- Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions (Q528179) (← links)
- Indirect inference for dynamic panel models (Q530970) (← links)
- Orthogonality conditions for Tobit models with fixed effects and lagged dependent variables (Q689429) (← links)
- Asymptotic distributions of impulse response functions in short panel vector autoregressions (Q737958) (← links)
- Quantile regression for dynamic panel data with fixed effects (Q738001) (← links)
- Some properties of the LIML estimator in a dynamic panel structural equation (Q738111) (← links)
- Variable selection for spatial autoregressive models with a diverging number of parameters (Q779691) (← links)
- Testing for unit roots usign panel data. Application to the French stock market efficiency (Q806930) (← links)
- Statistical inference for panel dynamic simultaneous equations models (Q888331) (← links)
- Estimation of dynamic panel data models with both individual and time-specific effects (Q928906) (← links)
- Statistical inference in dynamic panel data models (Q928910) (← links)
- Penalized quantile regression for dynamic panel data (Q989274) (← links)
- Bootstrap-based bias correction for dynamic panels (Q1017030) (← links)
- Does income support increase abortions? (Q1039565) (← links)
- A note on autoregressive error components models (Q1062409) (← links)
- Formulation and estimation of dynamic models using panel data (Q1165549) (← links)
- A transformation that will circumvent the problem of autocorrelation in an error-component model (Q1176603) (← links)
- Inference for unit roots in dynamic panels where the time dimension is fixed (Q1298463) (← links)
- Testing serial correlation in semiparametric panel data models (Q1305628) (← links)
- Incorporating measurement error in the estimation of autoregressive models for longitudinal data (Q1338346) (← links)
- On IV, GMM and ML in a dynamic panel data model (Q1350553) (← links)
- Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline (Q1362066) (← links)
- Testing for unit roots in panel data using a GMM approach (Q1381198) (← links)
- A comparison of different methods for the estimation of regression models with correlated binary responses. (Q1575402) (← links)
- Is there a permanent component in US real GDP (Q1606432) (← links)
- Comparison of forecast performance for homogeneous, heterogeneous and shrinkage estimators: some empirical evidence from US electricity and natural-gas consumption. (Q1608838) (← links)
- Unified \(M\)-estimation of fixed-effects spatial dynamic models with short panels (Q1644255) (← links)
- Median-based estimation of dynamic panel models with fixed effects (Q1658177) (← links)
- A note on the Anderson-Hsiao estimator for panel data (Q1676637) (← links)
- Panel regression models for measuring multidimensional poverty dynamics (Q1766984) (← links)
- Panel models with interactive effects (Q1792467) (← links)
- Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models (Q1792483) (← links)
- A double-hurdle rational addiction model with heterogeneity: Estimating the demand for tobacco (Q1808555) (← links)
- Unit root tests in panel data: asymptotic and finite-sample properties (Q1867709) (← links)
- Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods (Q1867733) (← links)
- On bias, inconsistency, and efficiency of various estimators in dynamic panel data models (Q1899226) (← links)
- Reallocating labor to initiate changes in capital structures: hayek revisited (Q1928707) (← links)
- Feedback in panel data models (Q2074608) (← links)
- Monte Carlo evidence on the estimation method for industry dynamics (Q2181490) (← links)
- Level-based estimation of dynamic panel models (Q2181491) (← links)
- Second-order corrected likelihood for nonlinear panel models with fixed effects (Q2224973) (← links)
- Dynamic panels with MIDAS covariates: nonlinearity, estimation and fit (Q2224996) (← links)
- Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels (Q2227053) (← links)