Pages that link to "Item:Q1574223"
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The following pages link to The incidental parameter problem since 1948 (Q1574223):
Displaying 50 items.
- Estimation of spatial autoregressive panel data models with fixed effects (Q77665) (← links)
- Estimating functions for repeated measures with incidental parameters (Q261834) (← links)
- Reconsidering heterogeneity in panel data estimators of the stochastic frontier model (Q262761) (← links)
- A consistent estimator for the binomial distribution in the presence of ``incidental parameters'': an application to patent data (Q269232) (← links)
- Semiparametric estimation of a panel data proportional hazards model with fixed effects (Q269238) (← links)
- Partial rank estimation of duration models with general forms of censoring (Q278253) (← links)
- Smoothed quantile regression for panel data (Q284303) (← links)
- Discrete choice modeling with nonstationary panels applied to exchange rate regime choice (Q302205) (← links)
- Identification of the 1PL model with guessing parameter: parametric and semi-parametric results (Q358516) (← links)
- A Bayesian approach to model-based clustering for binary panel probit models (Q452570) (← links)
- Estimation of fixed effects panel regression models with separable and nonseparable space-time filters (Q473362) (← links)
- Asymptotic analysis of the squared estimation error in misspecified factor models (Q494175) (← links)
- Asymptotics for panel quantile regression models with individual effects (Q528023) (← links)
- GMM estimation of social interaction models with centrality (Q736691) (← links)
- Bias corrections for two-step fixed effects panel data estimators (Q737959) (← links)
- On the unidentifiability of the fixed-effects 3PL model (Q748213) (← links)
- Some recent developments in efficiency measurement in stochastic frontier models (Q764413) (← links)
- Technical change, sectoral dislocation and barriers to labor mobility: factors behind the Great Recession (Q1655620) (← links)
- Estimation of partially linear regression models under the partial consistency property (Q1658378) (← links)
- Identification and estimation of nonseparable single-index models in panel data with correlated random effects (Q1706450) (← links)
- Monte Carlo modified profile likelihood in models for clustered data (Q1722062) (← links)
- Minimum distance approach to inference with many instruments (Q1745618) (← links)
- Estimation of average marginal effects in multiplicative unobserved effects panel models (Q1786735) (← links)
- Integrated likelihood based inference for nonlinear panel data models with unobserved effects (Q2024474) (← links)
- Sufficient statistics for unobserved heterogeneity in structural dynamic logit models (Q2043231) (← links)
- The role of conditional likelihoods in latent variable modeling (Q2088910) (← links)
- Deviance information criterion for latent variable models and misspecified models (Q2173191) (← links)
- On the unbiased asymptotic normality of quantile regression with fixed effects (Q2190248) (← links)
- Second-order corrected likelihood for nonlinear panel models with fixed effects (Q2224973) (← links)
- Estrogen receptor expression on breast cancer patients' survival under shape-restricted Cox regression model (Q2247474) (← links)
- Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence (Q2280581) (← links)
- Unified inference for nonlinear factor models from panels with fixed and large time span (Q2323363) (← links)
- Quantiles via moments (Q2330750) (← links)
- Bayesian comparison of latent variable models: conditional versus marginal likelihoods (Q2331200) (← links)
- Estimation of heterogeneous autoregressive parameters with short panel data (Q2354865) (← links)
- Estimation in the presence of many nuisance parameters: composite likelihood and plug-in likelihood (Q2447659) (← links)
- Estimating minimum effect with outlier selection (Q2656596) (← links)
- Vehicle size choice and automobile externalities: a dynamic analysis (Q2658781) (← links)
- Maximum likelihood estimation and inference for high dimensional generalized factor models with application to factor-augmented regressions (Q2673202) (← links)
- The persistence of wages (Q2693942) (← links)
- The robustness of conditional logit for binary response panel data models with serial correlation (Q2694013) (← links)
- Finite Mixture for Panels with Fixed Effects (Q2870572) (← links)
- EFFICIENCY IN LARGE DYNAMIC PANEL MODELS WITH COMMON FACTORS (Q2929841) (← links)
- Estimation for Dynamic and Static Panel Probit Models with Large Individual Effects (Q2968468) (← links)
- BOOTSTRAP AND <i>k</i>-STEP BOOTSTRAP BIAS CORRECTIONS FOR THE FIXED EFFECTS ESTIMATOR IN NONLINEAR PANEL DATA MODELS (Q2981824) (← links)
- Specification and estimation of social interaction models with network structures (Q3004020) (← links)
- Remedying the Neyman–Scott phenomenon in model discrimination (Q3019826) (← links)
- The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects (Q3156188) (← links)
- Fixed Effects and Bias Due to the Incidental Parameters Problem in the Tobit Model (Q3157838) (← links)
- Beyond Prediction: A Framework for Inference With Variational Approximations in Mixture Models (Q3391201) (← links)
