Pages that link to "Item:Q1808549"
From MaRDI portal
The following pages link to How informative is the initial condition in the dynamic panel model with fixed effects? (Q1808549):
Displaying 15 items.
- Long difference instrumental variables estimation for dynamic panel models with fixed effects (Q451263) (← links)
- Unequal spacing in dynamic panel data: identification and estimation (Q503572) (← links)
- Penalized quantile regression for dynamic panel data (Q989274) (← links)
- Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods (Q1867733) (← links)
- Likelihood inference and the role of initial conditions for the dynamic panel data model (Q2225010) (← links)
- Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels (Q2227053) (← links)
- Estimation of heterogeneous autoregressive parameters with short panel data (Q2354865) (← links)
- Heterogeneity and selection in dynamic panel data (Q2354866) (← links)
- ASYMPTOTIC THEORY IN FIXED EFFECTS PANEL DATA SEEMINGLY UNRELATED PARTIALLY LINEAR REGRESSION MODELS (Q2878814) (← links)
- ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION (Q3377454) (← links)
- X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION (Q4979939) (← links)
- ESTIMATION FOR DYNAMIC PANEL DATA WITH INDIVIDUAL EFFECTS (Q5221308) (← links)
- Testing initial conditions in dynamic panel data models (Q5860980) (← links)
- Semiparametric Estimation of Partially Varying-Coefficient Dynamic Panel Data Models (Q5863559) (← links)
- Exponential class of dynamic binary choice panel data models with fixed effects (Q5864654) (← links)
