Pages that link to "Item:Q1899226"

The following pages link to On bias, inconsistency, and efficiency of various estimators in dynamic panel data models (Q1899226):

Displaying 46 items.

• Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence (Q278496) (← links)
• The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models (Q291709) (← links)
• A joint serial correlation test for linear panel data models (Q295708) (← links)
• A test of cross section dependence for a linear dynamic panel model with regressors (Q301972) (← links)
• Long difference instrumental variables estimation for dynamic panel models with fixed effects (Q451263) (← links)
• Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects (Q451270) (← links)
• Bootstrap inference for linear dynamic panel data models with individual fixed effects (Q494176) (← links)
• Identification of parametric models with a priori knowledge of process properties (Q511369) (← links)
• Bias in dynamic panel models under time series misspecification (Q527974) (← links)
• A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model (Q528032) (← links)
• Indirect inference for dynamic panel models (Q530970) (← links)
• Bootstrap-based bias correction for dynamic panels (Q1017030) (← links)
• Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline (Q1362066) (← links)
• Immigration and public finances in OECD countries (Q1734612) (← links)
• Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes (Q1753051) (← links)
• Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods (Q1867733) (← links)
• On the diminishing returns of higher-order terms in asymptotic expansions of bias (Q1927296) (← links)
• Approximating the bias of the LSDV estimator for dynamic unbalanced panel data models (Q1927842) (← links)
• Reallocating labor to initiate changes in capital structures: hayek revisited (Q1928707) (← links)
• Bias-corrected estimation in dynamic panel data models with heteroscedasticity (Q1929404) (← links)
• Estimating dynamic panel data models: A guide for macroeconomists (Q1960668) (← links)
• Robust likelihood estimation of dynamic panel data models (Q2074610) (← links)
• Structural tax reforms and public spending efficiency (Q2121128) (← links)
• On the unbiased asymptotic normality of quantile regression with fixed effects (Q2190248) (← links)
• Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels (Q2227053) (← links)
• Fixed-effects dynamic spatial panel data models and impulse response analysis (Q2294515) (← links)
• IV estimation of panels with factor residuals (Q2343825) (← links)
• A general method for third-order bias and variance corrections on a nonlinear estimator (Q2346025) (← links)
• Are international fund flows related to exchange rate dynamics? (Q2416290) (← links)
• Testing a linear dynamic panel data model against nonlinear alternatives (Q2512605) (← links)
• Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (Q2516312) (← links)
• The optimal choice of moments in dynamic panel data models (Q2628826) (← links)
• Macro-stress testing dividend income. Evidence from euro area banks (Q2660013) (← links)
• The persistence of wages (Q2693942) (← links)
• Unit root tests for panel data with AR(1) errors and small T (Q2896001) (← links)
• LIKELIHOOD INFERENCE IN AN AUTOREGRESSION WITH FIXED EFFECTS (Q2976207) (← links)
• Departure from independence and stationarity in a handball match (Q3184490) (← links)
• ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION (Q3377454) (← links)
• THE IMPACT OF GOVERNMENT EXPENDITURE ON GROWTH: EMPIRICAL EVIDENCE FROM A HETEROGENEOUS PANEL (Q3393947) (← links)
• Neglected dynamics in panel data models; consequences and detection in finite samples* (Q4870012) (← links)
• Do the most frequently used dynamic panel data estimators have the best performance in a small sample? A Monte Carlo comparison (Q5147604) (← links)
• Dynamic firm performance and estimator choice: a comparison of dynamic panel data estimators (Q6107001) (← links)
• Indirect inference estimation of dynamic panel data models (Q6108289) (← links)
• Estimation and identification of latent group structures in panel data (Q6108310) (← links)
• Likelihood approach to dynamic panel models with interactive effects (Q6118710) (← links)
• Behavioural antecedents of Bitcoin trading volume (Q6174041) (← links)