Pages that link to "Item:Q1929404"
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The following pages link to Bias-corrected estimation in dynamic panel data models with heteroscedasticity (Q1929404):
Displaying 6 items.
- Identification of parametric models with a priori knowledge of process properties (Q511369) (← links)
- Two-step spline estimating equations for generalized additive partially linear models with large cluster sizes (Q741812) (← links)
- Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (Q2516312) (← links)
- Unit root tests for panel data with AR(1) errors and small T (Q2896001) (← links)
- Dynamic firm performance and estimator choice: a comparison of dynamic panel data estimators (Q6107001) (← links)
- Asymptotic inferences in a doubly-semi-parametric linear longitudinal mixed model (Q6133717) (← links)
