Pages that link to "Item:Q2354856"
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The following pages link to Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity (Q2354856):
Displaying 6 items.
- Improved GMM estimation of panel VAR models (Q1659117) (← links)
- Half-panel jackknife estimation for dynamic panel models (Q2180747) (← links)
- Finite sample properties of the GMM Anderson–Rubin test (Q5861026) (← links)
- Exponential class of dynamic binary choice panel data models with fixed effects (Q5864654) (← links)
- An augmented Anderson–Hsiao estimator for dynamic short-<i>T</i> panels<sup>†</sup> (Q5865520) (← links)
- Dynamic firm performance and estimator choice: a comparison of dynamic panel data estimators (Q6107001) (← links)
