Pages that link to "Item:Q2439864"

The following pages link to Limit theory for panel data models with cross sectional dependence and sequential exogeneity (Q2439864):

Displaying 9 items.

• Kernel estimation of hazard functions when observations have dependent and common covariates (Q284290) (← links)
• Stable limit theorems for empirical processes under conditional neighborhood dependence (Q1740523) (← links)
• Linear IV regression estimators for structural dynamic discrete choice models (Q2024450) (← links)
• Efficient closed-form estimation of large spatial autoregressions (Q2106398) (← links)
• Spatial dynamic game models for coevolution of intertemporal economic decision-making and spatial networks (Q2246634) (← links)
• Unified inference for nonlinear factor models from panels with fixed and large time span (Q2323363) (← links)
• Limit theory for panel data models with cross sectional dependence and sequential exogeneity (Q2439864) (← links)
• An incidental parameters free inference approach for panels with common shocks (Q2673194) (← links)
• Econometric inference on a large Bayesian game with heterogeneous beliefs (Q6090550) (← links)