Pages that link to "Item:Q2630122"

The following pages link to On the effect of mean-nonstationarity in dynamic panel data models (Q2630122):

Displaying 8 items.

• Improved GMM estimation of panel VAR models (Q1659117) (← links)
• On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions (Q1659119) (← links)
• Neighbourhood GMM estimation of dynamic panel data models (Q1659141) (← links)
• Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels (Q2227053) (← links)
• Estimation of dynamic panel data models with a lot of heterogeneity (Q5065202) (← links)
• THE ASYMPTOTIC PROPERTIES OF THE SYSTEM GMM ESTIMATOR IN DYNAMIC PANEL DATA MODELS WHEN BOTH <i>N</i> AND <i>T</i> ARE LARGE (Q5255877) (← links)
• Testing initial conditions in dynamic panel data models (Q5860980) (← links)
• First difference transformation in panel VAR models: Robustness, estimation, and inference (Q5862491) (← links)