Pages that link to "Item:Q278496"

The following pages link to Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence (Q278496):

Displaying 36 items.

• 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)
• Sieve estimation of panel data models with cross section dependence (Q527969) (← links)
• Asymptotic distribution of factor augmented estimators for panel regression (Q527972) (← 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)
• Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends (Q553875) (← links)
• Panel data models with cross-sectional dependence: a selective review (Q729667) (← links)
• Estimation of heterogeneous panels with structural breaks (Q898593) (← links)
• Testing for unit roots in short panels allowing for a structural break (Q1623539) (← links)
• Inference on trending panel data (Q1792445) (← links)
• Bias-corrected estimation in dynamic panel data models with heteroscedasticity (Q1929404) (← links)
• Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence (Q2280581) (← links)
• Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (Q2516312) (← links)
• The factor analytical approach in near unit root interactive effects panels (Q2658760) (← links)
• The persistence of wages (Q2693942) (← links)
• PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS (Q2878821) (← links)
• Unit root tests for panel data with AR(1) errors and small T (Q2896001) (← links)
• Panel vector autoregression under cross-sectional dependence (Q3521272) (← links)
• On the impact of error cross-sectional dependence in short dynamic panel estimation (Q3566438) (← links)
• Dynamic panel estimation and homogeneity testing under cross section dependence (Q4439306) (← links)
• Challenges for Panel Financial Analysis (Q4558820) (← links)
• ASYMPTOTICALLY EFFICIENT MODEL SELECTION FOR PANEL DATA FORECASTING (Q4967795) (← links)
• Cross-Sectional Dependence in Panel Data Analysis (Q5080156) (← links)
• A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence (Q5080554) (← links)
• Nonparametric Estimation in Large Panels with Cross-Sectional Dependence (Q5080589) (← links)
• GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY (Q5187624) (← links)
• MULTISTEP PREDICTION OF PANEL VECTOR AUTOREGRESSIVE PROCESSES (Q5403108) (← links)
• Double filter instrumental variable estimation of panel data models with weakly exogenous variables (Q5860959) (← links)
• Multistep forecast selection for panel data (Q5861003) (← links)
• Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence (Q5864364) (← links)
• An augmented Anderson–Hsiao estimator for dynamic short-<i>T</i> panels^† (Q5865520) (← links)
• Panel data nowcasting (Q5867566) (← links)
• Time-specific average estimation of dynamic panel regressions (Q6039103) (← links)
• Estimation and identification of latent group structures in panel data (Q6108310) (← links)