Pages that link to "Item:Q291709"

The following pages link to The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models (Q291709):

Displaying 19 items.

• Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model (Q295407) (← links)
• Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large (Q295707) (← links)
• A joint serial correlation test for linear panel data models (Q295708) (← links)
• A test of cross section dependence for a linear dynamic panel model with regressors (Q301972) (← links)
• Indirect inference for dynamic panel models (Q530970) (← links)
• The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models: some additional results (Q736699) (← links)
• Asymptotic distributions of impulse response functions in short panel vector autoregressions (Q737958) (← links)
• Bootstrap-based bias correction for dynamic panels (Q1017030) (← links)
• The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations (Q1019965) (← links)
• Small sample bias properties of the system GMM estimator in dynamic panel data models (Q1934015) (← links)
• Panel AR(1) estimators under misspecification (Q1934932) (← links)
• Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure (Q2224986) (← links)
• IV estimation of panels with factor residuals (Q2343825) (← links)
• Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity (Q2354856) (← links)
• Efficient GMM estimation of spatial dynamic panel data models with fixed effects (Q2451772) (← links)
• The optimal choice of moments in dynamic panel data models (Q2628826) (← links)
• On the effect of mean-nonstationarity in dynamic panel data models (Q2630122) (← links)
• A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(<i>p</i>) MODELS WHEN BOTH<i>N</i>AND<i>T</i>ARE LARGE (Q3181953) (← links)
• Indirect inference estimation of dynamic panel data models (Q6108289) (← links)