Pages that link to "Item:Q3028181"
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The following pages link to Instrumental-Variable Estimation of an Error-Components Model (Q3028181):
Displayed 13 items.
- Efficient estimation of models for dynamic panel data (Q98307) (← links)
- Another look at the instrumental variable estimation of error-components models (Q98310) (← links)
- Simultaneous equations and panel data (Q1186051) (← links)
- Stochastic panel frontiers: A semiparametric approach (Q1298450) (← links)
- Two-step estimation of panel data models with censored endogenous variables and selection bias (Q1298468) (← links)
- Estimating labor supply with panel data (Q1327879) (← links)
- Changes in relative wages in the 1980s: Returns to observed and unobserved skills and black-white wage differentials (Q1588302) (← links)
- Efficient estimation of panel data models with strictly exogenous explanatory variables (Q1808562) (← links)
- Estimating multi-way error components models with unbalanced data structures. (Q1858908) (← links)
- Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods (Q1867733) (← links)
- Specification testing in panel data with instrumental variables (Q1915453) (← links)
- A reformulation of the Hausman test for regression models with pooled cross-section-time-series data (Q1915454) (← links)
- Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models (Q5931142) (← links)