Pages that link to "Item:Q3521281"
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The following pages link to A bootstrap procedure for panel data sets with many cross-sectional units (Q3521281):
Displayed 3 items.
- Tests for skewness and kurtosis in the one-way error component model (Q391858) (← links)
- Improved inference in the evaluation of mutual fund performance using panel bootstrap methods (Q473239) (← links)
- Bootstrap inference for linear dynamic panel data models with individual fixed effects (Q494176) (← links)
