Pages that link to "Item:Q3566438"
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The following pages link to On the impact of error cross-sectional dependence in short dynamic panel estimation (Q3566438):
Displayed 11 items.
- 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)
- Neighbourhood GMM estimation of dynamic panel data models (Q1659141) (← links)
- Panel models with interactive effects (Q1792467) (← links)
- IV estimation of panels with factor residuals (Q2343825) (← links)
- Cross-Sectional Dependence in Panel Data Analysis (Q5080156) (← 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)
- Fixed T dynamic panel data estimators with multifactor errors (Q5862505) (← links)
- Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence (Q5864364) (← links)
- Time-specific average estimation of dynamic panel regressions (Q6039103) (← links)
- Linear panel regressions with two-way unobserved heterogeneity (Q6090548) (← links)