Pages that link to "Item:Q3623079"

The following pages link to Robust Priors in Nonlinear Panel Data Models (Q3623079):

Displaying 34 items.

• Smoothed quantile regression for panel data (Q284303) (← links)
• Integrated likelihoods in models with stratum nuisance parameters (Q491409) (← links)
• Some recent developments in efficiency measurement in stochastic frontier models (Q764413) (← links)
• Grouped effects estimators in fixed effects models (Q894647) (← links)
• Robust linear static panel data models using \(\varepsilon\)-contamination (Q1680195) (← links)
• The ABC of simulation estimation with auxiliary statistics (Q1754514) (← links)
• Integrated likelihood based inference for nonlinear panel data models with unobserved effects (Q2024474) (← links)
• Robust likelihood estimation of dynamic panel data models (Q2074610) (← links)
• Identification and estimation in panel models with overspecified number of groups (Q2182146) (← links)
• Editorial: Celebrating 40 years of panel data analysis: past, present and future (Q2224972) (← links)
• Second-order corrected likelihood for nonlinear panel models with fixed effects (Q2224973) (← links)
• Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence (Q2280581) (← links)
• Nonparametric identification of discrete choice models with lagged dependent variables (Q2295813) (← links)
• Unified inference for nonlinear factor models from panels with fixed and large time span (Q2323363) (← links)
• Identification and estimation of nonlinear dynamic panel data models with unobserved covariates (Q2440390) (← links)
• Model selection in the presence of incidental parameters (Q2516318) (← links)
• Identification of panel data models with endogenous censoring (Q2630349) (← links)
• Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares (Q2682968) (← links)
• EFFICIENCY IN LARGE DYNAMIC PANEL MODELS WITH COMMON FACTORS (Q2929841) (← links)
• Estimation for Dynamic and Static Panel Probit Models with Large Individual Effects (Q2968468) (← links)
• LIKELIHOOD INFERENCE IN AN AUTOREGRESSION WITH FIXED EFFECTS (Q2976207) (← links)
• NONLINEAR PANEL DATA MODELS WITH DISTRIBUTION-FREE CORRELATED RANDOM EFFECTS (Q5024495) (← links)
• A James-Stein-type adjustment to bias correction in fixed effects panel models (Q5095207) (← links)
• A Monte Carlo study of bias corrections for panel probit models (Q5222313) (← links)
• Individual and time effects in nonlinear panel models with large \(N\), \(T\) (Q5964762) (← links)
• Robust estimation procedure in panel data model (Q6075652) (← links)
• Integrated likelihood inference in multinomial distributions (Q6078575) (← links)
• The role of score and information bias in panel data likelihoods (Q6108297) (← links)
• SECOND-ORDER BIAS REDUCTION FOR NONLINEAR PANEL DATA MODELS WITH FIXED EFFECTS BASED ON EXPECTED QUANTITIES (Q6115049) (← links)
• Panel quantile regression for extreme risk (Q6118720) (← links)
• Integrated likelihoods for functions of a parameter (Q6541485) (← links)
• Posterior Average Effects (Q6620997) (← links)
• Bootstrap Inference for Panel Data Quantile Regression (Q6626231) (← links)
• Inference in Approximately Sparse Correlated Random Effects Probit Models With Panel Data (Q6626278) (← links)