Pages that link to "Item:Q3632414"
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The following pages link to SEMIPARAMETRIC ESTIMATION OF NONSTATIONARY CENSORED PANEL DATA MODELS WITH TIME VARYING FACTOR LOADS (Q3632414):
Displaying 7 items.
- Bayesian analysis of quantile regression for censored dynamic panel data (Q2512792) (← links)
- Set identification of the censored quantile regression model for short panels with fixed effects (Q2516310) (← links)
- Identification of panel data models with endogenous censoring (Q2630349) (← links)
- Estimation of Censored Quantile Regression for Panel Data With Fixed Effects (Q2861819) (← links)
- SEMIPARAMETRIC ESTIMATION OF CENSORED SPATIAL AUTOREGRESSIVE MODELS (Q5218425) (← links)
- LOCAL PARTITIONED QUANTILE REGRESSION (Q5357398) (← links)
- A SIMPLE NONPARAMETRIC APPROACH FOR ESTIMATION AND INFERENCE OF CONDITIONAL QUANTILE FUNCTIONS (Q6042895) (← links)
