Pages that link to "Item:Q386936"

The following pages link to Panel data models with multiple time-varying individual effects (Q386936):

Displaying 34 items.

• Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data (Q473354) (← links)
• Spatial dynamic panel data models with interactive fixed effects (Q515141) (← links)
• Asymptotic distribution of factor augmented estimators for panel regression (Q527972) (← links)
• Parameter cascading for panel models with unknown number of unobserved factors: an application to the credit spread puzzle (Q1623512) (← links)
• Improved GMM estimation of panel VAR models (Q1659117) (← links)
• Set identification of panel data models with interactive effects via quantile restrictions (Q1667930) (← links)
• Identification problem of GMM estimators for short panel data models with interactive fixed effects (Q1668021) (← links)
• On CCE estimation of factor-augmented models when regressors are not linear in the factors (Q1741728) (← links)
• Corrected standard errors for optimal minimum distance estimator (Q1787565) (← links)
• Estimation of random coefficients logit demand models with interactive fixed effects (Q1792466) (← links)
• Panel models with interactive effects (Q1792467) (← links)
• Dynamic spatial panel data models with common shocks (Q2043260) (← links)
• A wavelet method for panel models with jump discontinuities in the parameters (Q2074601) (← links)
• Quasi-maximum likelihood estimation of short panel data models with time-varying individual effects (Q2075041) (← links)
• Efficient estimation of heterogeneous coefficients in panel data models with common shocks (Q2173185) (← links)
• On the robustness of the pooled CCE estimator (Q2224980) (← links)
• Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure (Q2224986) (← links)
• A joint test for serial correlation and heteroscedasticity in fixed-\(T\) panel regression models with interactive effects (Q2226824) (← links)
• Assessing the causal effect of binary interventions from observational panel data with few treated units (Q2292398) (← links)
• Nonparametric identification of discrete choice models with lagged dependent variables (Q2295813) (← links)
• Testing additive versus interactive effects in fixed-\(T\) panels (Q2328502) (← links)
• IV estimation of panels with factor residuals (Q2343825) (← links)
• Comment on `IV estimation of panels with factor residuals' by D. Robertson and V. Sarafidis (Q2343826) (← links)
• Testing for individual and time effects in panel data models with interactive effects (Q2345165) (← links)
• Specification test for panel data models with interactive fixed effects (Q2346028) (← links)
• Limit theory for panel data models with cross sectional dependence and sequential exogeneity (Q2439864) (← links)
• Theory and methods of panel data models with interactive effects (Q2448726) (← links)
• Revisiting the location of FDI in China: a panel data approach with heterogeneous shocks (Q2658757) (← links)
• An incidental parameters free inference approach for panels with common shocks (Q2673194) (← links)
• Treatment effects in interactive fixed effects models with a small number of time periods (Q2688658) (← links)
• Subspace clustering for panel data with interactive effects (Q6059401) (← links)
• Linear panel regressions with two-way unobserved heterogeneity (Q6090548) (← links)
• Profile GMM estimation of panel data models with interactive fixed effects (Q6108285) (← links)
• Likelihood approach to dynamic panel models with interactive effects (Q6118710) (← links)