Pages that link to "Item:Q4979939"

The following pages link to X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION (Q4979939):

Displaying 15 items.

• Robust estimation and moment selection in dynamic fixed-effects panel data models (Q1643003) (← links)
• Median-based estimation of dynamic panel models with fixed effects (Q1658177) (← links)
• Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes (Q1753051) (← links)
• Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels (Q2227053) (← links)
• Variable selection in panel models with breaks (Q2323384) (← links)
• Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity (Q2354856) (← links)
• First difference maximum likelihood and dynamic panel estimation (Q2440332) (← links)
• The factor analytical approach in near unit root interactive effects panels (Q2658760) (← links)
• DIFFERENCING TRANSFORMATIONS AND INFERENCE IN PREDICTIVE REGRESSION MODELS (Q3465606) (← links)
• DYNAMIC PANEL ANDERSON-HSIAO ESTIMATION WITH ROOTS NEAR UNITY (Q4637608) (← 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)
• Lag length selection in panel autoregression (Q5864462) (← links)
• An augmented Anderson–Hsiao estimator for dynamic short-<i>T</i> panels^† (Q5865520) (← links)
• Time-specific average estimation of dynamic panel regressions (Q6039103) (← links)
• Estimation and identification of latent group structures in panel data (Q6108310) (← links)