Pages that link to "Item:Q5187624"

The following pages link to GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY (Q5187624):

Displaying 23 items.

• Minimum distance estimation of the errors-in-variables model using linear cumulant equations (Q473243) (← links)
• The true limit distributions of the Anderson-Hsiao IV estimators in panel autoregression (Q498841) (← links)
• Testing for unit roots in short panels allowing for a structural break (Q1623539) (← links)
• Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects (Q1659129) (← links)
• Estimation of nonlinear dynamic panel data models with individual effects (Q1718902) (← links)
• Efficient inference on fractionally integrated panel data models with fixed effects (Q2343820) (← links)
• Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity (Q2354856) (← links)
• The factor analytical approach in near unit root interactive effects panels (Q2658760) (← links)
• Local Power of Fixed-<i>T</i>  Panel Unit Root Tests With Serially Correlated Errors and Incidental Trends (Q2789390) (← links)
• Gaussian inference in general AR(1) models based on difference (Q2864622) (← links)
• PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS (Q2878821) (← links)
• UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION (Q3108564) (← links)
• X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION (Q4979939) (← links)
• Lessons from a Decade of IPS and LLC (Q5080584) (← links)
• A two-stage estimation for panel data models with grouped fixed effects (Q5087527) (← links)
• IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS (Q5104479) (← links)
• Persistence Heterogeneity Testing in Panels with Interactive Fixed Effects (Q5226147) (← 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)
• First difference transformation in panel VAR models: Robustness, estimation, and inference (Q5862491) (← 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)
• Indirect inference estimation of dynamic panel data models (Q6108289) (← links)
• Unit Root Inference in Generally Trending and Cross-Correlated Fixed-<i>T</i> Panels (Q6623198) (← links)