Pages that link to "Item:Q530970"

The following pages link to Indirect inference for dynamic panel models (Q530970):

Displaying 28 items.

• On the equivalence of indirect inference and bootstrap bias correction for linear IV estimators (Q397953) (← links)
• Bootstrap inference for linear dynamic panel data models with individual fixed effects (Q494176) (← links)
• Identification of parametric models with a priori knowledge of process properties (Q511369) (← links)
• Unified \(M\)-estimation of fixed-effects spatial dynamic models with short panels (Q1644255) (← links)
• Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects (Q1659129) (← links)
• Bias-corrected quantile regression estimation of censored regression models (Q1706470) (← links)
• The asymptotic properties of GMM and indirect inference under second-order identification (Q1754512) (← links)
• The ABC of simulation estimation with auxiliary statistics (Q1754514) (← links)
• New distribution theory for the estimation of structural break point in mean (Q1754516) (← links)
• Likelihood-free inference with deep Gaussian processes (Q2157533) (← links)
• Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels (Q2227053) (← links)
• On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators (Q2312951) (← links)
• Variable selection in panel models with breaks (Q2323384) (← links)
• On the existence of strongly consistent indirect estimators when the binding function is compact valued (Q2337044) (← links)
• Through the looking glass: indirect inference via simple equilibria (Q2343812) (← links)
• A solution to the weak instrument bias in 2SLS estimation: indirect inference with stochastic approximation (Q2446276) (← links)
• The persistence of wages (Q2693942) (← links)
• ECONOMETRIC ANALYSIS OF CONTINUOUS TIME MODELS: A SURVEY OF PETER PHILLIPS’S WORK AND SOME NEW RESULTS (Q2878817) (← links)
• PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS (Q2878821) (← links)
• EFFICIENCY IN LARGE DYNAMIC PANEL MODELS WITH COMMON FACTORS (Q2929841) (← links)
• UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION (Q3108564) (← links)
• Simulation-Based Estimation Methods for Financial Time Series Models (Q3112468) (← links)
• Indirect inference for time series using the empirical characteristic function and control variates (Q5012858) (← links)
• Robust estimation of stationary continuous‐time arma models via indirect inference (Q5135315) (← links)
• Indirect inference approach to estimating dynamic panel data models with irregular spacing (Q6093652) (← links)
• Indirect inference estimation of dynamic panel data models (Q6108289) (← links)
• Estimation and identification of latent group structures in panel data (Q6108310) (← links)
• A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR (Q6122159) (← links)