Pages that link to "Item:Q5862505"

The following pages link to Fixed T dynamic panel data estimators with multifactor errors (Q5862505):

Displaying 9 items.

• Quasi-maximum likelihood estimation of short panel data models with time-varying individual effects (Q2075041) (← links)
• Editorial: Celebrating 40 years of panel data analysis: past, present and future (Q2224972) (← 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)
• An incidental parameters free inference approach for panels with common shocks (Q2673194) (← links)
• Linear panel regressions with two-way unobserved heterogeneity (Q6090548) (← links)
• Likelihood approach to dynamic panel models with interactive effects (Q6118710) (← links)
• A Linear Estimator for Factor-Augmented Fixed-T Panels With Endogenous Regressors (Q6620828) (← links)
• Moment-based estimation of linear panel data models with factor-augmented errors (Q6656777) (← links)