Pages that link to "Item:Q5932778"

The following pages link to GMM estimation of linear panel data models with time-varying individual effects (Q5932778):

Displaying 49 items.

• Estimation of a panel data model with parametric temporal variation in individual effects (Q262760) (← links)
• Efficient estimation and inference in linear pseudo-panel data models (Q290972) (← links)
• Fixed effects instrumental variables estimation in correlated random coefficient panel data models (Q290979) (← links)
• The common and specific components of dynamic volatility (Q291638) (← links)
• A joint serial correlation test for linear panel data models (Q295708) (← links)
• A test of cross section dependence for a linear dynamic panel model with regressors (Q301972) (← links)
• Panel data models with multiple time-varying individual effects (Q386936) (← links)
• Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data (Q473354) (← links)
• Asymptotic distribution of factor augmented estimators for panel regression (Q527972) (← links)
• Panel data models with cross-sectional dependence: a selective review (Q729667) (← links)
• Estimation of dynamic mixed double factors model in high-dimensional panel data (Q781313) (← links)
• Group-specific stochastic production frontier models with parametric specifications (Q1042504) (← links)
• Parameters of interest, nuisance parameters and orthogonality conditions. An application to autoregressive error component models (Q1265794) (← 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)
• Moment redundancy test with application to efficiency-improving copulas (Q1787980) (← links)
• Estimation of random coefficients logit demand models with interactive fixed effects (Q1792466) (← links)
• Panel models with interactive effects (Q1792467) (← 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)
• Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications (Q2137016) (← links)
• Efficient estimation of heterogeneous coefficients in panel data models with common shocks (Q2173185) (← links)
• Estimation for varying coefficient panel data model with cross-sectional dependence (Q2175225) (← links)
• Omitted variables in multilevel models (Q2260984) (← links)
• Nonparametric identification of discrete choice models with lagged dependent variables (Q2295813) (← links)
• IV estimation of panels with factor residuals (Q2343825) (← links)
• Specification test for panel data models with interactive fixed effects (Q2346028) (← links)
• Inferences in panel data with interactive effects using large covariance matrices (Q2398975) (← 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)
• A stochastic production frontier model with group-specific temporal variation in technical efficiency (Q2503230) (← links)
• Revisiting the location of FDI in China: a panel data approach with heterogeneous shocks (Q2658757) (← links)
• Augmented factor models with applications to validating market risk factors and forecasting bond risk premia (Q2658786) (← 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)
• DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS (Q2981828) (← links)
• On the impact of error cross-sectional dependence in short dynamic panel estimation (Q3566438) (← links)
• (Q5004051) (← links)
• Asymptotics for Panel Models with Common Shocks (Q5080153) (← links)
• Cross-Sectional Dependence in Panel Data Analysis (Q5080156) (← links)
• A copula regression model for estimating firm efficiency in the insurance industry (Q5124917) (← links)
• Consistent estimation of binary‐choice panel data models with heterogeneous linear trends (Q5488512) (← links)
• Large Covariance Estimation by Thresholding Principal Orthogonal Complements (Q5743151) (← links)
• Identification of the linear factor model (Q5860978) (← links)
• Fixed T dynamic panel data estimators with multifactor errors (Q5862505) (← 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)