Pages that link to "Item:Q689428"
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The following pages link to Simulation-based inference. A survey with special reference to panel data models (Q689428):
Displayed 17 items.
- Simulated conditional moment tests (Q672615) (← links)
- Generalized semiparametrically structured mixed models (Q956981) (← links)
- Simulated maximum likelihood estimation of dynamic discrete choice statistical models. Some Monte Carlo results (Q1265785) (← links)
- Two-step estimation of panel data models with censored endogenous variables and selection bias (Q1298468) (← links)
- A smooth likelihood simulator for dynamic disequilibrium models (Q1362499) (← links)
- Statistical inference in the multinomial multiperiod probit model (Q1367142) (← links)
- Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators (Q1586558) (← links)
- Estimation of dynamic and ARCH Tobit models (Q1806698) (← links)
- Bayesian econometrics: a reaction to Geweke (Q1841098) (← links)
- Unit root econometrics and economic nonlinearities (Q1909373) (← links)
- Econometric specification of the risk neutral valuation model (Q1969816) (← links)
- Estimation of a censored regression panel data model using conditional moment restrictions efficiently (Q1971784) (← links)
- Identification and estimation of nonlinear dynamic panel data models with unobserved covariates (Q2440390) (← links)
- Simulated classical tests in multinomial probit models (Q2457788) (← links)
- The indirect method: inference based on intermediate statistics -- a synthesis and examples (Q2503926) (← links)
- On the Convergence of the Monte Carlo Maximum Likelihood Method for Latent Variable Models (Q4455923) (← links)
- A smoothed maximum score estimator for the binary choice panel data model with an application to labour force participation (Q4870011) (← links)