Pages that link to "Item:Q689435"
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The following pages link to Identification and estimation of dynamic models with a time series of repeated cross-sections (Q689435):
Displaying 16 items.
- Estimating dynamic models from repeated cross-sections (Q262800) (← links)
- Estimating the probability of leaving unemployment using uncompleted spells from repeated cross-section data (Q274923) (← links)
- Efficient estimation and inference in linear pseudo-panel data models (Q290972) (← links)
- Efficiency of repeated-cross-section estimators in fixed-effects models (Q383961) (← links)
- Estimating labour market transitions and continuations using repeated cross sectional data (Q533944) (← links)
- Unbalanced panel data: a survey (Q849876) (← links)
- Estimating dynamic models from time series of independent cross-sections (Q1265787) (← links)
- A quasi-differencing approach to dynamic modelling from a time series of independent cross-sections (Q1586555) (← links)
- Minimax-regret sample design in anticipation of missing data, with application to panel data (Q2074614) (← links)
- Asymptotic theory for heterogeneous dynamic pseudo-panels (Q2439059) (← links)
- Bayesian estimation of transition probabilities from repeated cross sections (Q4469541) (← links)
- Analysis of pseudo-panel data with dependent samples (Q5127054) (← links)
- A multilevel model with autoregressive components for the analysis of tribal art prices (Q5130328) (← links)
- Assessing maths learning gaps using Italian longitudinal data (Q6091280) (← links)
- Panel design effects on response rates and response quality (Q6552778) (← links)
- Pseudo Panel Data Models With Cohort Interactive Effects (Q6623160) (← links)
