Pages that link to "Item:Q719008"
From MaRDI portal
The following pages link to A note on transformed likelihood approach in linear dynamic panel models (Q719008):
Displaying 6 items.
- Asymptotic distribution of quasi-maximum likelihood estimation of dynamic panels using long difference transformation when both \(N\) and \(T\) are large (Q513770) (← links)
- Statistical inference for panel dynamic simultaneous equations models (Q888331) (← links)
- Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity (Q2354856) (← links)
- Estimation of fixed effects dynamic panel data models: linear differencing or conditional expectation (Q5861015) (← links)
- First difference transformation in panel VAR models: Robustness, estimation, and inference (Q5862491) (← links)
- First difference or forward demeaning: Implications for the method of moments estimators (Q5864653) (← links)
