Pages that link to "Item:Q83292"
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The following pages link to Estimating Vector Autoregressions with Panel Data (Q83292):
Displayed 27 items.
- Initial conditions and moment restrictions in dynamic panel data models (Q83297) (← links)
- Efficient estimation of models for dynamic panel data (Q98307) (← links)
- Another look at the instrumental variable estimation of error-components models (Q98310) (← links)
- Orthogonality conditions for Tobit models with fixed effects and lagged dependent variables (Q689429) (← links)
- Exploiting cross-section variation for unit root inference in dynamic data (Q1327875) (← links)
- pdynmc (Q1334479) (← links)
- panelvar (Q1353590) (← links)
- Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation (Q1362041) (← links)
- Changes in relative wages in the 1980s: Returns to observed and unobserved skills and black-white wage differentials (Q1588302) (← links)
- A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables (Q1606444) (← links)
- How informative is the initial condition in the dynamic panel model with fixed effects? (Q1808549) (← links)
- Binary choice panel data models with predetermined variables (Q1810682) (← links)
- Unit root tests in panel data: asymptotic and finite-sample properties (Q1867709) (← links)
- Individual effects and dynamics in count data models. (Q1867715) (← links)
- On bias, inconsistency, and efficiency of various estimators in dynamic panel data models (Q1899226) (← links)
- Estimating systems of equations with different instruments for different equations (Q2565046) (← links)
- Cook's distance in linear longitudinal models (Q4246300) (← links)
- Panel Data With Measurement Errors: Instrumental Variables And Gmm Procedures Combining Levels And Differences (Q4521332) (← links)
- PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (Q4653563) (← links)
- Neglected dynamics in panel data models; consequences and detection in finite samples* (Q4870012) (← links)
- A Weak law of large numbers for a class of nonstationary but stabiuzing vector arma processes with one unit root (Q5687777) (← links)
- Reopening the convergence debate: A new look at cross-country growth empirics. (Q5927673) (← links)
- Convergence empirics across economies with (some) capital mobility. (Q5927679) (← links)
- Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models (Q5931142) (← links)
- GMM estimation of linear panel data models with time-varying individual effects (Q5932778) (← links)
- Exponential regression of dynamic panel data models. (Q5941468) (← links)
- A new semiparametric spatial model for panel time series (Q5952026) (← links)