Pages that link to "Item:Q83292"
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The following pages link to Estimating Vector Autoregressions with Panel Data (Q83292):
Displaying 50 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)
- Estimation of a panel data model with parametric temporal variation in individual effects (Q262760) (← links)
- GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model (Q274929) (← 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)
- Dynamic panels with threshold effect and endogeneity (Q337767) (← links)
- Panel data models with multiple time-varying individual effects (Q386936) (← links)
- Long difference instrumental variables estimation for dynamic panel models with fixed effects (Q451263) (← links)
- Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data (Q473354) (← links)
- CUE with many weak instruments and nearly singular design (Q528057) (← links)
- Indirect inference for dynamic panel models (Q530970) (← links)
- Orthogonality conditions for Tobit models with fixed effects and lagged dependent variables (Q689429) (← links)
- Asymptotic distributions of impulse response functions in short panel vector autoregressions (Q737958) (← links)
- A note on parameter estimation of panel vector autoregressive models with intercorrelation (Q844045) (← 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)
- Median-based estimation of dynamic panel models with fixed effects (Q1658177) (← links)
- Improved GMM estimation of panel VAR models (Q1659117) (← links)
- On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions (Q1659119) (← links)
- Set identification of panel data models with interactive effects via quantile restrictions (Q1667930) (← links)
- Institutions and growth: a GMM/IV panel VAR approach (Q1668008) (← links)
- Identification problem of GMM estimators for short panel data models with interactive fixed effects (Q1668021) (← links)
- Bias-corrected estimation of panel vector autoregressions (Q1670169) (← links)
- Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects (Q1695655) (← links)
- Corrected standard errors for optimal minimum distance estimator (Q1787565) (← links)
- Estimation of random coefficients logit demand models with interactive fixed effects (Q1792466) (← links)
- Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions (Q1792481) (← 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)
- Panel AR(1) estimators under misspecification (Q1934932) (← links)
- Feedback in panel data models (Q2074608) (← links)
- Robust likelihood estimation of dynamic panel data models (Q2074610) (← links)
- Has Korean growth become greener? Spatial econometric evidence for energy use and renewable energy (Q2150879) (← links)
- Transformations and moment conditions for dynamic fixed effects logit models (Q2155300) (← links)
- Real interest rate and economic growth: a statistical exploration for transitory economies (Q2163719) (← links)
- Level-based estimation of dynamic panel models (Q2181491) (← links)
- Editorial: Celebrating 40 years of panel data analysis: past, present and future (Q2224972) (← links)
- On the robustness of the pooled CCE estimator (Q2224980) (← links)
- An econometric approach to the estimation of multi-level models (Q2224992) (← links)
- The limited information maximum likelihood approach to dynamic panel structural equation models (Q2255166) (← links)
- Nonparametric identification of discrete choice models with lagged dependent variables (Q2295813) (← links)
