Pages that link to "Item:Q98307"
From MaRDI portal
The following pages link to Efficient estimation of models for dynamic panel data (Q98307):
Displayed 50 items.
- Initial conditions and moment restrictions in dynamic panel data models (Q83297) (← links)
- Another look at the instrumental variable estimation of error-components models (Q98310) (← 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)
- Semiparametric efficient estimation of dynamic panel data models (Q278254) (← links)
- Root-\(N\) consistent semiparametric estimators of a dynamic panel-sample-selection model (Q288357) (← links)
- The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models (Q291709) (← links)
- Structure identification in panel data analysis (Q292885) (← links)
- Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model (Q295407) (← 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)
- Efficient minimum distance estimator for quantile regression fixed effects panel data (Q476212) (← links)
- Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions (Q528179) (← links)
- Empirical likelihood block bootstrapping (Q530588) (← links)
- Indirect inference for dynamic panel models (Q530970) (← links)
- Asymptotic distributions of impulse response functions in short panel vector autoregressions (Q737958) (← links)
- Quantile regression for dynamic panel data with fixed effects (Q738001) (← links)
- Innovation and employment: Evidence from Italian microdata (Q816049) (← links)
- GMM versus GQL inferences for panel count data (Q842957) (← links)
- Multilevel and nonlinear panel data models (Q862785) (← links)
- A study on the persistence of Farrell's efficiency measure under a dynamic framework (Q872155) (← links)
- Estimation of dynamic panel data models with both individual and time-specific effects (Q928906) (← links)
- The weighted method of moments approach for moment condition models (Q974198) (← links)
- Penalized quantile regression for dynamic panel data (Q989274) (← links)
- Parameters of interest, nuisance parameters and orthogonality conditions. An application to autoregressive error component models (Q1265794) (← links)
- Inference for unit roots in dynamic panels where the time dimension is fixed (Q1298463) (← links)
- Testing serial correlation in semiparametric panel data models (Q1305628) (← links)
- Inferring technological parameters from incomplete panel data (Q1305636) (← links)
- pdynmc (Q1334479) (← links)
- On IV, GMM and ML in a dynamic panel data model (Q1350553) (← links)
- Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation (Q1362041) (← links)
- Efficient estimation of panel data models with sequential moment restrictions (Q1362052) (← links)
- Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline (Q1362066) (← links)
- Testing for unit roots in panel data using a GMM approach (Q1381198) (← links)
- The incidental parameter problem since 1948 (Q1574223) (← 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)
- On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions (Q1659119) (← links)
- Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects (Q1659129) (← links)
- Case deletion diagnostics for GMM estimation (Q1659492) (← links)
- How informative is the initial condition in the dynamic panel model with fixed effects? (Q1808549) (← links)
- Efficient estimation of panel data models with strictly exogenous explanatory variables (Q1808562) (← links)
- Individual effects and dynamics in count data models. (Q1867715) (← links)
- Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods (Q1867733) (← links)
- On bias, inconsistency, and efficiency of various estimators in dynamic panel data models (Q1899226) (← links)
- Monte Carlo comparison of model and moment selection and classical inference approaches to break detection in panel data models (Q1927866) (← links)
- Estimating dynamic panel data models: A guide for macroeconomists (Q1960668) (← links)
- Moment conditions for fixed effects count data models with endogenous regressors. (Q1978722) (← links)
- Estimation of partially specified spatial panel data models with random-effects (Q2018881) (← links)