Pages that link to "Item:Q98310"
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The following pages link to Another look at the instrumental variable estimation of error-components models (Q98310):
Displaying 50 items.
- Estimation of spatial autoregressive panel data models with fixed effects (Q77665) (← links)
- Initial conditions and moment restrictions in dynamic panel data models (Q83297) (← links)
- Efficient estimation of models for dynamic panel data (Q98307) (← links)
- A finite sample correction for the variance of linear efficient two-step GMM estimators (Q98312) (← links)
- A doubly corrected robust variance estimator for linear GMM (Q98316) (← 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)
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large (Q295707) (← links)
- Management of agricultural research centers in Brazil: a DEA application using a dynamic GMM approach (Q300071) (← links)
- A test of cross section dependence for a linear dynamic panel model with regressors (Q301972) (← links)
- On the effect of weighting matrix in GMM specification test (Q313110) (← links)
- Parameters measuring bank risk and their estimation (Q322446) (← links)
- Dynamic panels with threshold effect and endogeneity (Q337767) (← links)
- Long difference instrumental variables estimation for dynamic panel models with fixed effects (Q451263) (← links)
- IV, GMM or likelihood approach to estimate dynamic panel models when either \(N\) or \(T\) or both are large (Q494404) (← links)
- Unequal spacing in dynamic panel data: identification and estimation (Q503572) (← links)
- Asymptotic distribution of quasi-maximum likelihood estimation of dynamic panels using long difference transformation when both \(N\) and \(T\) are large (Q513770) (← links)
- Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions (Q528179) (← links)
- Indirect inference for dynamic panel models (Q530970) (← links)
- On the testing of correlated effects with panel data (Q689433) (← links)
- A note on transformed likelihood approach in linear dynamic panel models (Q719008) (← links)
- The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models: some additional results (Q736699) (← links)
- Quantile regression for dynamic panel data with fixed effects (Q738001) (← links)
- Some properties of the LIML estimator in a dynamic panel structural equation (Q738111) (← links)
- Inequality and growth: the neglected time dimension (Q744398) (← links)
- Bank credit and economic growth: short-run evidence from a dynamic threshold panel model (Q777750) (← links)
- Estimation of dynamic mixed double factors model in high-dimensional panel data (Q781313) (← links)
- Does the profile of income inequality matter for economic growth? (Q814994) (← links)
- Innovation and employment: Evidence from Italian microdata (Q816049) (← links)
- Consistency of the instrumental weighted variables (Q841016) (← links)
- A study on the persistence of Farrell's efficiency measure under a dynamic framework (Q872155) (← links)
- Statistical inference for panel dynamic simultaneous equations models (Q888331) (← links)
- Estimation of dynamic panel data models with both individual and time-specific effects (Q928906) (← links)
- An incentive-compatible solution for trade credit term incorporating default risk (Q976417) (← links)
- Penalized quantile regression for dynamic panel data (Q989274) (← links)
- Bootstrap-based bias correction for dynamic panels (Q1017030) (← links)
- How do epidemics induce behavioral changes? (Q1037345) (← links)
- Does income support increase abortions? (Q1039565) (← links)
- Estimating dynamic models from time series of independent cross-sections (Q1265787) (← links)
- Stochastic panel frontiers: A semiparametric approach (Q1298450) (← links)
- Testing serial correlation in semiparametric panel data models (Q1305628) (← links)
- pdynmc (Q1334479) (← 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)
- Semiparametric-efficient estimation of AR(1) panel data models. (Q1414626) (← links)
- The incidental parameter problem since 1948 (Q1574223) (← links)
