Pages that link to "Item:Q1143732"
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The following pages link to Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance (Q1143732):
Displayed 18 items.
- Difference in difference meets generalized least squares: higher order properties of hypotheses tests (Q295397) (← links)
- Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model (Q295407) (← links)
- Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects (Q451270) (← links)
- Semiparametric-efficient estimation of AR(1) panel data models. (Q1414626) (← links)
- Efficient estimation of panel data models with strictly exogenous explanatory variables (Q1808562) (← links)
- Selection corrections for panel data models under conditional mean independence assumptions (Q1899228) (← links)
- Partial GLS regression (Q1927321) (← links)
- Optimal data collection design in machine learning: the case of the fixed effects generalized least squares panel data model (Q2071307) (← links)
- Panel data partially linear model with fixed effects, spatial autoregressive error components and unspecified intertemporal correlation (Q2252886) (← links)
- Omitted variables in multilevel models (Q2260984) (← links)
- Multilevel modeling with correlated effects (Q2517890) (← links)
- A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS (Q3408522) (← links)
- Cook's distance in linear longitudinal models (Q4246300) (← links)
- The frisch-waugh theorem and generalized least squares (Q4355155) (← links)
- ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA (Q4933580) (← links)
- X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION (Q4979939) (← links)
- GMM estimation of linear panel data models with time-varying individual effects (Q5932778) (← links)
- Likelihood approach to dynamic panel models with interactive effects (Q6118710) (← links)