Pages that link to "Item:Q1867733"

The following pages link to Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods (Q1867733):

Displaying 50 items.

• 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)
• Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model (Q295407) (← links)
• Dynamic panels with threshold effect and endogeneity (Q337767) (← links)
• Estimation of fixed effects panel regression models with separable and nonseparable space-time filters (Q473362) (← links)
• Efficient minimum distance estimator for quantile regression fixed effects panel data (Q476212) (← links)
• IV, GMM or likelihood approach to estimate dynamic panel models when either \(N\) or \(T\) or both are large (Q494404) (← 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)
• A note on transformed likelihood approach in linear dynamic panel models (Q719008) (← links)
• Multilevel and nonlinear panel data models (Q862785) (← 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)
• Unified \(M\)-estimation of fixed-effects spatial dynamic models with short panels (Q1644255) (← links)
• Median-based estimation of dynamic panel models with fixed effects (Q1658177) (← links)
• Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models (Q1792483) (← links)
• Robust likelihood estimation of dynamic panel data models (Q2074610) (← links)
• Empirical likelihood for spatial dynamic panel data models (Q2151595) (← links)
• First difference estimation of spatial dynamic panel data models with fixed effects (Q2179762) (← links)
• On the unbiased asymptotic normality of quantile regression with fixed effects (Q2190248) (← links)
• Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models (Q2236863) (← links)
• QML estimation of dynamic panel data models with spatial errors (Q2343773) (← links)
• Efficient inference on fractionally integrated panel data models with fixed effects (Q2343820) (← links)
• A general method for third-order bias and variance corrections on a nonlinear estimator (Q2346025) (← links)
• Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity (Q2354856) (← links)
• Panel data analysis -- advantages and challenges (with comments and rejoinder) (Q2384656) (← links)
• First difference maximum likelihood and dynamic panel estimation (Q2440332) (← links)
• Efficient GMM estimation of spatial dynamic panel data models with fixed effects (Q2451772) (← links)
• Bayesian analysis of quantile regression for censored dynamic panel data (Q2512792) (← links)
• Spatial dynamic panel data models with correlated random effects (Q2658754) (← links)
• The factor analytical approach in near unit root interactive effects panels (Q2658760) (← links)
• Backward mean transformation in unit root panel data models (Q2660023) (← links)
• DETERMINANTS OF COVARIANCE MATRICES OF DIFFERENCED AR(1) PROCESSES (Q2886983) (← links)
• Unit root tests for panel data with AR(1) errors and small T (Q2896001) (← links)
• ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION (Q3377454) (← links)
• Challenges for Panel Financial Analysis (Q4558820) (← links)
• A Monte Carlo comparison of GMM and QMLE estimators for short dynamic panel data models with spatial errors (Q4960552) (← links)
• X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION (Q4979939) (← links)
• Estimation of dynamic panel data models with a lot of heterogeneity (Q5065202) (← links)
• On estimation of two-dimensional dynamic panel model with confounders (Q5082832) (← links)
• The factor analytical approach in trending near unit root panels (Q5095296) (← links)
• Bayesian inference for merged panel autoregressive model (Q5096004) (← links)
• IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS (Q5104479) (← links)
• Daily soil temperature modeling using ‘panel-data’ concept (Q5138629) (← links)
• Quasi maximum likelihood estimation of dynamic panel data models (Q5154051) (← links)
• GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY (Q5187624) (← links)
• ESTIMATION FOR DYNAMIC PANEL DATA WITH INDIVIDUAL EFFECTS (Q5221308) (← links)
• THE ASYMPTOTIC PROPERTIES OF THE SYSTEM GMM ESTIMATOR IN DYNAMIC PANEL DATA MODELS WHEN BOTH <i>N</i> AND <i>T</i> ARE LARGE (Q5255877) (← links)
• GMM ESTIMATION AND INFERENCE IN DYNAMIC PANEL DATA MODELS WITH PERSISTENT DATA (Q5411520) (← links)
• A unified approach to estimation of nonlinear mixed effects and Berkson measurement error models (Q5442063) (← links)
• Maximum likelihood estimation of dynamic panel threshold models (Q5860970) (← links)