Pages that link to "Item:Q3108565"
From MaRDI portal
The following pages link to BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS (Q3108565):
Displayed 43 items.
- Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data (Q73022) (← links)
- Fixed effects estimation of structural parameters and marginal effects in panel probit models (Q100624) (← links)
- Kernel estimation of hazard functions when observations have dependent and common covariates (Q284290) (← links)
- Smoothed quantile regression for panel data (Q284303) (← links)
- Discrete choice modeling with nonstationary panels applied to exchange rate regime choice (Q302205) (← links)
- Efficient minimum distance estimator for quantile regression fixed effects panel data (Q476212) (← links)
- Bootstrap inference for linear dynamic panel data models with individual fixed effects (Q494176) (← links)
- Bias in dynamic panel models under time series misspecification (Q527974) (← links)
- Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends (Q553875) (← links)
- Bias corrections for two-step fixed effects panel data estimators (Q737959) (← links)
- Grouped effects estimators in fixed effects models (Q894647) (← links)
- Penalized quantile regression for dynamic panel data (Q989274) (← links)
- Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects (Q1695655) (← links)
- Mixing properties of the dynamic Tobit model with mixing errors (Q1787245) (← links)
- Inference on trending panel data (Q1792445) (← links)
- Identifying latent grouped patterns in panel data models with interactive fixed effects (Q1792463) (← links)
- Estimation of random coefficients logit demand models with interactive fixed effects (Q1792466) (← links)
- Integrated likelihood based inference for nonlinear panel data models with unobserved effects (Q2024474) (← links)
- Sufficient statistics for unobserved heterogeneity in structural dynamic logit models (Q2043231) (← links)
- On the unbiased asymptotic normality of quantile regression with fixed effects (Q2190248) (← links)
- Editorial: Celebrating 40 years of panel data analysis: past, present and future (Q2224972) (← links)
- Second-order corrected likelihood for nonlinear panel models with fixed effects (Q2224973) (← links)
- Identifying latent group structures in nonlinear panels (Q2224976) (← links)
- Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence (Q2280581) (← links)
- Panel threshold regressions with latent group structures (Q2294453) (← links)
- Unified inference for nonlinear factor models from panels with fixed and large time span (Q2323363) (← links)
- Specification test for panel data models with interactive fixed effects (Q2346028) (← links)
- Identification and estimation of nonlinear dynamic panel data models with unobserved covariates (Q2440390) (← links)
- Model selection in the presence of incidental parameters (Q2516318) (← links)
- Maximum likelihood estimation and inference for high dimensional generalized factor models with application to factor-augmented regressions (Q2673202) (← links)
- Estimation of Censored Quantile Regression for Panel Data With Fixed Effects (Q2861819) (← links)
- EFFICIENCY IN LARGE DYNAMIC PANEL MODELS WITH COMMON FACTORS (Q2929841) (← links)
- NONPARAMETRIC ESTIMATION OF DYNAMIC PANEL MODELS WITH FIXED EFFECTS (Q2936837) (← links)
- LIKELIHOOD INFERENCE IN AN AUTOREGRESSION WITH FIXED EFFECTS (Q2976207) (← links)
- BOOTSTRAP AND <i>k</i>-STEP BOOTSTRAP BIAS CORRECTIONS FOR THE FIXED EFFECTS ESTIMATOR IN NONLINEAR PANEL DATA MODELS (Q2981824) (← links)
- DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS (Q2981828) (← links)
- ASYMPTOTICALLY EFFICIENT MODEL SELECTION FOR PANEL DATA FORECASTING (Q4967795) (← links)
- TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS (Q4979493) (← links)
- Testing for state dependence in binary panel data with individual covariates by a modified quadratic exponential model (Q5034239) (← links)
- Quantile regression for panel data models with fixed effects under random censoring (Q5077516) (← links)
- MULTISTEP PREDICTION OF PANEL VECTOR AUTOREGRESSIVE PROCESSES (Q5403108) (← links)
- Modified Profile Likelihood for Fixed-Effects Panel Data Models (Q5863655) (← links)
- Individual and time effects in nonlinear panel models with large \(N\), \(T\) (Q5964762) (← links)