Consistent Estimates Based on Partially Consistent Observations

Cited in

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Marginal likelihood for parallel series
Fixed effects estimation of structural parameters and marginal effects in panel probit models
Point estimates for variance-structure parameters in Bayesian analysis of hierarchical models
Group-specific stochastic production frontier models with parametric specifications
A maximum likelihood method for the incidental parameter problem
Measuring dynamic efficiency: theories and an integrated methodology
The incidental parameter problem in a non-differentiable panel data model
Bayesian estimation in the two-parameter logistic model
Bayes modal estimation in item response models
Empirical Bayes estimation in functional and structural models, and uniformly adaptive estimation of location
Generalized least squares estimation of the functional multivariate linear errors-in-variables model
Describing the elephant: Structure and function in multivariate data
A notion of an obstructive residual likelihood
The conditional maximum likelihood estimator of the shape parameter in the gamma distribution
Estimation of variance components in an unbalanced two-way mixed model under heteroskedasticity
On the conditional and mixture model approaches for matched pairs
Maximum likelihood estimation of a multivariate linear functional relationship
Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance
Identification and estimation of polynomial errors-in-variables models
Simultaneous equations and panel data
Large sample properties of estimates of a discrete grade of membership model
Bayesian inference in error-in-variables models
Paired comparisons with individual differences
On Keats' generalization of the Rasch model
Some aspects of the theory of estimating equations
Estimating functions for conditional inference: many nuisance parameter case
Estimation of a normal variance -- a critical review
Panel data analysis with heterogeneous dynamics
A dynamic generalization of the Rasch model
Additive and multiplicative models for gamma distributed random variables, and their application as psychometric models for response times
Missing measurements in econometric models with no auxiliary relations
Maximum likelihood estimation in the multi-path change-point problem
The Kullback-Leibler risk of the Stein estimator and the conditional MLE
Nonlinear errors in variables estimation of some Engel curves
Nonparametric control for residual heterogeneity in modelling recurrent behaviour
Optimal estimating functions, quasi-likelihood and statistical modelling
Joint consistency of nonparametric item characteristic curve and ability estimation
Wald consistency and the method of sieves in REML estimation
The equivalence of two estimators of the fixed-effects logit model
Asymptotics and the theory of inference
Integrated likelihood methods for eliminating nuisance parameters. (With comments and a rejoinder).
On the history of maximum likelihood in relation to inverse probability and least squares.
Statistical inference in two-sample summary-data Mendelian randomization using robust adjusted profile score
Asymptotics when the number of parameters tends to infinity in the Bradley-Terry model for paired comparisons
The incidental parameter problem since 1948
Adjusted estimates and Wald statistics for the AR(1) model with constant
Efficient estimation of general linear mixed effects models
Variance estimation for semiparametric regression models by local averaging
On the use of bootstrap with variational inference: theory, interpretation, and a two-sample test example
Median-based estimation of dynamic panel models with fixed effects
Estimation of partially linear regression models under the partial consistency property
Monte Carlo modified profile likelihood in models for clustered data
Minimum distance approach to inference with many instruments
Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes
On the bias and mean-square error of order-restricted maximum likelihood estimators
The interplay of Bayesian and frequentist analysis
Estimation of random coefficients logit demand models with interactive fixed effects
A double-hurdle rational addiction model with heterogeneity: Estimating the demand for tobacco
Noninformative priors and frequentist risks of Bayesian estimators of vector-autoregressive models
Goodness-of-fit tests for mixed model diagnostics.
Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
Iterative weighted least-squares estimates in a heteroscedastic linear regression model
Specification and identification issues in models involving a latent hierarchical structure
Generalized Cochran-Wald statistics in combining of experiments
Nonconcave penalized likelihood with a diverging number of parameters.
Consistent least squares fitting of ellipsoids
Inconsistent maximum likelihood estimators for the Rasch model
Loglinear multidimensional IRT models for polytomously scored items
A review of semiparametric mixture models
Multivariate survival models for repeated and correlated events
Applying estimated score tests in econometrics
Noninformative priors for the two sample normal problem
REML estimation: Asymptotic behavior and related topics
Does Jeffrey's prior alleviate the incidental parameter problem?
Asymptotic distribution of misspecified random effects estimator for a dynamic panel model with fixed effects when both n and T are large
Variance function estimation in quantitative mass spectrometry with application to iTRAQ labeling
Estimation of a censored regression panel data model using conditional moment restrictions efficiently
Comparing consistent estimators in comparative calibration models
On the estimation of technical and allocative efficiency in a panel stochastic production frontier system model: some new formulations and generalizations
Integrated likelihood based inference for nonlinear panel data models with unobserved effects
Sufficient statistics for unobserved heterogeneity in structural dynamic logit models
Dynamic spatial panel data models with common shocks
Stein 1956: Efficient nonparametric testing and estimation
Mahalanobis metric based clustering for fixed effects model
The role of conditional likelihoods in latent variable modeling
Computation for latent variable model estimation: a unified stochastic proximal framework
Subgroup identification in individual participant data meta-analysis using model-based recursive partitioning
Ancestral state reconstruction with large numbers of sequences and edge-length estimation
Variable selection of higher-order partially linear spatial autoregressive model with a diverging number of parameters
Transformations and moment conditions for dynamic fixed effects logit models
Information geometry of physics-informed statistical manifolds and its use in data assimilation
Inference on covariance-mean regression
Deviance information criterion for latent variable models and misspecified models
Frailty modelling approaches for semi-competing risks data
On the unbiased asymptotic normality of quantile regression with fixed effects
Robust estimation and inference of spatial panel data models with fixed effects
Dr C R Rao's contributions to the advancement of economic science
Adjusted QMLE for the spatial autoregressive parameter
Editorial: Celebrating 40 years of panel data analysis: past, present and future
Second-order corrected likelihood for nonlinear panel models with fixed effects

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