Consistent Estimates Based on Partially Consistent Observations

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ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION
Additive and multiplicative models for gamma distributed random variables, and their application as psychometric models for response times
Model selection in the presence of incidental parameters
Estimating generalized semiparametric additive models using parameter cascading
Comment on article by Rubio and Steel
Dr C R Rao's contributions to the advancement of economic science
The estimating function bootstrap
Bias reduction for dynamic nonlinear panel models with fixed effects
Empirical Bayes estimation in functional and structural models, and uniformly adaptive estimation of location
Describing the elephant: Structure and function in multivariate data
A notion of an obstructive residual likelihood
On Keats' generalization of the Rasch model
A note on conditions for the asymptotic normality of the conditional maximum likelihood estimator in log odds ratio regression
Likelihood inference in an autoregression with fixed effects
Estimating functions for repeated measures with incidental parameters
Reconsidering heterogeneity in panel data estimators of the stochastic frontier model
Parameterizing mixture models with generalized moments
Fully Bayesian analysis of the relevance vector machine with an extended hierarchical prior structure
Maximum Lq-likelihood Estimation in Functional Measurement Error Models
Item response theory -- a statistical framework for educational and psychological measurement
The epic story of maximum likelihood
Computation for latent variable model estimation: a unified stochastic proximal framework
PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA
The equivalence of two estimators of the fixed-effects logit model
Estimating minimum effect with outlier selection
Population mixture models and clustering algorithms
Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects
Extension to Markov processes of a result by A. Wald about the consistency of the maximum likelihood estimate
Testing for Unit Roots in Dynamic Panels in the Presence of a Deterministic Trend: Re-examining the Unit Root Hypothesis for Real Stock Prices and Dividends
Wald consistency and the method of sieves in REML estimation
Asymptotic properties of anoya bayes factors
Item response and response time model for personality assessment via linear ballistic accumulation
Propensity score weighting with multilevel data
Conditional inference of Poisson models and information geometry: an ancillary review
Recognition and variable selection in sparse spatial panel data models with fixed effects
Variational Bayes in State Space Models: Inferential and Predictive Accuracy
The conditional maximum likelihood estimator of the shape parameter in the gamma distribution
A James-Stein-type adjustment to bias correction in fixed effects panel models
Nonparametric instrumental regression with two-way fixed effects
REML estimation: Asymptotic behavior and related topics
Adjusted QMLE for the spatial autoregressive parameter
Statistical foundations of person parameter estimation in the Thurstonian IRT model for forced-choice and pairwise comparison designs
Statistical Inference in Circular Structural Model and Fitting Circles to Noisy Data
Estimation in the presence of incidental parameters
Ancestral state reconstruction with large numbers of sequences and edge-length estimation
Editorial: Celebrating 40 years of panel data analysis: past, present and future
Nonlinear factor models for network and panel data
On the robustness of the pooled CCE estimator
Second-order corrected likelihood for nonlinear panel models with fixed effects
Testing the Rasch model with the conditional likelihood ratio test: sample size requirements and bootstrap algorithms
A consistent estimator for the binomial distribution in the presence of ``incidental parameters: an application to patent data
On the equivalence between conditional and random-effects likelihoods in exponential families
Modified profile likelihood for fixed-effects panel data models
Specification and identification issues in models involving a latent hierarchical structure
Normalizing unbiased estimating functions
A network Poisson model for weighted directed networks with covariates
On the use of bootstrap with variational inference: theory, interpretation, and a two-sample test example
Adjusting for confounding by neighborhood using generalized linear mixed models and complex survey data
Estimation of random coefficients logit demand models with interactive fixed effects
Quantile regression for longitudinal functional data with application to feed intake of lactating sows
Panel data analysis -- advantages and challenges (with comments and rejoinder)
Unified inference for nonlinear factor models from panels with fixed and large time span
Pseudo-likelihood, explanatory power, and Bayes's theorem [Comment on: ``A likelihood paradigm for clinical trials]
Bayesian estimation in the two-parameter logistic model
Estimation in the presence of many nuisance parameters: composite likelihood and plug-in likelihood
Censored panel quantile regression with fixed effects via an asymmetric link function
Learning from data's evolution in normal equations: the DECK-principle and equations' adjustment
Alternative fixed-effects panel model using weighted asymmetric least squares regression
Nonconcave penalized likelihood with a diverging number of parameters.
Decoding the h-likelihood
Estimating fixed-effect panel stochastic frontier models by model transformation
A note on improving variational estimation for multidimensional item response theory
Maximum likelihood estimation of a spatial autoregressive model for origin-destination flow variables
AR(1) MODELS, UNIT ROOTS, AND ADJUSTED PROFILE LIKELIHOOD
Likelihood asymptotics in nonregular settings: a review with emphasis on the likelihood ratio
Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels
Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes
Testing the endogeneity of a spatial weight matrix in the weak-tied spatial dynamic panel data model
Euclidean distance matrix analysis (EDMA): Estimation of mean form and mean form difference
Estimating a Potential Without the Agony of the Partition Function
Composite Likelihood Estimation of an Autoregressive Panel Ordered Probit Model with Random Effects
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Non-linear fusion of observations provided by two sensors
Smoothed quantile regression for panel data
MCMC conditional maximum likelihood for the two-way fixed-effects logit
Statistical inference in a directed network model with covariates
Parametric modeling of quantile regression coefficient functions with longitudinal data
The conditional MLE in the two-parameter geometric distribution and its competitors
Efficient estimation of approximate factor models via penalized maximum likelihood
Efficient estimation of general linear mixed effects models
GMM estimation of linear panel data models with time-varying individual effects
Estimation of variance components in an unbalanced two-way mixed model under heteroskedasticity
Minimum distance approach to inference with many instruments
Combining unbiased estimates —a further examination of some old estimators
Variance estimation for semiparametric regression models by local averaging
Maximum likelihood estimation in the multi-path change-point problem
Variable selection of higher-order partially linear spatial autoregressive model with a diverging number of parameters
Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models
Conditional logistic regression in cluster-specific \(1:m\) matched treatment-control designs
Estimation of the slope in linear non-normal structural relationships

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