Efficient estimation of panel data models with strictly exogenous explanatory variables
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Cites work
- Another look at the instrumental variable estimation of error-components models
- Asymptotic efficiency in estimation with conditional moment restrictions
- Efficiency Bounds for Semiparametric Regression
- Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions
- Efficient estimation of models for dynamic panel data
- Efficient Estimation Using Panel Data
- Estimating systems of equations with different instruments for different equations
- Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance
- scientific article; zbMATH DE number 3980333 (Why is no real title available?)
- scientific article; zbMATH DE number 3373921 (Why is no real title available?)
- Instrumental-Variable Estimation of an Error-Components Model
- Panel Data and Unobservable Individual Effects
- The Maximum Likelihood and the Nonlinear Three-Stage Least Squares Estimator in the General Nonlinear Simultaneous Equation Model
- Three-stage least squares with different instruments for different equations
Cited in
(26)- Redundancy of moment conditions
- Efficient estimation of panel data models with sequential moment restrictions
- Semiparametric-efficient estimation of AR(1) panel data models.
- A practical test for strict exogeneity in linear panel data models with fixed effects
- Instrumental variable estimation of heteroskedasticity adaptive error component models
- Fixed effects, random effects or Hausman-Taylor: a pretest estimator
- Partial GLS regression
- On testing for sphericity with non-normality in a fixed effects panel data model
- Optimal data collection design in machine learning: the case of the fixed effects generalized least squares panel data model
- Efficient estimation of multi-level models with strictly exogenous explanatory variables
- Multilevel modeling with correlated effects
- Efficient estimation and inference in linear pseudo-panel data models
- Testing for sphericity in a fixed effects panel data model
- Efficient Estimation Using Panel Data
- The Hausman-Taylor panel data model with serial correlation
- Regressor and random‐effects dependencies in multilevel models
- Select the valid and relevant moments: an information-based Lasso for GMM with many moments
- Estimation for the multi-way error components model with ill-conditioned panel data
- GMM estimation for dynamic panels with fixed effects and strong instruments at unity
- A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model
- Estimation of time-invariant effects in static panel data models
- Estimation of partially specified spatial panel data models with fixed-effects
- Linear fixed-effects estimation with nonrepeated outcomes
- Two tests for strict exogeneity in a correlated random effects panel data Tobit model
- Bivariate Bayesian regression method for fixed effects panel interval-valued data models
- A note on the application of EC2SLS and EC3SLS estimators in panel data models
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