Estimation of Dynamic Models with Error Components
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(only showing first 100 items - show all)- ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION
- Model selection in the presence of incidental parameters
- Industry-wide versus firm-specific uncertainty and investment: British company panel data evidence.
- Current account imbalances, real exchange rates, and nominal exchange rate variability
- Many IVs estimation of dynamic panel regression models with measurement error
- Detecting serial correlat101 in the error structure of a cross-lagged panel model
- Statistical inference in dynamic panel data models
- Residual-based IV estimation of dynamic panel data models with fixed effects
- On the impact of error cross-sectional dependence in short dynamic panel estimation
- Estimating dynamic models from repeated cross-sections
- Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models
- Nonparametric dynamic panel data models: kernel estimation and specification testing
- Level-based estimation of dynamic panel models
- Indirect inference for dynamic panel models
- On a random coefficient probit model
- A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTHNANDTARE LARGE
- Bayesian inference for merged panel autoregressive model
- Editorial: Celebrating 40 years of panel data analysis: past, present and future
- Simple and trustworthy cluster-robust GMM inference
- Binary choice panel data models with predetermined variables
- A two-stage estimation for panel data models with grouped fixed effects
- IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS
- Panel data analysis -- advantages and challenges (with comments and rejoinder)
- Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects
- QML estimation of dynamic panel data models with spatial errors
- Media-expressed tone, option characteristics, and stock return predictability
- Indirect inference estimation of dynamic panel data models
- Semiparametric efficient estimation of dynamic panel data models
- Jive for panel dynamic simultaneous equations models
- Double filter instrumental variable estimation of panel data models with weakly exogenous variables
- Sequential and efficient GMM estimation of dynamic short panel data models
- Panel regression models for measuring multidimensional poverty dynamics
- On quasi maximum-likelihood estimation of dynamic panel data models
- Panel Data With Measurement Errors: Instrumental Variables And Gmm Procedures Combining Levels And Differences
- Inference for unit roots in dynamic panels where the time dimension is fixed
- Estimation of time-varying coefficient dynamic panel data models
- An augmented Anderson–Hsiao estimator for dynamic short-T panels†
- Econometric modelling of carbon dioxide emissions and concentrations, ambient temperatures and ocean deoxygenation
- The optimal choice of moments in dynamic panel data models
- Estimation of dynamic panel data models with both individual and time-specific effects
- Variable selection for nonparametric spatial additive autoregressive model via deep learning
- Efficient estimation and inference in linear pseudo-panel data models
- Reprint of: Initial conditions and moment restrictions in dynamic panel data models
- Semiparametric estimation of partially varying-coefficient dynamic panel data models
- A transformation that will circumvent the problem of autocorrelation in an error-component model
- Cross sectional and panel estimation of convergence.
- Integrated likelihood based inference for nonlinear panel data models with unobserved effects
- Revisiting the location of FDI in China: a panel data approach with heterogeneous shocks
- Are we using the wrong letters? An analysis of executive stock option Greeks
- Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation
- A study on the persistence of Farrell's efficiency measure under a dynamic framework
- First difference or forward demeaning: Implications for the method of moments estimators
- Unified \(M\)-estimation of fixed-effects spatial dynamic models with short panels
- Median-based estimation of dynamic panel models with fixed effects
- The effect of farm genetics expenses on dynamic productivity growth
- Parameters of interest, nuisance parameters and orthogonality conditions. An application to autoregressive error component models
- Asymptotic distributions of impulse response functions in short panel vector autoregressions
- Some properties of the LIML estimator in a dynamic panel structural equation
- Nonstationary panel data analysis: an overview of some recent developments
- Efficient estimation and variable selection in dynamic panel data partially linear varying coefficient models with incidental parameter
- Dynamic panel Anderson-Hsiao estimation with roots near unity
- Improved GMM estimation of panel VAR models
- Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
- Statistical inference for panel dynamic simultaneous equations models
- Cross-Sectional Dependence in Panel Data Analysis
- Estimation of fixed effects dynamic panel data models: linear differencing or conditional expectation
- Neighbourhood GMM estimation of dynamic panel data models
- Dynamic spatial panel data models with common shocks
- Bayesian estimation of dynamic panel data gravity model
- Rank-based max-sum tests for mutual independence of high-dimensional random vectors
- Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels
- On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
- Down the rabbit hole: habit-formation in Internet use among unemployed workers
- Special issue of \textit{Econometric Theory} in honor of Professor Richard J. Smith: guest editors' introduction
- Inference on trending panel data
- Panel models with interactive effects
- Fixed-effects dynamic spatial panel data models and impulse response analysis
- Firms' fundamentals, macroeconomic variables and quarterly stock prices in the US
- IV, GMM or likelihood approach to estimate dynamic panel models when either \(N\) or \(T\) or both are large
- The factor analytical approach in near unit root interactive effects panels
- Time series quantile regression using random forests
- Causal models for longitudinal and panel data: a survey
- Estimating dynamic panel data models: A guide for macroeconomists
- Estimation of spatial autoregressive panel data models with fixed effects
- Efficient conservation of the Brazilian Amazon: estimates from a dynamic model
- Variable selection for spatial autoregressive models with a diverging number of parameters
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large
- Maximum likelihood estimation of dynamic panel threshold models
- Random autoregressive models: a structured overview
- Efficient GMM estimation of spatial dynamic panel data models with fixed effects
- Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity
- Initial conditions and moment restrictions in dynamic panel data models
- Efficient estimation of models for dynamic panel data
- Alternative general method of moments estimators in dynamic panel data models
- On IV, GMM and ML in a dynamic panel data model
- Long difference instrumental variables estimation for dynamic panel models with fixed effects
- On the effect of mean-nonstationarity in dynamic panel data models
- The true limit distributions of the Anderson-Hsiao IV estimators in panel autoregression
- Unequal spacing in dynamic panel data: identification and estimation
- TRIBUTE TO T.W. ANDERSON
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