Estimation of Dynamic Models with Error Components
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(only showing first 100 items - show all)- Robust likelihood estimation of dynamic panel data models
- The limited information maximum likelihood approach to dynamic panel structural equation models
- ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA
- Nutritional status and the allocation of time in Rwandese households
- ESTIMATION FOR DYNAMIC PANEL DATA WITH INDIVIDUAL EFFECTS
- A bias-corrected fixed effects estimator for the dynamic panel data model with exogenous variables
- Estimation of spillover effects with matched data or longitudinal network data
- Estimation and model selection in general spatial dynamic panel data models
- Testing initial conditions in dynamic panel data models
- Testing for homogeneity in cross-lagged panel studies
- Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing
- Testing for unit roots usign panel data. Application to the French stock market efficiency
- Initial conditions and Blundell-Bond estimators
- GMM estimation for dynamic panels with fixed effects and strong instruments at unity
- A note on autoregressive error components models
- A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model
- Quantile regression for dynamic panel data with fixed effects
- Asymptotic distribution of quasi-maximum likelihood estimation of dynamic panels using long difference transformation when both \(N\) and \(T\) are large
- Spatial panel data models with structural change
- Formulation and estimation of dynamic models using panel data
- Quasi maximum likelihood estimation of dynamic panel data models
- Innovation and employment: Evidence from Italian microdata
- Panel data models with multiple time-varying individual effects
- Bayesian analysis of quantile regression for censored dynamic panel data
- Likelihood approach to dynamic panel models with interactive effects
- The incidental parameter problem since 1948
- On estimation of two-dimensional dynamic panel model with confounders
- Penalized quantile regression for dynamic panel data
- Estimation of nonlinear dynamic panel data models with individual effects
- 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
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