scientific article; zbMATH DE number 5071101
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Publication:3409064
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Cited in
(27)- Jackknife and analytical bias reduction for nonlinear panel models.
- Bias reduction for dynamic nonlinear panel models with fixed effects
- Dynamic linear panel regression models with interactive fixed effects
- Indirect inference for dynamic panel models
- Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects
- Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels
- Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes
- Jive for panel dynamic simultaneous equations models
- Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
- An augmented Anderson–Hsiao estimator for dynamic short-T panels†
- Estimation of dynamic panel data models with both individual and time-specific effects
- Asymptotic inference for \(\mathrm{AR}(1)\) panel data
- First difference transformation in panel VAR models: robustness, estimation, and inference
- Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence
- Bias-corrected estimation of panel vector autoregressions
- Time-specific average estimation of dynamic panel regressions
- The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation
- Asymptotic distribution of misspecified random effects estimator for a dynamic panel model with fixed effects when both n and T are large
- Biases in dynamic models with fixed effects
- On the diminishing returns of higher-order terms in asymptotic expansions of bias
- Estimation of spatial autoregressive panel data models with fixed effects
- Estimation bias and bias correction in reduced rank autoregressions
- Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
- Bias in dynamic panel models under time series misspecification
- Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends
- Individual and time effects in nonlinear panel models with large \(N\), \(T\)
- Jackknife estimation of stationary autoregressive models
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