scientific article; zbMATH DE number 3984433
From MaRDI portal
Publication:3747597
zbMATH Open0608.62145MaRDI QIDQ3747597FDOQ3747597
Authors: Cheng Hsiao 
Publication date: 1986
Title of this publication is not available (Why is that?)
Recommendations
simultaneous equation modelsmodel specificationsincomplete panel dataanalysis of panel datavariable intercept modelsvariable-coefficient models
Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)
Cited In (only showing first 100 items - show all)
- Panel data analysis: a survey on model-based clustering of time series
- IS ADAPTIVE ESTIMATION USEFUL FOR PANEL MODELS WITH HETEROSKEDASTICITY IN THE INDIVIDUAL SPECIFIC ERROR COMPONENT? SOME MONTE CARLO EVIDENCE
- A modified residual-based test for serial correlation in linear panel data models
- Stochastic production frontiers and panel data: A latent variable framework
- The impact of a Hausman pretest on the asymptotic size of a hypothesis test
- Title not available (Why is that?)
- Randomization, endogeneity and laboratory experiments: the role of cash balances in private value auctions
- Random walks with drifts: Nonsense regression and spurious fixed-effect estimation
- Unit root tests in panel data: asymptotic and finite-sample properties
- An algorithm for panel ANOVA with grouped data
- A longitudinal data analysis interpretation of credibility models
- Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary
- A unified approach to estimation of nonlinear mixed effects and Berkson measurement error models
- Nested random effects estimation in unbalanced panel data
- The unbalanced nested error component regression model
- Cook's distance in linear longitudinal models
- Weighted empirical likelihood for generalized linear models with longitudinal data
- Analysis of panel data
- Testing serial correlation in semiparametric panel data models
- Estimating long-run relationships from dynamic heterogeneous panels
- A Bayesian analysis of exogeneity in models pooling time-series and cross-sectional data
- The specification of technical and allocative inefficiency in stochastic production and profit frontiers
- A nonparametric test for poolability using panel data
- Multivariate regression analysis of panel data with binary outcomes applied to unemployment data
- Panel data analysis of household brand choices
- Testing the distribution of error components in panel data models
- Identification of panel data models with endogenous censoring
- Simultaneous equations and panel data
- NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES
- Reprint of: Initial conditions and moment restrictions in dynamic panel data models
- Bootstrap unit root tests in panels with cross-sectional dependency
- Structure identification in panel data analysis
- Theory and methods of panel data models with interactive effects
- Quasi-maximum likelihood estimation of short panel data models with time-varying individual effects
- Panel data models and transitory fluctuations in the explanatory variable
- A quasi-differencing approach to dynamic modelling from a time series of independent cross-sections
- Estimation of heterogeneous autoregressive parameters with short panel data
- A transformation that will circumvent the problem of autocorrelation in an error-component model
- Orthogonality conditions for Tobit models with fixed effects and lagged dependent variables
- Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation
- Unit root inference in panel data models where the time-series dimension is fixed: a comparison of different tests
- A Longitudinal Approach for Constructing β-Expectation Tolerance Intervals
- Nonstationary panel data analysis: an overview of some recent developments
- Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline
- An autoregressive growth model for longitudinal item analysis
- Unbalanced panel data: a survey
- Consistency and asymptotic unbiasedness of \(S^ 2\) in the serially correlated error components regression model for panel data
- Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
- Comparison of forecast performance for homogeneous, heterogeneous and shrinkage estimators: some empirical evidence from US electricity and natural-gas consumption.
- Estimating binary multilevel models through indirect inference.
- A bootstrap procedure for panel data sets with many cross-sectional units
- Simulated maximum likelihood estimation of dynamic discrete choice statistical models. Some Monte Carlo results
- Parameter estimates in random intercept mixed effects model for repeated measures
- Simple estimators for nonparametric panel data models with sample attrition
- Estimation of the error-components model with incomplete panels
- On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
- Testing AR(1) against MA(1) disturbances in an error component model
- Estimating partially linear panel data models with one-way error components
- ON THE EFFICIENCY OF THE COCHRANE–ORCUTT ESTIMATOR IN THE SERIALLY CORRELATED ERROR COMPONENTS REGRESSION MODEL FOR PANEL DATA
- Improved inference in the evaluation of mutual fund performance using panel bootstrap methods
- Testing linear and loglinear error components regressions against Box-Cox alternatives
- Nonparametric Estimation and Testing in Panels of Intercorrelated Time Series
- Multilevel and nonlinear panel data models
- Semiparametric estimation of partially linear panel data models
- Selection correction in panel data models: An application to the estimation of females' wage equations
- Estimation of spatial autoregressive panel data models with fixed effects
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large
- Assessing cross-sectional correlation in panel data
- Initial conditions and moment restrictions in dynamic panel data models
- Efficient estimation of models for dynamic panel data
- Identification and estimation of econometric models with group interactions, contextual factors and fixed effects
- Pooling data for the analysis of dynamic marketing systems
- The impact of a Hausman pretest, applied to panel data, on the coverage probability of confidence intervals
- Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors: the case of stationary and non-stationary regressors and residuals
- Omitted variables in longitudinal data models
- Useful matrix transformations for panel data analysis: a survey
- When does Heckman's two-step procedure for censored data work and when does it not?
- Problems with the estimation of stochastic differential equations using structural equations models
- Maximum likelihood estimation in binary data models using panel data under alternative distributional assumptions
- Testing panel data regression models with spatial error correlation.
- Oracle inequalities and optimal inference under group sparsity
- Bayesian analysis of quantile regression for censored dynamic panel data
- A semiparametric model for heterogeneous panel data with fixed effects
- Partially linear models and polynomial spline approximations for the analysis of unbalanced panel data
- The incidental parameter problem since 1948
- A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables
- BLUP in the nested panel regression model with serially correlated errors
- Remarks on between estimator in the intraclass correlation model with missing data
- Robust estimation of a spatiotemporal model with structural change
- A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service
- Tests for the error component model in the presence of local misspecification
- Non-parametric regression with a latent time series
- The equivalence of two estimators of the fixed-effects logit model
- A note on the proper econometric specification of the gravity equation
- Is there a permanent component in US real GDP
- Departure from independence and stationarity in a handball match
- On modeling panels of time series
- Monte Carlo results on several new and existing tests for the error component model
- Regression modelling of the flows in an input-output table with accounting constraints
- Panel data analysis -- advantages and challenges (with comments and rejoinder)
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3747597)
