Analysis of Covariance with Qualitative Data
From MaRDI portal
Publication:3868624
Cited in
(only showing first 100 items - show all)- Fixed effects estimation of structural parameters and marginal effects in panel probit models
- Collusion as public monitoring becomes noisy: Experimental evidence
- Maximum likelihood estimation of input demand models with fixed costs of adjustment
- Multivariate regression models for panel data
- Simultaneous equations and panel data
- Simulated maximum likelihood estimation of dynamic discrete choice statistical models. Some Monte Carlo results
- Reinterpreting arbitration's narcotic effect: An experimental study of learning in repeated bargaining
- Two-step estimation of panel data models with censored endogenous variables and selection bias
- Convenient estimators for the panel probit model
- Distribution-free estimation of some nonlinear panel data models
- Stochastic token theory
- The equivalence of two estimators of the fixed-effects logit model
- A convenient method for the estimation of the multinomial logit model with fixed effects
- Semiparametric estimation of panel data models without monotonicity or separability
- Panel models with interactive effects
- Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models
- A double-hurdle rational addiction model with heterogeneity: Estimating the demand for tobacco
- Binary choice panel data models with predetermined variables
- Loglinear models and categorical data analysis with psychometric and econometric applications
- Bayesian evaluation of non-admissible conditioning
- Selection corrections for panel data models under conditional mean independence assumptions
- Identification and estimation of thresholds in the fixed effects ordered logit model
- Does Jeffrey's prior alleviate the incidental parameter problem?
- A simple method for estimating unconditional heterogeneity distributions in correlated random effects models
- Rank estimation of a generalized fixed-effects regression model
- A numerically stable quadrature procedure for the one-factor random-component discrete choice model
- Missing dependent variables in fixed-effects models
- Integrated likelihood based inference for nonlinear panel data models with unobserved effects
- Sufficient statistics for unobserved heterogeneity in structural dynamic logit models
- Estimating endogenous ordered response panel data models with an application to income gradient in child health
- Robust likelihood estimation of dynamic panel data models
- The role of conditional likelihoods in latent variable modeling
- Bias correction for within-group estimation of panel data models with fixed effects and sample selection
- A correlated random effects approach to the estimation of models with multiple fixed effects
- Transformations and moment conditions for dynamic fixed effects logit models
- Level-based estimation of dynamic panel models
- Second-order corrected likelihood for nonlinear panel models with fixed effects
- On uniqueness of the conditional maximum likelihood estimation for a binary panel model
- Broken or fixed effects?
- A simple test of a simple legal model. Evidence from the Dutch Supreme Court 2013--2018
- Panel data analysis -- advantages and challenges (with comments and rejoinder)
- Similar bidders in takeover contests
- Estimation of a nonlinear panel data model with semiparametric individual effects
- Identification and \(\sqrt N\)-consistent estimation of a nonlinear panel data model with correlated unobserved effects
- Identification and estimation of nonlinear dynamic panel data models with unobserved covariates
- Generalized dynamic panel data models with random effects for cross-section and time
- Consistent estimation of the fixed effects stochastic frontier model
- An alternative identification of nonlinear dynamic panel data models with unobserved covariates
- Testing for heteroskedasticity in fixed effects models
- Nonparametric identification in panels using quantiles
- Estimation of a panel data model with parametric temporal variation in individual effects
- Reconsidering heterogeneity in panel data estimators of the stochastic frontier model
- Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects
- A control function approach to estimating switching regression models with endogenous explanatory variables and endogenous switching
- A survey of preference estimation with unobserved choice set heterogeneity
- Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares
- Panel conditional and multinomial logit with time-varying parameters
- A consistent estimator for the binomial distribution in the presence of ``incidental parameters: an application to patent data
- The robustness of conditional logit for binary response panel data models with serial correlation
- A control function approach to estimating dynamic probit models with endogenous regressors
- Panel data methods for fractional response variables with an application to test pass rates
- Estimation for dynamic and static panel probit models with large individual effects
- Specification and estimation of social interaction models with network structures
- Fixed Effects and Bias Due to the Incidental Parameters Problem in the Tobit Model
- A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS
- Estimating dynamic panel data discrete choice models with fixed effects
- Hurdles and steps: estimating demand for solar photovoltaics
- Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data
- Almost Consistent Estimation of Panel Probit Models with “Small” Fixed Effects
- A generalized panel data switching regression model
- A smoothed maximum score estimator for the binary choice panel data model with an application to labour force participation
- Nonlinear panel data models with distribution-free correlated random effects
- Semi-parametric estimation of multinomial choice model with unobserved heterogeneity
- Estimation of dynamic panel data models with a lot of heterogeneity
- Cross-Sectional Dependence in Panel Data Analysis
- A Test for Slope Heterogeneity in Fixed Effects Models
- Keep it simple: estimation strategies for ordered response models with fixed effects
- A Monte Carlo study of bias corrections for panel probit models
- Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions
- Selection correction in panel data models: An application to the estimation of females' wage equations
- Non-parametric testing of discrete panel data models
- Heterogeneous credit union production technologies with endogenous switching and correlated effects
- Estimation of fixed effects dynamic panel data models: linear differencing or conditional expectation
- Econometric Reviews Honors Peter Charles Bonest Phillips, the Master Econometrician
- Maximum simulated likelihood estimation of the panel sample selection model
- An analysis of housing expenditure using semiparametric models and panel data
- Linear fixed-effects estimation with nonrepeated outcomes
- The role of score and information bias in panel data likelihoods
- Efficient peer effects estimators with group effects
- Composite Likelihood Estimation of an Autoregressive Panel Ordered Probit Model with Random Effects
- A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data
- Estimation and variable selection for high-dimensional spatial dynamic panel data models
- Moment inequalities for multinomial choice with fixed effects
- Unobserved Heterogeneity in Income Dynamics: An Empirical Bayes Perspective
- Root-NConsistent Estimation of a Panel Data Binary Response Model With Unknown Correlated Random Effects
- Copula-Based Random Effects Models for Clustered Data
- Semiparametric Analysis of Network Formation
- Identification in nonlinear dynamic panel models under partial stationarity
- Causal models for longitudinal and panel data: a survey
- Short panel data quantile regression model with flexible correlated effects
This page was built for publication: Analysis of Covariance with Qualitative Data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3868624)
