Recommendations
- Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
- ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION
- Almost Consistent Estimation of Panel Probit Models with “Small” Fixed Effects
- Dynamic panel data methods and practice
- Estimation of heterogeneous autoregressive parameters with short panel data
Cited in
(47)- Model selection in the presence of incidental parameters
- Likelihood inference in an autoregression with fixed effects
- Finite mixture for panels with fixed effects
- A James-Stein-type adjustment to bias correction in fixed effects panel models
- Individual effects and dynamics in count data models.
- Editorial: Celebrating 40 years of panel data analysis: past, present and future
- Second-order corrected likelihood for nonlinear panel models with fixed effects
- Panel data, local cuts and orthogeodesic models
- Modified profile likelihood for fixed-effects panel data models
- Almost Consistent Estimation of Panel Probit Models with “Small” Fixed Effects
- Indirect inference estimation of dynamic panel data models
- Likelihood inference and the role of initial conditions for the dynamic panel data model
- Integrated likelihoods in models with stratum nuisance parameters
- Orthogonal to backward mean transformation for dynamic panel data models
- Minimum distance approach to inference with many instruments
- An augmented Anderson–Hsiao estimator for dynamic short-T panels†
- Decision Theory Applied to a Linear Panel Data Model
- On the estimation of technical and allocative efficiency in a panel stochastic production frontier system model: some new formulations and generalizations
- Integrated likelihood based inference for nonlinear panel data models with unobserved effects
- Estimation of heterogeneous autoregressive parameters with short panel data
- Discrete choice modeling with nonstationary panels applied to exchange rate regime choice
- Median-based estimation of dynamic panel models with fixed effects
- Bias corrections for two-step fixed effects panel data estimators
- Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence
- Factor dimension determination for panel interactive effects models: an orthogonal projection approach
- Estimation of Some Nonlinear Panel Data Models With Both Time-Varying and Time-Invariant Explanatory Variables
- Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective
- Fixed effects estimation of structural parameters and marginal effects in panel probit models
- Grouped effects estimators in fixed effects models
- Parameter orthogonalization and Bayesian inference with many instruments
- Estimation for dynamic and static panel probit models with large individual effects
- Consistent estimation of binary‐choice panel data models with heterogeneous linear trends
- Maximum likelihood estimation and inference for high dimensional generalized factor models with application to factor-augmented regressions
- A maximum likelihood method for the incidental parameter problem
- Estimating dynamic panel data discrete choice models with fixed effects
- Identification and estimation in panel models with overspecified number of groups
- Asymptotic properties of a robust variance matrix estimator for panel data when T is large
- Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects
- Long difference instrumental variables estimation for dynamic panel models with fixed effects
- Robust likelihood estimation of dynamic panel data models
- On the unbiased asymptotic normality of quantile regression with fixed effects
- The role of score and information bias in panel data likelihoods
- Does Jeffrey's prior alleviate the incidental parameter problem?
- Consistent estimation and orthogonality
- Likelihood approach to dynamic panel models with interactive effects
- Individual and time effects in nonlinear panel models with large \(N\), \(T\)
- A note on transformed likelihood approach in linear dynamic panel models
This page was built for publication: Orthogonal Parameters and Panel Data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4787889)
