scientific article; zbMATH DE number 5245028
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Publication:5447124
zbMATH Open1137.62086MaRDI QIDQ5447124FDOQ5447124
Authors: Manuel Arellano, Jinyong Hahn 
Publication date: 6 March 2008
Title of this publication is not available (Why is that?)
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- Model selection in the presence of incidental parameters
- Bias reduction for dynamic nonlinear panel models with fixed effects
- Many IVs estimation of dynamic panel regression models with measurement error
- Dynamic linear panel regression models with interactive fixed effects
- Finite mixture for panels with fixed effects
- Indirect inference for dynamic panel models
- Adjusted QMLE for the spatial autoregressive parameter
- Second-order corrected likelihood for nonlinear panel models with fixed effects
- Unified inference for nonlinear factor models from panels with fixed and large time span
- Parametric modeling of quantile regression coefficient functions with longitudinal data
- Smoothed quantile regression for panel data
- Panel data models with nonadditive unobserved heterogeneity: estimation and inference
- Split-panel jackknife estimation of fixed-effect models
- Estimation of a varying coefficient, fixed-effects Cobb-Douglas production function in levels
- A Monte Carlo study of bias corrections for panel probit models
- Asymptotic theory for differentiated products demand models with many markets
- 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
- Lessons from a decade of IPS and LLC
- Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence
- Time-specific average estimation of dynamic panel regressions
- Bias corrections for two-step fixed effects panel data estimators
- Functional differencing
- Bootstrap Inference for Panel Data Quantile Regression
- Fixed effects estimation of structural parameters and marginal effects in panel probit models
- Grouped effects estimators in fixed effects models
- Inference on trending panel data
- Estimation of average marginal effects in multiplicative unobserved effects panel models
- Some recent developments in efficiency measurement in stochastic frontier models
- Estimation of spatial autoregressive panel data models with fixed effects
- Efficient bias correction for cross-section and panel data
- Identification and estimation in panel models with overspecified number of groups
- Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares
- Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
- Adjustments of profile likelihood through predictive densities
- The role of conditional likelihoods in latent variable modeling
- Determining individual or time effects in panel data models
- Robust likelihood estimation of dynamic panel data models
- Bootstrap and \(k\)-step bootstrap bias corrections for the fixed effects estimator in nonlinear panel data models
- The role of score and information bias in panel data likelihoods
- On the unbiased asymptotic normality of quantile regression with fixed effects
- The robustness of conditional logit for binary response panel data models with serial correlation
- SECOND-ORDER BIAS REDUCTION FOR NONLINEAR PANEL DATA MODELS WITH FIXED EFFECTS BASED ON EXPECTED QUANTITIES
- Bootstrap inference for fixed-effect models
- Quantile regression for dynamic panel data with fixed effects
- Individual and time effects in nonlinear panel models with large \(N\), \(T\)
- Fixed Effects and Bias Due to the Incidental Parameters Problem in the Tobit Model
- Penalized quantile regression for dynamic panel data
- Jackknife and analytical bias reduction for nonlinear panel models.
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