scientific article; zbMATH DE number 5245028
From MaRDI portal
Publication:5447124
zbMath1137.62086MaRDI QIDQ5447124
Publication date: 6 March 2008
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items
Estimation of a varying coefficient, fixed-effects Cobb-Douglas production function in levels, Smoothed quantile regression for panel data, Many IVs estimation of dynamic panel regression models with measurement error, Lessons from a Decade of IPS and LLC, Identification and estimation in panel models with overspecified number of groups, Time-specific average estimation of dynamic panel regressions, On the unbiased asymptotic normality of quantile regression with fixed effects, The role of score and information bias in panel data likelihoods, SECOND-ORDER BIAS REDUCTION FOR NONLINEAR PANEL DATA MODELS WITH FIXED EFFECTS BASED ON EXPECTED QUANTITIES, Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares, The robustness of conditional logit for binary response panel data models with serial correlation, Adjustments of profile likelihood through predictive densities, DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS, Adjusted QMLE for the spatial autoregressive parameter, Estimation of spatial autoregressive panel data models with fixed effects, Fixed effects estimation of structural parameters and marginal effects in panel probit models, 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, Penalized quantile regression for dynamic panel data, Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence, Estimation of average marginal effects in multiplicative unobserved effects panel models, Inference on trending panel data, Individual and time effects in nonlinear panel models with large \(N\), \(T\), Model selection in the presence of incidental parameters, Bias corrections for two-step fixed effects panel data estimators, Quantile regression for dynamic panel data with fixed effects, Determining individual or time effects in panel data models, Some recent developments in efficiency measurement in stochastic frontier models, Robust likelihood estimation of dynamic panel data models, Unified inference for nonlinear factor models from panels with fixed and large time span, Parametric Modeling of Quantile Regression Coefficient Functions With Longitudinal Data, The role of conditional likelihoods in latent variable modeling, Asymptotic theory for differentiated products demand models with many markets, Finite Mixture for Panels with Fixed Effects