Pages that link to "Item:Q1867715"
From MaRDI portal
The following pages link to Individual effects and dynamics in count data models. (Q1867715):
Displaying 16 items.
- Modelling changes in Arctic sea ice cover: an application of generalized and inflated beta and gamma densities (Q499757) (← links)
- Semi-parametric models for negative binomial panel data (Q505488) (← links)
- Knowledge spillovers in US patents: a dynamic patent intensity model with secret common innovation factors (Q736686) (← links)
- Mixed INAR(1) Poisson regression models: Analyzing heterogeneity and serial dependencies in longitudinal count data (Q1305795) (← links)
- Score-driven dynamic patent count panel data models (Q1668650) (← links)
- Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects (Q1739883) (← links)
- Accounting for persistence in panel count data models. An application to the number of patents awarded (Q1788032) (← links)
- Individual effects and dynamics in count data models. (Q1867715) (← links)
- Transformations and moment conditions for dynamic fixed effects logit models (Q2155300) (← links)
- Second-order corrected likelihood for nonlinear panel models with fixed effects (Q2224973) (← links)
- Exponential regression of fractional-response fixed-effects models with an application to firm capital structure (Q2312953) (← links)
- SKILL BIAS IN AN ENDOGENOUS GROWTH MODEL: EVALUATING THE CASE FOR MARKET SIZE AND ACCELERATION EFFECTS (Q2843414) (← links)
- The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects (Q3156188) (← links)
- Bivariate Time Series Modeling of Financial Count Data (Q3424164) (← links)
- Consistent estimation of binary‐choice panel data models with heterogeneous linear trends (Q5488512) (← links)
- Fluctuations and precise deviations of cumulative INAR time series (Q6048968) (← links)
