Pages that link to "Item:Q3156188"

The following pages link to The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects (Q3156188):

Displaying 22 items.

• Fixed effects estimation of structural parameters and marginal effects in panel probit models (Q100624) (← links)
• Estimating dynamic panel data discrete choice models with fixed effects (Q451257) (← links)
• A Bayesian approach to model-based clustering for binary panel probit models (Q452570) (← links)
• Bias corrections for two-step fixed effects panel data estimators (Q737959) (← links)
• The role of conditional likelihoods in latent variable modeling (Q2088910) (← links)
• Second-order corrected likelihood for nonlinear panel models with fixed effects (Q2224973) (← links)
• The robustness of conditional logit for binary response panel data models with serial correlation (Q2694013) (← links)
• Finite Mixture for Panels with Fixed Effects (Q2870572) (← links)
• BOOTSTRAP AND <i>k</i>-STEP BOOTSTRAP BIAS CORRECTIONS FOR THE FIXED EFFECTS ESTIMATOR IN NONLINEAR PANEL DATA MODELS (Q2981824) (← links)
• Remedying the Neyman–Scott phenomenon in model discrimination (Q3019826) (← links)
• Two-Step Estimation of Endogenous and Exogenous Group Effects (Q3086365) (← links)
• Computationally feasible estimation of the covariance structure in generalized linear mixed models (Q3615039) (← links)
• MODELLING AND ESTIMATING INDIVIDUAL AND FIRM EFFECTS WITH COUNT PANEL DATA (Q4691247) (← links)
• Optimum shrinkage parameter selection for ridge type estimator of Tobit model (Q5065265) (← links)
• Keep it simple: estimation strategies for ordered response models with fixed effects (Q5130537) (← links)
• Technical Note—Data-Based Dynamic Pricing and Inventory Control with Censored Demand and Limited Price Changes (Q5144774) (← links)
• A Monte Carlo study of bias corrections for panel probit models (Q5222313) (← links)
• Modified Profile Likelihood for Fixed-Effects Panel Data Models (Q5863655) (← links)
• Individual and time effects in nonlinear panel models with large \(N\), \(T\) (Q5964762) (← links)
• Parametric Bootstrap Inference for Stratified Models With High-Dimensional Nuisance Specifications (Q6064413) (← links)
• Sustainable budgeting and financial balance: which lever will you pull? (Q6112639) (← links)
• A Bayesian approach towards missing covariate data in multilevel latent regression models (Q6198878) (← links)