Pages that link to "Item:Q3377454"

The following pages link to ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION (Q3377454):

Displaying 23 items.

• Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model (Q295407) (← links)
• IV, GMM or likelihood approach to estimate dynamic panel models when either \(N\) or \(T\) or both are large (Q494404) (← links)
• Asymptotic distributions of impulse response functions in short panel vector autoregressions (Q737958) (← links)
• A note on parameter estimation of panel vector autoregressive models with intercorrelation (Q844045) (← links)
• Statistical inference for panel dynamic simultaneous equations models (Q888331) (← links)
• Patent propensity, R\&D and market competition: dynamic spillovers of innovation leaders and followers (Q898591) (← links)
• Estimation of dynamic panel data models with both individual and time-specific effects (Q928906) (← links)
• Measuring dynamic efficiency: theories and an integrated methodology (Q1046084) (← links)
• Unified \(M\)-estimation of fixed-effects spatial dynamic models with short panels (Q1644255) (← links)
• Improved GMM estimation of panel VAR models (Q1659117) (← links)
• Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods (Q1867733) (← links)
• QML estimation of dynamic panel data models with spatial errors (Q2343773) (← links)
• Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity (Q2354856) (← links)
• Panel data analysis -- advantages and challenges (with comments and rejoinder) (Q2384656) (← links)
• Forecasting and turning point predictions in a Bayesian panel VAR model (Q2439062) (← links)
• Unit root tests for panel data with AR(1) errors and small T (Q2896001) (← links)
• Panel vector autoregression under cross-sectional dependence (Q3521272) (← links)
• Challenges for Panel Financial Analysis (Q4558820) (← links)
• A review of Dynamic Data Envelopment Analysis: state of the art and applications (Q4642110) (← links)
• Quasi maximum likelihood estimation of dynamic panel data models (Q5154051) (← links)
• Parameter estimation and inference with spatial lags and cointegration (Q5860949) (← links)
• First difference transformation in panel VAR models: Robustness, estimation, and inference (Q5862491) (← links)
• An augmented Anderson–Hsiao estimator for dynamic short-<i>T</i> panels^† (Q5865520) (← links)