The following pages link to (Q3709749):
Displayed 50 items.
- Efficient estimation of models for dynamic panel data (Q98307) (← links)
- Fixed effects estimation of structural parameters and marginal effects in panel probit models (Q100624) (← links)
- Reconsidering heterogeneity in panel data estimators of the stochastic frontier model (Q262761) (← links)
- Identification of binary choice models with social interactions (Q280266) (← links)
- Non-causality in bivariate binary time series (Q291706) (← links)
- Discrete choice modeling with nonstationary panels applied to exchange rate regime choice (Q302205) (← links)
- Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models (Q311643) (← links)
- Estimating dynamic panel data discrete choice models with fixed effects (Q451257) (← links)
- Testing identifying assumptions in nonseparable panel data models (Q515125) (← links)
- The impact of a Hausman pretest on the size of a hypothesis test: the panel data case (Q530953) (← links)
- Non-parametric testing of discrete panel data models (Q579820) (← links)
- Orthogonality conditions for Tobit models with fixed effects and lagged dependent variables (Q689429) (← links)
- Modelling bilateral intra-industry trade indexes with panel data: a semiparametric approach (Q740095) (← links)
- Unbalanced panel data: a survey (Q849876) (← links)
- Multilevel and nonlinear panel data models (Q862785) (← links)
- Errors in variables in a random-effects probit model for panel data (Q900004) (← links)
- Residual risk revisited (Q914318) (← links)
- The conditional logit estimator for unequal panels (Q921844) (← links)
- Statistical inference in dynamic panel data models (Q928910) (← links)
- Maximum likelihood estimation of input demand models with fixed costs of adjustment (Q1039965) (← links)
- Group-specific stochastic production frontier models with parametric specifications (Q1042504) (← links)
- Regression-based specification tests for the multinomial logit model (Q1093298) (← links)
- Parameters of interest, nuisance parameters and orthogonality conditions. An application to autoregressive error component models (Q1265794) (← links)
- Convenient estimators for the panel probit model (Q1305638) (← links)
- Distribution-free estimation of some nonlinear panel data models (Q1305662) (← links)
- Marketing models of consumer heterogeneity (Q1305774) (← links)
- Exploiting cross-section variation for unit root inference in dynamic data (Q1327875) (← links)
- Transforming the error-components model for estimation with general ARMA disturbances (Q1347109) (← links)
- The equivalence of two estimators of the fixed-effects logit model (Q1389740) (← links)
- The incidental parameter problem since 1948 (Q1574223) (← links)
- Jackknife minimum distance estimation. (Q1603856) (← links)
- A quantile correlated random coefficients panel data model (Q1792446) (← links)
- Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable (Q1808544) (← links)
- GMM inference when the number of moment conditions in large (Q1808550) (← links)
- Binary choice panel data models with predetermined variables (Q1810682) (← links)
- Individual effects and dynamics in count data models. (Q1867715) (← links)
- Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods (Q1867733) (← links)
- A maximum likelihood estimator based on first differences for a panel data Tobit model with individual specific effects (Q1927382) (← links)
- Missing dependent variables in fixed-effects models (Q2000856) (← links)
- Integrated likelihood based inference for nonlinear panel data models with unobserved effects (Q2024474) (← links)
- Editorial: Introduction to the annals issue in honor of Gary Chamberlain (Q2074607) (← links)
- Feedback in panel data models (Q2074608) (← links)
- Robust likelihood estimation of dynamic panel data models (Q2074610) (← links)
- Design-based analysis in difference-in-differences settings with staggered adoption (Q2074611) (← links)
- Who wins, who loses? Identification of conditional causal effects, and the welfare impact of changing wages (Q2074619) (← links)
- The role of conditional likelihoods in latent variable modeling (Q2088910) (← links)
- Level-based estimation of dynamic panel models (Q2181491) (← links)
- On the unbiased asymptotic normality of quantile regression with fixed effects (Q2190248) (← links)
- Nonparametric estimation of the ability density in the mixed-effect Rasch model (Q2199700) (← links)
- Semiparametric identification in panel data discrete response models (Q2224974) (← links)