The following pages link to (Q3747597):
Displaying 50 items.
- Estimation of spatial autoregressive panel data models with fixed effects (Q77665) (← links)
- Initial conditions and moment restrictions in dynamic panel data models (Q83297) (← links)
- Efficient estimation of models for dynamic panel data (Q98307) (← links)
- Randomization, endogeneity and laboratory experiments: the role of cash balances in private value auctions (Q262727) (← links)
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large (Q295707) (← links)
- An autoregressive growth model for longitudinal item analysis (Q316734) (← links)
- A modified residual-based test for serial correlation in linear panel data models (Q403516) (← links)
- Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary (Q413960) (← links)
- When does Heckman's two-step procedure for censored data work and when does it not? (Q434403) (← links)
- Identification and estimation of econometric models with group interactions, contextual factors and fixed effects (Q451239) (← links)
- Improved inference in the evaluation of mutual fund performance using panel bootstrap methods (Q473239) (← links)
- The impact of a Hausman pretest, applied to panel data, on the coverage probability of confidence intervals (Q500567) (← links)
- An algorithm for panel ANOVA with grouped data (Q548175) (← links)
- Oracle inequalities and optimal inference under group sparsity (Q651028) (← links)
- New-firm formation in Italy (Q673415) (← links)
- Orthogonality conditions for Tobit models with fixed effects and lagged dependent variables (Q689429) (← links)
- A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service (Q689432) (← links)
- Solvency supervision based on a total balance sheet approach (Q732108) (← links)
- Estimation of technical inefficiency in panel data models with firm- and time-specific effects (Q806902) (← links)
- Missing observations and panal data. A Monte-Carlo analysis (Q806928) (← links)
- Testing for unit roots usign panel data. Application to the French stock market efficiency (Q806930) (← links)
- Regression modelling of the flows in an input-output table with accounting constraints (Q840958) (← links)
- The determinants of bank capital ratios in a developing economy (Q842834) (← links)
- Unbalanced panel data: a survey (Q849876) (← links)
- A tax and redistribution experiment with subjects that switch from risk aversion to risk preference (Q857981) (← links)
- Multilevel and nonlinear panel data models (Q862785) (← links)
- On the appropriateness of inappropriate VaR models (Q878314) (← links)
- Errors in variables in a random-effects probit model for panel data (Q900004) (← links)
- BLUP in the nested panel regression model with serially correlated errors (Q956736) (← links)
- Remarks on between estimator in the intraclass correlation model with missing data (Q957323) (← links)
- Optimal tests against the alternative hypothesis of panel unit roots (Q961422) (← links)
- Weighted empirical likelihood for generalized linear models with longitudinal data (Q989271) (← links)
- Partially linear models and polynomial spline approximations for the analysis of unbalanced panel data (Q1007448) (← links)
- The specification of technical and allocative inefficiency in stochastic production and profit frontiers (Q1087457) (← links)
- A nonparametric test for poolability using panel data (Q1126479) (← links)
- Stochastic production frontiers and panel data: A latent variable framework (Q1129997) (← links)
- On a pooled estimator and its finite-sample moments (Q1174642) (← links)
- A transformation that will circumvent the problem of autocorrelation in an error-component model (Q1176603) (← links)
- A standardized test for the error components model with the two-way layout (Q1182964) (← links)
- Simultaneous equations and panel data (Q1186051) (← links)
- A monotonic property for iterative GLS in the two-way random effects model (Q1194025) (← links)
- Monte Carlo results on several new and existing tests for the error component model (Q1203086) (← links)
- Simulated maximum likelihood estimation of dynamic discrete choice statistical models. Some Monte Carlo results (Q1265785) (← links)
- Estimating binary multilevel models through indirect inference. (Q1277693) (← links)
- Relative efficiency of first difference estimator in panel data regression with serially correlated error components (Q1290861) (← links)
- A longitudinal data analysis interpretation of credibility models (Q1302128) (← links)
- Testing serial correlation in semiparametric panel data models (Q1305628) (← links)
- Inferring technological parameters from incomplete panel data (Q1305636) (← links)
- A new approach to firm evaluation (Q1313175) (← links)
- Panel estimates of the gender earnings gap. Individual-specific intercept and individual-specific slope models (Q1318983) (← links)
