Pages that link to "Item:Q3868624"
From MaRDI portal
The following pages link to Analysis of Covariance with Qualitative Data (Q3868624):
Displaying 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)
- Estimation of a panel data model with parametric temporal variation in individual effects (Q262760) (← links)
- Reconsidering heterogeneity in panel data estimators of the stochastic frontier model (Q262761) (← links)
- A consistent estimator for the binomial distribution in the presence of ``incidental parameters'': an application to patent data (Q269232) (← links)
- Panel data methods for fractional response variables with an application to test pass rates (Q295559) (← links)
- Estimating dynamic panel data discrete choice models with fixed effects (Q451257) (← links)
- Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data (Q473354) (← links)
- A generalized panel data switching regression model (Q485697) (← links)
- Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions (Q528179) (← links)
- Non-parametric testing of discrete panel data models (Q579820) (← links)
- Identification and estimation of dynamic models with a time series of repeated cross-sections (Q689435) (← links)
- Estimating panel data models in the presence of endogeneity and selection (Q736533) (← links)
- Root-\(N\)-consistent estimation of fixed-effect panel data transformation models with censoring (Q736701) (← links)
- Bias corrections for two-step fixed effects panel data estimators (Q737959) (← links)
- Lock-in and unobserved preferences in server operating systems: a case of Linux vs. Windows (Q738177) (← links)
- Estimating dynamic binary choice models using irregularly spaced panel data (Q777739) (← links)
- Grouped effects estimators in fixed effects models (Q894647) (← links)
- Errors in variables in panel data with a binary dependent variable (Q899961) (← links)
- Errors in variables in a random-effects probit model for panel data (Q900004) (← links)
- The conditional logit estimator for unequal panels (Q921844) (← links)
- Collusion as public monitoring becomes noisy: Experimental evidence (Q1017787) (← links)
- Maximum likelihood estimation of input demand models with fixed costs of adjustment (Q1039965) (← links)
- Multivariate regression models for panel data (Q1050065) (← links)
- Simultaneous equations and panel data (Q1186051) (← links)
- Simulated maximum likelihood estimation of dynamic discrete choice statistical models. Some Monte Carlo results (Q1265785) (← links)
- Reinterpreting arbitration's narcotic effect: An experimental study of learning in repeated bargaining (Q1272976) (← links)
- Two-step estimation of panel data models with censored endogenous variables and selection bias (Q1298468) (← links)
- Convenient estimators for the panel probit model (Q1305638) (← links)
- Distribution-free estimation of some nonlinear panel data models (Q1305662) (← links)
- Stochastic token theory (Q1368382) (← links)
- The equivalence of two estimators of the fixed-effects logit model (Q1389740) (← links)
- A convenient method for the estimation of the multinomial logit model with fixed effects (Q1668172) (← links)
- Semiparametric estimation of panel data models without monotonicity or separability (Q1792459) (← links)
- Panel models with interactive effects (Q1792467) (← links)
- Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models (Q1792483) (← links)
- A double-hurdle rational addiction model with heterogeneity: Estimating the demand for tobacco (Q1808555) (← links)
- Binary choice panel data models with predetermined variables (Q1810682) (← links)
- Loglinear models and categorical data analysis with psychometric and econometric applications (Q1838799) (← links)
- Bayesian evaluation of non-admissible conditioning (Q1886285) (← links)
- Selection corrections for panel data models under conditional mean independence assumptions (Q1899228) (← links)
- Identification and estimation of thresholds in the fixed effects ordered logit model (Q1925648) (← links)
- Does Jeffrey's prior alleviate the incidental parameter problem? (Q1927418) (← links)
- A simple method for estimating unconditional heterogeneity distributions in correlated random effects models (Q1942867) (← links)
- Rank estimation of a generalized fixed-effects regression model (Q1971783) (← links)
- A numerically stable quadrature procedure for the one-factor random-component discrete choice model (Q1971789) (← links)
- Missing dependent variables in fixed-effects models (Q2000856) (← links)
- Integrated likelihood based inference for nonlinear panel data models with unobserved effects (Q2024474) (← links)
- Sufficient statistics for unobserved heterogeneity in structural dynamic logit models (Q2043231) (← links)
- Estimating endogenous ordered response panel data models with an application to income gradient in child health (Q2061761) (← links)
