Pages that link to "Item:Q3916338"

The following pages link to Panel Data and Unobservable Individual Effects (Q3916338):

Displaying 50 items.

• A diagnostic for bias in linear mixed model estimators induced by dependence between the random effects and the corresponding model matrix (Q82361) (← links)
• Efficient estimation of models for dynamic panel data (Q98307) (← links)
• Another look at the instrumental variable estimation of error-components models (Q98310) (← links)
• Randomization, endogeneity and laboratory experiments: the role of cash balances in private value auctions (Q262727) (← links)
• Panel estimators and the identification of firm-specific efficiency levels in parametric, semiparametric and nonparametric settings (Q262763) (← links)
• Estimation of patent licensing value using a flexible demand specification (Q280245) (← links)
• Efficient estimation and inference in linear pseudo-panel data models (Q290972) (← links)
• Nonparametric instrumental variable estimation in practice (Q312371) (← links)
• Panel data models with multiple time-varying individual effects (Q386936) (← links)
• Heuristic optimization methods for dynamic panel data model selection: application on the Russian innovative performance (Q429539) (← links)
• The Hausman-Taylor panel data model with serial correlation (Q449410) (← links)
• A Hausman-Taylor instrumental variable approach to the penalized estimation of quantile panel models (Q485563) (← links)
• The impact of a Hausman pretest, applied to panel data, on the coverage probability of confidence intervals (Q500567) (← links)
• Spatial dynamic panel data models with interactive fixed effects (Q515141) (← links)
• The impact of a Hausman pretest on the size of a hypothesis test: the panel data case (Q530953) (← links)
• On the testing of correlated effects with panel data (Q689433) (← links)
• Grouped-data estimation and testing in simple labor-supply models (Q751160) (← links)
• Design of randomized experiments to measure social interaction effects (Q846622) (← links)
• Grouped effects estimators in fixed effects models (Q894647) (← links)
• Some useful equivalence properties of Hausman's test (Q899729) (← links)
• Estimating the model with fixed and random effects by a robust method (Q905235) (← links)
• Fixed, random, or something in between? A variant of Hausman's specification test for panel data estimators (Q985203) (← links)
• Testing the fixed effects restrictions? A Monte Carlo study of Chamberlain's minimum chi-squared test (Q1021777) (← links)
• A note on the equivalence of specification tests in the two-factor multivariate variance components model (Q1084827) (← links)
• Maximum likelihood estimation of random effects models (Q1093302) (← links)
• Unobservable individual effects in unbalanced panel data (Q1128551) (← links)
• Stochastic production frontiers and panel data: A latent variable framework (Q1129997) (← links)
• Small sample considerations in estimation from panel data (Q1135079) (← links)
• Pooling. An experimental study of alternative testing and estimation procedures in a two-way error component model (Q1162096) (← links)
• Formulation and estimation of dynamic models using panel data (Q1165549) (← links)
• Simultaneous equations and panel data (Q1186051) (← links)
• Stochastic panel frontiers: A semiparametric approach (Q1298450) (← links)
• Two-step estimation of panel data models with censored endogenous variables and selection bias (Q1298468) (← links)
• Panel estimates of the gender earnings gap. Individual-specific intercept and individual-specific slope models (Q1318983) (← links)
• Exploiting cross-section variation for unit root inference in dynamic data (Q1327875) (← links)
• Specification tests in simultaneous equations systems (Q1341189) (← links)
• Properties of Honda's test of random individual effects in non-linear regressions (Q1402930) (← links)
• Semiparametric-efficient estimation of AR(1) panel data models. (Q1414626) (← links)
• Changes in relative wages in the 1980s: Returns to observed and unobserved skills and black-white wage differentials (Q1588302) (← links)
• A Stein-like estimator for linear panel data models (Q1668195) (← links)
• Robust linear static panel data models using \(\varepsilon\)-contamination (Q1680195) (← links)
• Can religion explain cross-country differences in inequality? A global perspective (Q1703366) (← links)
• Efficient estimation of panel data models with strictly exogenous explanatory variables (Q1808562) (← links)
• Identification and sequential estimation of panel data models with insufficient exclusion restrictions (Q1810670) (← links)
• Estimating multi-way error components models with unbalanced data structures. (Q1858908) (← links)
• Specification issues and confidence intervals in unilateral price effects analysis (Q1868979) (← links)
• Assessing cross-sectional correlation in panel data (Q1902503) (← links)
• Specification testing in panel data with instrumental variables (Q1915453) (← links)
• A reformulation of the Hausman test for regression models with pooled cross-section-time-series data (Q1915454) (← links)
• A Bayesian analysis of exogeneity in models pooling time-series and cross-sectional data (Q1918157) (← links)