Pages that link to "Item:Q3962394"

The following pages link to Serial Correlation and the Fixed Effects Model (Q3962394):

Displaying 21 items.

• Optimal weighted average power similar tests for the covariance structure in the linear regression model (Q261899) (← links)
• Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large (Q289174) (← links)
• The Hausman-Taylor panel data model with serial correlation (Q449410) (← links)
• Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects (Q451270) (← links)
• Improved inference in the evaluation of mutual fund performance using panel bootstrap methods (Q473239) (← links)
• Firms' fundamentals, macroeconomic variables and quarterly stock prices in the US (Q473249) (← links)
• Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators (Q834320) (← links)
• A transformation that will circumvent the problem of autocorrelation in an error-component model (Q1176603) (← links)
• Asymmetric price adjustment in a menu-cost model (Q1601981) (← links)
• Testing AR(1) against MA(1) disturbances in an error component model (Q1899229) (← links)
• Optimal data collection design in machine learning: the case of the fixed effects generalized least squares panel data model (Q2071307) (← links)
• Pricing anomaly at the first sight: same borrower in different currencies faces different credit spreads -- an explanation by means of a quanto option (Q2353849) (← links)
• A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS (Q3408522) (← links)
• WEIGHTED AVERAGE POWER SIMILAR TESTS FOR STRUCTURAL CHANGE IN THE GAUSSIAN LINEAR REGRESSION MODEL (Q3632418) (← links)
• Useful matrix transformations for panel data analysis: a survey (Q4275289) (← links)
• The frisch-waugh theorem and generalized least squares (Q4355155) (← links)
• X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION (Q4979939) (← links)
• (Q4998879) (← links)
• A robust test for serial correlation in panel data models (Q5040543) (← links)
• Testing for Serial Correlation in Fixed-Effects Panel Data Models (Q5863656) (← links)
• Dynamic pricing using flexible heterogeneous sales response models (Q6556796) (← links)