Pages that link to "Item:Q4367740"

The following pages link to Estimation of a Panel Data Sample Selection Model (Q4367740):

Displaying 45 items.

• Root-\(N\) consistent semiparametric estimators of a dynamic panel-sample-selection model (Q288357) (← links)
• Endogenous selection or treatment model estimation (Q289184) (← links)
• Nonresponse in dynamic panel data models (Q291712) (← links)
• Selection bias in linear mixed models (Q478223) (← links)
• A generalized panel data switching regression model (Q485697) (← links)
• Semiparametric estimation of average treatment effect through a random coefficient dummy endogenous variable model (Q487514) (← links)
• Binary quantile regression with local polynomial smoothing (Q496136) (← links)
• Testing identifying assumptions in nonseparable panel data models (Q515125) (← links)
• Nonparametric identification in nonseparable panel data models with generalized fixed effects (Q527944) (← links)
• A root-\(N\) consistent estimator for some fixed-effects panel data sample selection models (Q694916) (← 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)
• Unbalanced panel data: a survey (Q849876) (← links)
• Multilevel and nonlinear panel data models (Q862785) (← links)
• Two-step estimation of panel data models with censored endogenous variables and selection bias (Q1298468) (← links)
• Distribution-free estimation of the random coefficient dummy endogenous variable model (Q1298482) (← links)
• Bayesian analysis of cross-section and clustered data treatment models (Q1580338) (← links)
• Semiparametric one-step estimation of a sample selection model with endogenous covariates (Q1621993) (← links)
• Identification and estimation of nonseparable single-index models in panel data with correlated random effects (Q1706450) (← links)
• Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable (Q1808544) (← links)
• Semiparametric Bayes analysis of longitudinal data treatment models (Q1858961) (← links)
• A maximum likelihood estimator based on first differences for a panel data Tobit model with individual specific effects (Q1927382) (← links)
• A semiparametric panel data model for markets in disequilibrium (Q1927764) (← links)
• Semiparametric estimation of a nonstationary panel data transformation model under symmetry (Q1934717) (← links)
• Rank estimation of a generalized fixed-effects regression model (Q1971783) (← links)
• Estimation of a censored regression panel data model using conditional moment restrictions efficiently (Q1971784) (← links)
• A panel quantile approach to attrition bias in big data: evidence from a randomized experiment (Q2000849) (← links)
• Sample selection models with monotone control functions (Q2074593) (← links)
• Bias correction for within-group estimation of panel data models with fixed effects and sample selection (Q2096240) (← links)
• Monte Carlo evidence on the estimation method for industry dynamics (Q2181490) (← links)
• Foreign direct investment in the enlarged EU: do taxes matter and to what extent? (Q2316846) (← links)
• Multiplicative-error models with sample selection (Q2343749) (← links)
• Factors affecting economic output in developed countries: a copula approach to sample selection with panel data (Q2353921) (← links)
• Heterogeneity and selection in dynamic panel data (Q2354866) (← links)
• Panel data analysis -- advantages and challenges (with comments and rejoinder) (Q2384656) (← links)
• Simple estimators for nonparametric panel data models with sample attrition (Q2439055) (← links)
• A semiparametric model for heterogeneous panel data with fixed effects (Q2516308) (← links)
• Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects (Q2635041) (← links)
• A control function approach to estimating switching regression models with endogenous explanatory variables and endogenous switching (Q2635042) (← links)
• Non-parametric regression with a latent time series (Q3161672) (← links)
• Non‐parametric models in binary choice fixed effects panel data (Q4913914) (← links)
• Estimation of Panel Data Regression Models with Two-Sided Censoring or Truncation (Q5413557) (← links)
• Selection correction in panel data models: An application to the estimation of females' wage equations (Q5427670) (← links)
• Two tests for strict exogeneity in a correlated random effects panel data Tobit model (Q6087532) (← links)