Pages that link to "Item:Q4610536"

The following pages link to Identifying Distributional Characteristics in Random Coefficients Panel Data Models (Q4610536):

Displaying 20 items.

• Panel data analysis with heterogeneous dynamics (Q130132) (← links)
• A quantile correlated random coefficients panel data model (Q1792446) (← links)
• Rate-optimal nonparametric estimation for random coefficient regression models (Q2203623) (← links)
• Editorial: Celebrating 40 years of panel data analysis: past, present and future (Q2224972) (← links)
• Estimation of heterogeneous panels with systematic slope variations (Q2224984) (← links)
• Broken or fixed effects? (Q2312974) (← links)
• The triangular model with random coefficients (Q2405910) (← links)
• Binary response correlated random coefficient panel data models (Q2516313) (← links)
• Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares (Q2682968) (← links)
• Irregular identification of structural models with nonparametric unobserved heterogeneity (Q2697977) (← links)
• IDENTIFICATION OF JOINT DISTRIBUTIONS IN DEPENDENT FACTOR MODELS (Q4599620) (← links)
• NONLINEAR PANEL DATA MODELS WITH DISTRIBUTION-FREE CORRELATED RANDOM EFFECTS (Q5024495) (← links)
• ON THE UNIFORM CONVERGENCE OF DECONVOLUTION ESTIMATORS FROM REPEATED MEASUREMENTS (Q5065461) (← links)
• ESTIMATION FOR DYNAMIC PANEL DATA WITH INDIVIDUAL EFFECTS (Q5221308) (← links)
• IDENTIFICATION OF PAIRED NONSEPARABLE MEASUREMENT ERROR MODELS (Q5357393) (← links)
• Identification and estimation in a linear correlated random coefficients model with censoring (Q5860987) (← links)
• Uniform inference in linear panel data models with two-dimensional heterogeneity (Q6108272) (← links)
• Time-varying unobserved heterogeneity in earnings shocks (Q6108304) (← links)
• A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR (Q6122159) (← links)
• Endogeneity in weakly separable models without monotonicity (Q6193021) (← links)