Pages that link to "Item:Q4610735"
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The following pages link to Split-panel Jackknife Estimation of Fixed-effect Models (Q4610735):
Displayed 45 items.
- Panel data analysis with heterogeneous dynamics (Q130132) (← links)
- Smoothed quantile regression for panel data (Q284303) (← links)
- Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects (Q1695655) (← links)
- Mean group estimation in presence of weakly cross-correlated estimators (Q1714093) (← links)
- Identifying types in contest experiments (Q2021785) (← links)
- On the estimation of technical and allocative efficiency in a panel stochastic production frontier system model: some new formulations and generalizations (Q2023958) (← links)
- Integrated likelihood based inference for nonlinear panel data models with unobserved effects (Q2024474) (← links)
- Jackknife bias reduction for simulated maximum likelihood estimator of discrete choice models (Q2083556) (← links)
- Bias in instrumental-variable estimators of fixed-effect models for count data (Q2126209) (← links)
- Improving finite sample approximation by central limit theorems for estimates from data envelopment analysis (Q2178131) (← links)
- Half-panel jackknife estimation for dynamic panel models (Q2180747) (← links)
- Identification and estimation in panel models with overspecified number of groups (Q2182146) (← links)
- On the unbiased asymptotic normality of quantile regression with fixed effects (Q2190248) (← links)
- Editorial: Celebrating 40 years of panel data analysis: past, present and future (Q2224972) (← links)
- Second-order corrected likelihood for nonlinear panel models with fixed effects (Q2224973) (← links)
- Identifying latent group structures in nonlinear panels (Q2224976) (← links)
- Nonlinear factor models for network and panel data (Q2224978) (← links)
- On the robustness of the pooled CCE estimator (Q2224980) (← links)
- Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence (Q2280581) (← links)
- Determining individual or time effects in panel data models (Q2295800) (← links)
- Variable selection in panel models with breaks (Q2323384) (← links)
- Quantiles via moments (Q2330750) (← links)
- Technical and allocative efficiency in a panel stochastic production frontier system model (Q2424783) (← links)
- An incidental parameters free inference approach for panels with common shocks (Q2673194) (← links)
- Estimation of panel group structure models with structural breaks in group memberships and coefficients (Q2688649) (← links)
- The persistence of wages (Q2693942) (← links)
- The robustness of conditional logit for binary response panel data models with serial correlation (Q2694013) (← links)
- Parametric Modeling of Quantile Regression Coefficient Functions With Longitudinal Data (Q4999156) (← links)
- A James-Stein-type adjustment to bias correction in fixed effects panel models (Q5095207) (← links)
- A Monte Carlo study of bias corrections for panel probit models (Q5222313) (← links)
- Double filter instrumental variable estimation of panel data models with weakly exogenous variables (Q5860959) (← links)
- Multistep forecast selection for panel data (Q5861003) (← links)
- Determination of different types of fixed effects in three-dimensional panels* (Q5861054) (← links)
- An augmented Anderson–Hsiao estimator for dynamic short-<i>T</i> panels<sup>†</sup> (Q5865520) (← links)
- Individual and time effects in nonlinear panel models with large \(N\), \(T\) (Q5964762) (← links)
- Time-specific average estimation of dynamic panel regressions (Q6039103) (← links)
- COMPETITION AND MULTILEVEL TECHNOLOGY ADOPTION: A DYNAMIC ANALYSIS OF ELECTRONIC MEDICAL RECORDS ADOPTION IN U.S. HOSPITALS (Q6088613) (← links)
- Linear panel regressions with two-way unobserved heterogeneity (Q6090548) (← links)
- Uniform inference in linear panel data models with two-dimensional heterogeneity (Q6108272) (← links)
- Estimation and identification of latent group structures in panel data (Q6108310) (← links)
- Binary response models for heterogeneous panel data with interactive fixed effects (Q6108322) (← links)
- SECOND-ORDER BIAS REDUCTION FOR NONLINEAR PANEL DATA MODELS WITH FIXED EFFECTS BASED ON EXPECTED QUANTITIES (Q6115049) (← links)
- A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data (Q6190697) (← links)
- Estimation and inference by stochastic optimization (Q6193080) (← links)
- Network and panel quantile effects via distribution regression (Q6199639) (← links)