The following pages link to (Q4851746):
Displaying 50 items.
- Estimation of spatial autoregressive panel data models with fixed effects (Q77665) (← links)
- Panel estimators and the identification of firm-specific efficiency levels in parametric, semiparametric and nonparametric settings (Q262763) (← links)
- Semiparametric efficient estimation of dynamic panel data models (Q278254) (← links)
- The asymptotic distribution of the CADF unit root test in the presence of heterogeneous AR(\(p\)) errors (Q284178) (← links)
- Structure identification in panel data analysis (Q292885) (← links)
- A modified residual-based test for serial correlation in linear panel data models (Q403516) (← links)
- Statistical inference for fixed-effects partially linear regression models with errors in variables (Q451444) (← links)
- Simultaneous optimal estimation in linear mixed models (Q453722) (← links)
- Tests in variance components models under skew-normal settings (Q496100) (← links)
- Testing for serial correlation in three-dimensional panel data models (Q523787) (← links)
- Improved ANOVAE of the covariance matrix in general linear mixed models (Q545463) (← links)
- An algorithm for panel ANOVA with grouped data (Q548175) (← links)
- Statistical inference using a weighted difference-based series approach for partially linear regression models (Q631626) (← links)
- On exact tests of linear hypothesis in linear models with nested error structure (Q698012) (← links)
- A note on transformed likelihood approach in linear dynamic panel models (Q719008) (← links)
- Panel data models with cross-sectional dependence: a selective review (Q729667) (← links)
- Improved estimation of fixed effects panel data partially linear models with heteroscedastic errors (Q730427) (← links)
- GMM estimation of social interaction models with centrality (Q736691) (← links)
- Some properties of the LIML estimator in a dynamic panel structural equation (Q738111) (← links)
- An asymptotic theory for semiparametric generalized least squares estimation in partially linear regression models (Q816533) (← links)
- The determinants of bank capital ratios in a developing economy (Q842834) (← links)
- Multilevel and nonlinear panel data models (Q862785) (← links)
- A two-stage approach to semilinear in-slide models (Q943600) (← links)
- Simultaneous optimality of LSE and ANOVA estimate in general mixed models (Q953226) (← links)
- Statistical inference for panel data semiparametric partially linear regression models with heteroscedastic errors (Q962206) (← links)
- Heavy-tailed longitudinal data modeling using copulas (Q998301) (← links)
- Nonparametric regression estimation with general parametric error covariance (Q1000563) (← links)
- Partially linear models and polynomial spline approximations for the analysis of unbalanced panel data (Q1007448) (← links)
- Panel data with errors-in-variables: essential and redundant orthogonality conditions in GMM-estimation (Q1128920) (← links)
- The German wage curve: evidence from the IAB employment sample (Q1274637) (← links)
- Loss development forecasting models: an econometrician's view (Q1282143) (← links)
- Relative efficiency of first difference estimator in panel data regression with serially correlated error components (Q1290861) (← links)
- Inference for unit roots in dynamic panels where the time dimension is fixed (Q1298463) (← links)
- A longitudinal data analysis interpretation of credibility models (Q1302128) (← links)
- Inferring technological parameters from incomplete panel data (Q1305636) (← 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)
- Estimation of simultaneous systems of spatially interrelated cross sectional equations. (Q1421311) (← links)
- A seemingly unrelated regression model in a credibility framework. (Q1430670) (← links)
- The incidental parameter problem since 1948 (Q1574223) (← links)
- The East German wage curve 1993--1998 (Q1583168) (← links)
- A note on the proper econometric specification of the gravity equation (Q1606413) (← links)
- Testing the distribution of error components in panel data models (Q1614812) (← links)
- Testing for unit roots in short panels allowing for a structural break (Q1623539) (← links)
- Institutions and growth: a GMM/IV panel VAR approach (Q1668008) (← links)
- Nonparametric depth and quantile regression for functional data (Q1715535) (← links)
- \(D\)-optimal designs for multi-response linear mixed models (Q1731100) (← links)
- BLUP in the panel regression model with spatially and serially correlated error components (Q1856574) (← links)
- Estimating multi-way error components models with unbalanced data structures. (Q1858908) (← links)
- Small sample properties of the power function of \(F\) tests in two-way error component regression. (Q1864206) (← links)
