Pages that link to "Item:Q494404"

The following pages link to IV, GMM or likelihood approach to estimate dynamic panel models when either \(N\) or \(T\) or both are large (Q494404):

Displaying 10 items.

• Dynamic panels with threshold effect and endogeneity (Q337767) (← links)
• Asymptotic distribution of quasi-maximum likelihood estimation of dynamic panels using long difference transformation when both \(N\) and \(T\) are large (Q513770) (← links)
• Statistical inference for panel dynamic simultaneous equations models (Q888331) (← links)
• Panel models with interactive effects (Q1792467) (← links)
• Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models (Q1792483) (← links)
• JIVE FOR PANEL DYNAMIC SIMULTANEOUS EQUATIONS MODELS (Q4554605) (← links)
• On estimation of two-dimensional dynamic panel model with confounders (Q5082832) (← links)
• Estimation of fixed effects dynamic panel data models: linear differencing or conditional expectation (Q5861015) (← links)
• First difference or forward demeaning: Implications for the method of moments estimators (Q5864653) (← links)
• An augmented Anderson–Hsiao estimator for dynamic short-<i>T</i> panels^† (Q5865520) (← links)