Pages that link to "Item:Q5472979"
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The following pages link to The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators (Q5472979):
Displaying 50 items.
- A SPATIAL DYNAMIC PANEL DATA MODEL WITH BOTH TIME AND INDIVIDUAL FIXED EFFECTS (Q77666) (← links)
- Fixed effects estimation of structural parameters and marginal effects in panel probit models (Q100624) (← links)
- Testing slope homogeneity in large panels (Q290939) (← links)
- The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models (Q291709) (← links)
- Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model (Q295407) (← links)
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large (Q295707) (← links)
- Dynamic panels with threshold effect and endogeneity (Q337767) (← links)
- Estimating dynamic panel data discrete choice models with fixed effects (Q451257) (← links)
- Long difference instrumental variables estimation for dynamic panel models with fixed effects (Q451263) (← links)
- Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects (Q451270) (← links)
- Bootstrap inference for linear dynamic panel data models with individual fixed effects (Q494176) (← links)
- IV, GMM or likelihood approach to estimate dynamic panel models when either \(N\) or \(T\) or both are large (Q494404) (← links)
- Asymptotic distribution of quasi-maximum likelihood estimation of dynamic panels using long difference transformation when both \(N\) and \(T\) are large (Q513770) (← links)
- Bias in dynamic panel models under time series misspecification (Q527974) (← links)
- Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions (Q528179) (← links)
- Indirect inference for dynamic panel models (Q530970) (← links)
- A note on transformed likelihood approach in linear dynamic panel models (Q719008) (← links)
- GMM estimation of social interaction models with centrality (Q736691) (← links)
- The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models: some additional results (Q736699) (← links)
- Quantile regression for dynamic panel data with fixed effects (Q738001) (← links)
- Some properties of the LIML estimator in a dynamic panel structural equation (Q738111) (← links)
- Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration (Q738131) (← links)
- Statistical inference for panel dynamic simultaneous equations models (Q888331) (← links)
- Estimation of heterogeneous panels with structural breaks (Q898593) (← links)
- Penalized quantile regression for dynamic panel data (Q989274) (← links)
- Bootstrap-based bias correction for dynamic panels (Q1017030) (← links)
- A maximum likelihood method for the incidental parameter problem (Q1043759) (← links)
- Improved GMM estimation of panel VAR models (Q1659117) (← links)
- On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions (Q1659119) (← links)
- Bias-corrected estimation of panel vector autoregressions (Q1670169) (← links)
- Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes (Q1753051) (← links)
- Inference on trending panel data (Q1792445) (← 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)
- Asymptotic distribution of misspecified random effects estimator for a dynamic panel model with fixed effects when both n and T are large (Q1927538) (← links)
- Panel AR(1) estimators under misspecification (Q1934932) (← links)
- Dynamic spatial panel data models with common shocks (Q2043260) (← links)
- Impact of regulatory trade barriers and controls of the movement of capital and people on international trade of selected central, eastern and southeastern European economies (Q2051194) (← links)
- Robust likelihood estimation of dynamic panel data models (Q2074610) (← links)
- On the semi-varying coefficient dynamic panel data model with autocorrelated errors (Q2143011) (← links)
- Half-panel jackknife estimation for dynamic panel models (Q2180747) (← links)
- On the unbiased asymptotic normality of quantile regression with fixed effects (Q2190248) (← links)
- Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure (Q2224986) (← links)
- The limited information maximum likelihood approach to dynamic panel structural equation models (Q2255166) (← links)
- Fixed-effects dynamic spatial panel data models and impulse response analysis (Q2294515) (← links)
- Higher order mean squared error of generalized method of moments estimators for nonlinear models (Q2320739) (← links)
- Variable selection in panel models with breaks (Q2323384) (← links)
- Many IVs estimation of dynamic panel regression models with measurement error (Q2399538) (← links)
- Efficient GMM estimation of spatial dynamic panel data models with fixed effects (Q2451772) (← links)
- Testing a linear dynamic panel data model against nonlinear alternatives (Q2512605) (← links)
