Pages that link to "Item:Q5475003"
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The following pages link to Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large (Q5475003):
Displaying 50 items.
- Estimation of spatial autoregressive panel data models with fixed effects (Q77665) (← links)
- 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)
- Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence (Q278496) (← links)
- Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large (Q289174) (← links)
- Testing slope homogeneity in large panels (Q290939) (← links)
- Difference in difference meets generalized least squares: higher order properties of hypotheses tests (Q295397) (← 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)
- Panel cointegration with global stochastic trends (Q302100) (← 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)
- Improved inference in the evaluation of mutual fund performance using panel bootstrap methods (Q473239) (← links)
- Editorial: High dimensional problems in econometrics (Q494161) (← 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)
- Inference and testing breaks in large dynamic panels with strong cross sectional dependence (Q503563) (← links)
- Bias in dynamic panel models under time series misspecification (Q527974) (← links)
- A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model (Q528032) (← links)
- Indirect inference for dynamic panel models (Q530970) (← links)
- Bias corrections for two-step fixed effects panel data estimators (Q737959) (← links)
- Quantile regression for dynamic panel data with fixed effects (Q738001) (← links)
- Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators (Q834320) (← links)
- Statistical inference for panel dynamic simultaneous equations models (Q888331) (← links)
- Grouped effects estimators in fixed effects models (Q894647) (← links)
- Estimation of heterogeneous panels with structural breaks (Q898593) (← links)
- Estimation of dynamic panel data models with both individual and time-specific effects (Q928906) (← links)
- Penalized quantile regression for dynamic panel data (Q989274) (← links)
- A maximum likelihood method for the incidental parameter problem (Q1043759) (← links)
- Testing for unit roots in short panels allowing for a structural break (Q1623539) (← links)
- Improved GMM estimation of panel VAR models (Q1659117) (← links)
- Bias-corrected estimation of panel vector autoregressions (Q1670169) (← links)
- Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects (Q1695655) (← links)
- Immigration and public finances in OECD countries (Q1734612) (← links)
- Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes (Q1753051) (← links)
- Inference on trending panel data (Q1792445) (← links)
- Estimation of random coefficients logit demand models with interactive fixed effects (Q1792466) (← links)
- Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models (Q1792483) (← links)
- Analysis of interactive fixed effects dynamic linear panel regression with measurement error (Q1925892) (← links)
- Does Jeffrey's prior alleviate the incidental parameter problem? (Q1927418) (← 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)
- Bias-corrected estimation in dynamic panel data models with heteroscedasticity (Q1929404) (← links)
- Explaining the single factor bias of arbitrage pricing models in finite samples (Q1934712) (← links)
- Panel AR(1) estimators under misspecification (Q1934932) (← links)
- Evaluating panel data forecasts under independent realization (Q2018600) (← links)
- Integrated likelihood based inference for nonlinear panel data models with unobserved effects (Q2024474) (← links)
- Inference without smoothing for large panels with cross-sectional and temporal dependence (Q2024477) (← links)
- Dynamic spatial panel data models with common shocks (Q2043260) (← links)
- On CUSUM test for dynamic panel models (Q2059108) (← links)
- Robust likelihood estimation of dynamic panel data models (Q2074610) (← links)
