The following pages link to (Q5475047):
Displaying 50 items.
- Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data (Q73022) (← 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)
- Smoothed quantile regression for panel data (Q284303) (← links)
- Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large (Q289174) (← links)
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large (Q295707) (← links)
- Discrete choice modeling with nonstationary panels applied to exchange rate regime choice (Q302205) (← links)
- Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects (Q451270) (← links)
- Efficient minimum distance estimator for quantile regression fixed effects panel data (Q476212) (← links)
- Asymptotics for panel quantile regression models with individual effects (Q528023) (← links)
- Jackknife estimation of stationary autoregressive models (Q528128) (← links)
- Indirect inference for dynamic panel models (Q530970) (← links)
- An alternative root-\(n\) consistent estimator for panel data binary choice models (Q530973) (← links)
- A root-\(N\) consistent estimator for some fixed-effects panel data sample selection models (Q694916) (← links)
- Bias corrections for two-step fixed effects panel data estimators (Q737959) (← links)
- Quantile regression for dynamic panel data with fixed effects (Q738001) (← links)
- Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach (Q826961) (← links)
- Grouped effects estimators in fixed effects models (Q894647) (← links)
- Penalized quantile regression for dynamic panel data (Q989274) (← links)
- Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects (Q1695655) (← links)
- Identification and estimation of nonseparable single-index models in panel data with correlated random effects (Q1706450) (← links)
- Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes (Q1753051) (← links)
- A quantile correlated random coefficients panel data model (Q1792446) (← links)
- Estimation of random coefficients logit demand models with interactive fixed effects (Q1792466) (← 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)
- A panel quantile approach to attrition bias in big data: evidence from a randomized experiment (Q2000849) (← links)
- Correlated random effects models with unbalanced panels (Q2000855) (← links)
- Integrated likelihood based inference for nonlinear panel data models with unobserved effects (Q2024474) (← links)
- Sufficient statistics for unobserved heterogeneity in structural dynamic logit models (Q2043231) (← links)
- Analytical bias correction for two-step fixed effects models with copula-distributed errors (Q2158375) (← 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)
- Unified inference for nonlinear factor models from panels with fixed and large time span (Q2323363) (← links)
- Quantiles via moments (Q2330750) (← links)
- Asymptotic theory for differentiated products demand models with many markets (Q2343768) (← links)
- A general method for third-order bias and variance corrections on a nonlinear estimator (Q2346025) (← links)
- Nonparametric estimation of the marginal effect in fixed-effect panel data models (Q2418504) (← links)
- Technical and allocative efficiency in a panel stochastic production frontier system model (Q2424783) (← links)
- Model selection in the presence of incidental parameters (Q2516318) (← links)
- Maximum likelihood estimation and inference for high dimensional generalized factor models with application to factor-augmented regressions (Q2673202) (← links)
- Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares (Q2682968) (← links)
- The persistence of wages (Q2693942) (← links)
