Pages that link to "Item:Q5591987"
From MaRDI portal
The following pages link to Efficient Inference in a Random Coefficient Regression Model (Q5591987):
Displayed 50 items.
- A simple new test for slope homogeneity in panel data models with interactive effects (Q114806) (← links)
- Statistical inference in a random coefficient panel model (Q284298) (← links)
- Testing slope homogeneity in large panels (Q290939) (← links)
- A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris (Q413964) (← links)
- Parsimonious structural equation models for repeated measures data, with application to the study of consumer preferences (Q418423) (← links)
- Efficient minimum distance estimator for quantile regression fixed effects panel data (Q476212) (← links)
- Inference and testing breaks in large dynamic panels with strong cross sectional dependence (Q503563) (← links)
- A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models (Q524816) (← links)
- A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service (Q689432) (← links)
- Estimation of a generalized random-effects model: some ECME algorithms and Monte Carlo evidence (Q953682) (← links)
- Multivariate regression models for panel data (Q1050065) (← links)
- Random group effects and the precision of regression estimates (Q1089714) (← links)
- Small samples and collateral information. An application of the hyperparameter model (Q1142004) (← links)
- Bayesian estimation of a random coefficient model (Q1259125) (← links)
- A longitudinal data analysis interpretation of credibility models (Q1302128) (← links)
- Panel estimates of the gender earnings gap. Individual-specific intercept and individual-specific slope models (Q1318983) (← links)
- On the use of panel data in stochastic frontier models with improper priors (Q1362063) (← links)
- Misspecified heterogeneity in panel data models (Q1381178) (← links)
- Generalized least squares estimators for covariance parameters for credibility regression models with moving average errors (Q1413397) (← links)
- Random coefficient regressions: parametric goodness-of-fit tests. (Q1417818) (← links)
- Efficient estimation of general linear mixed effects models (Q1600753) (← links)
- Comparison of forecast performance for homogeneous, heterogeneous and shrinkage estimators: some empirical evidence from US electricity and natural-gas consumption. (Q1608838) (← links)
- Currency misalignments in the BRIICS countries: fixed vs. floating exchange rates (Q1628351) (← links)
- A note on the unbiasedness of Swamy's estimator for the random coefficient regression model (Q1836244) (← links)
- Minimax estimation with random coefficients: Theory and application to stock returns (Q1914889) (← links)
- A panel data analysis: Research and development spillover (Q1960349) (← links)
- A partial adjustment valuation approach with stochastic and dynamic speeds of partial adjustment to measuring and evaluating the business value of information technology (Q1991195) (← links)
- Pushing the limit? Fiscal policy in the European Monetary Union (Q1994160) (← links)
- Tests for qualitative features in the random coefficients model (Q2002567) (← links)
- Maternal subjective expectations about the technology of skill formation predict investments in children one year later (Q2088253) (← links)
- Rank-based test for slope homogeneity in high-dimensional panel data models (Q2142463) (← links)
- Efficient estimation of heterogeneous coefficients in panel data models with common shocks (Q2173185) (← links)
- On the unbiased asymptotic normality of quantile regression with fixed effects (Q2190248) (← links)
- Estimation of heterogeneous panels with systematic slope variations (Q2224984) (← links)
- Heterogeneous structural breaks in panel data models (Q2224988) (← links)
- Generalized estimating equations for variance and covariance parameters in regression credibility models (Q2507613) (← links)
- Irregular identification of structural models with nonparametric unobserved heterogeneity (Q2697977) (← links)
- AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS (Q2786680) (← links)
- NEYMAN’S C(<i>α</i>) TEST FOR UNOBSERVED HETEROGENEITY (Q2981823) (← links)
- Response predictions in regressions on panel data (Q3038424) (← links)
- The Use of Permutation Tests for Variance Components in Linear Mixed Models (Q3167839) (← links)
- If Nonlinear Models Cannot Forecast, What Use Are They? (Q3368190) (← links)
- On modeling panels of time series (Q3429859) (← links)
- ANALYZING THE RANDOM COEFFICIENT MODEL NONPARAMETRICALLY (Q3577702) (← links)
- Bias free measurement of technical efficiency (Q3592591) (← links)
- Simultaneous equations with random coefficients: Estimating the structural form (Q3598256) (← links)
- Latent Variable Modelling: A Survey* (Q3608238) (← links)
- Large sample inference in random coefficient regression models (Q3779609) (← links)
- Least squares estimation of regression parameters in mixed effects models with unmeasured covariates (Q3842905) (← links)
- Misspecification in random coefficient regression models: A Monte Carlo simulation (Q4019004) (← links)