Pages that link to "Item:Q5791400"
From MaRDI portal
The following pages link to Consistent Estimates Based on Partially Consistent Observations (Q5791400):
Displayed 50 items.
- Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data (Q73022) (← links)
- Estimation of spatial autoregressive panel data models with fixed effects (Q77665) (← links)
- Fixed effects estimation of structural parameters and marginal effects in panel probit models (Q100624) (← links)
- Panel data analysis with heterogeneous dynamics (Q130132) (← links)
- Statistical inference in two-sample summary-data Mendelian randomization using robust adjusted profile score (Q151893) (← links)
- Estimating functions for repeated measures with incidental parameters (Q261834) (← links)
- Reconsidering heterogeneity in panel data estimators of the stochastic frontier model (Q262761) (← links)
- Parameterizing mixture models with generalized moments (Q263255) (← links)
- Testing the Rasch model with the conditional likelihood ratio test: sample size requirements and bootstrap algorithms (Q268387) (← links)
- A consistent estimator for the binomial distribution in the presence of ``incidental parameters'': an application to patent data (Q269232) (← links)
- On the equivalence between conditional and random-effects likelihoods in exponential families (Q273689) (← links)
- Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence (Q278496) (← links)
- Non-linear fusion of observations provided by two sensors (Q280456) (← links)
- Smoothed quantile regression for panel data (Q284303) (← 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)
- Identifying the average treatment effect in ordered treatment models without unconfoundedness (Q311633) (← links)
- Extended likelihood approach to multiple testing with directional error control under a hidden Markov random field model (Q311793) (← links)
- Conditional maximum likelihood estimation in polytomous Rasch models using SAS (Q355530) (← links)
- The potential and perils of preprocessing: building new foundations (Q373524) (← links)
- Testing the equality of a large number of normal population means (Q433218) (← links)
- The epic story of maximum likelihood (Q449800) (← links)
- Estimating dynamic panel data discrete choice models with fixed effects (Q451257) (← links)
- Alternating imputation posterior estimation of models with crossed random effects (Q452521) (← links)
- Mixed modeling with whole genome data (Q454774) (← links)
- Latent change classes in dichotomous data (Q463121) (← links)
- Testing unidimensionality in polytomous Rasch models (Q463131) (← links)
- Combining standardized mean differences using the method of maximum likelihood (Q463134) (← links)
- Improved inference in the evaluation of mutual fund performance using panel bootstrap methods (Q473239) (← links)
- Firms' fundamentals, macroeconomic variables and quarterly stock prices in the US (Q473249) (← links)
- Efficient minimum distance estimator for quantile regression fixed effects panel data (Q476212) (← links)
- The dynamic power law model (Q482073) (← links)
- Bootstrap inference for linear dynamic panel data models with individual fixed effects (Q494176) (← links)
- Adaptive robust regression with continuous Gaussian scale mixture errors (Q508114) (← links)
- Block empirical likelihood for partially linear panel data models with fixed effects (Q511566) (← links)
- Statistical properties of the single linkage hierarchical clustering estimator (Q514178) (← links)
- Bias in dynamic panel models under time series misspecification (Q527974) (← links)
- Asymptotics for panel quantile regression models with individual effects (Q528023) (← links)
- Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions (Q528179) (← links)
- Fully Bayesian analysis of the relevance vector machine with an extended hierarchical prior structure (Q537468) (← links)
- Specifically objective stochastic latency mechanisms (Q599470) (← links)
- Nonparametric estimation of genewise variance for microarray data (Q605925) (← links)
- Robust inference for sparse cluster-correlated count data (Q608339) (← links)
- Moment testing for interaction terms in structural equation modeling (Q659073) (← links)
- A note on conditions for the asymptotic normality of the conditional maximum likelihood estimator in log odds ratio regression (Q689494) (← links)
- Estimating generalized semiparametric additive models using parameter cascading (Q693318) (← links)
- Improved estimation of fixed effects panel data partially linear models with heteroscedastic errors (Q730427) (← links)
- Estimating fixed-effect panel stochastic frontier models by model transformation (Q736522) (← links)
- GMM estimation of social interaction models with centrality (Q736691) (← links)
- Inconsistency of the MLE and inference based on weighted LS for LARCH models (Q736696) (← links)