Pages that link to "Item:Q888331"

The following pages link to Statistical inference for panel dynamic simultaneous equations models (Q888331):

Displaying 8 items.

• Frontiers in time series and financial econometrics: an overview (Q888316) (← 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)
• JIVE FOR PANEL DYNAMIC SIMULTANEOUS EQUATIONS MODELS (Q4554605) (← links)
• Challenges for Panel Financial Analysis (Q4558820) (← links)
• Estimation of fixed effects dynamic panel data models: linear differencing or conditional expectation (Q5861015) (← links)
• First difference transformation in panel VAR models: Robustness, estimation, and inference (Q5862491) (← links)
• First difference or forward demeaning: Implications for the method of moments estimators (Q5864653) (← links)