Pages that link to "Item:Q98307"
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The following pages link to Efficient estimation of models for dynamic panel data (Q98307):
Displayed 45 items.
- Initial conditions and moment restrictions in dynamic panel data models (Q83297) (← links)
- Another look at the instrumental variable estimation of error-components models (Q98310) (← links)
- Innovation and employment: Evidence from Italian microdata (Q816049) (← links)
- GMM versus GQL inferences for panel count data (Q842957) (← links)
- Multilevel and nonlinear panel data models (Q862785) (← links)
- A study on the persistence of Farrell's efficiency measure under a dynamic framework (Q872155) (← links)
- Estimation of dynamic panel data models with both individual and time-specific effects (Q928906) (← links)
- Parameters of interest, nuisance parameters and orthogonality conditions. An application to autoregressive error component models (Q1265794) (← links)
- Inference for unit roots in dynamic panels where the time dimension is fixed (Q1298463) (← links)
- Testing serial correlation in semiparametric panel data models (Q1305628) (← links)
- Inferring technological parameters from incomplete panel data (Q1305636) (← links)
- pdynmc (Q1334479) (← links)
- On IV, GMM and ML in a dynamic panel data model (Q1350553) (← links)
- Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation (Q1362041) (← links)
- Efficient estimation of panel data models with sequential moment restrictions (Q1362052) (← links)
- Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline (Q1362066) (← links)
- Testing for unit roots in panel data using a GMM approach (Q1381198) (← links)
- The incidental parameter problem since 1948 (Q1574223) (← links)
- A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables (Q1606444) (← links)
- How informative is the initial condition in the dynamic panel model with fixed effects? (Q1808549) (← links)
- Efficient estimation of panel data models with strictly exogenous explanatory variables (Q1808562) (← links)
- Individual effects and dynamics in count data models. (Q1867715) (← links)
- Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods (Q1867733) (← links)
- On bias, inconsistency, and efficiency of various estimators in dynamic panel data models (Q1899226) (← links)
- Estimating dynamic panel data models: A guide for macroeconomists (Q1960668) (← links)
- Moment conditions for fixed effects count data models with endogenous regressors. (Q1978722) (← links)
- Panel data analysis -- advantages and challenges (with comments and rejoinder) (Q2384656) (← links)
- Panel data unit roots tests: the role of serial correlation and the time dimension (Q2433829) (← links)
- Estimating systems of equations with different instruments for different equations (Q2565046) (← links)
- The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects (Q3156188) (← links)
- A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(<i>p</i>) MODELS WHEN BOTH<i>N</i>AND<i>T</i>ARE LARGE (Q3181953) (← links)
- ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION (Q3377454) (← links)
- Projection estimators for autoregressive panel data models (Q4416022) (← links)
- Nonstationary panel data analysis: an overview of some recent developments (Q4512504) (← links)
- GMM Estimation with persistent panel data: an application to production functions (Q4512506) (← links)
- Panel Data With Measurement Errors: Instrumental Variables And Gmm Procedures Combining Levels And Differences (Q4521332) (← links)
- Estimation of long-run inefficiency levels: a dynamic frontier approach (Q4521334) (← links)
- RELIABLE INFERENCE FOR GMM ESTIMATORS? FINITE SAMPLE PROPERTIES OF ALTERNATIVE TEST PROCEDURES IN LINEAR PANEL DATA MODELS (Q4678782) (← links)
- Efficiency Measure from Dynamic Stochastic Production Frontier: Application to Tunisian Textile, Clothing, and Leather Industries (Q4797701) (← links)
- Neglected dynamics in panel data models; consequences and detection in finite samples* (Q4870012) (← links)
- GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY (Q5187624) (← links)
- Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models (Q5931142) (← links)
- GMM estimation of linear panel data models with time-varying individual effects (Q5932778) (← links)
- Exponential regression of dynamic panel data models. (Q5941468) (← links)
- Criterion-based inference for GMM in autoregressive panel data models. (Q5958418) (← links)