Pages that link to "Item:Q83297"

The following pages link to Initial conditions and moment restrictions in dynamic panel data models (Q83297):

Displaying 50 items.

• On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions (Q1659119) (← links)
• Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects (Q1659129) (← links)
• Neighbourhood GMM estimation of dynamic panel data models (Q1659141) (← links)
• On quasi maximum-likelihood estimation of dynamic panel data models (Q1667945) (← links)
• Can religion explain cross-country differences in inequality? A global perspective (Q1703366) (← links)
• Estimation of nonlinear dynamic panel data models with individual effects (Q1718902) (← links)
• Asymmetric peer effects in capital structure dynamics (Q1730146) (← links)
• Bootstrap inference for misspecified moment condition models (Q1753973) (← links)
• The asymptotic properties of GMM and indirect inference under second-order identification (Q1754512) (← links)
• Corrected standard errors for optimal minimum distance estimator (Q1787565) (← links)
• Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models (Q1792483) (← links)
• How informative is the initial condition in the dynamic panel model with fixed effects? (Q1808549) (← links)
• On testing overidentifying restrictions in dynamic panel data models (Q1852907) (← 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)
• Estimating long-run relationships from dynamic heterogeneous panels (Q1899227) (← links)
• Detection of structural breaks in linear dynamic panel data models (Q1927089) (← links)
• Estimating convergence for Asian economies using dynamic random variable models (Q1927738) (← links)
• Bias-corrected estimation in dynamic panel data models with heteroscedasticity (Q1929404) (← links)
• Small sample bias properties of the system GMM estimator in dynamic panel data models (Q1934015) (← links)
• Estimating dynamic panel data models: A guide for macroeconomists (Q1960668) (← links)
• The role of foreign direct investment and labor productivity in explaining Croatian regional export dynamics (Q1999539) (← links)
• Missing dependent variables in fixed-effects models (Q2000856) (← links)
• Financial globalization and the increase in the size of government: are they related? (Q2002434) (← links)
• The democratic transition (Q2014731) (← links)
• Simple and trustworthy cluster-robust GMM inference (Q2024463) (← links)
• The effect of farm genetics expenses on dynamic productivity growth (Q2029395) (← links)
• Does governance quality enhance the efficacy of macroprudential policy? (Q2036974) (← links)
• Revisiting the link between financial development and industrialization: evidence from low and middle income countries (Q2045098) (← links)
• Differential tariffs and income inequality in the United States: some evidence from the States (Q2046992) (← links)
• The effectiveness of capital controls (Q2047002) (← links)
• Earthquakes and economic outcomes: does central bank independence matter? (Q2047012) (← links)
• Local financial access and income inequality in Chile (Q2069964) (← links)
• Robust likelihood estimation of dynamic panel data models (Q2074610) (← links)
• Does domestic demand matter for firms' exports? (Q2083595) (← links)
• Health, crime, and the labor market: theory and policy analysis (Q2102885) (← links)
• Globalisation, welfare models and social expenditure in OECD countries (Q2121129) (← links)
• Local influence analysis for GMM estimation (Q2125728) (← links)
• Disentangling the impact of mean reversion in estimating policy response with dynamic panels (Q2148724) (← links)
• Transformations and moment conditions for dynamic fixed effects logit models (Q2155300) (← links)
• A decade for the books: bibliometric analysis of Economics Letters (Q2158662) (← links)
• Real interest rate and economic growth: a statistical exploration for transitory economies (Q2163719) (← links)
• Half-panel jackknife estimation for dynamic panel models (Q2180747) (← links)
• Monte Carlo evidence on the estimation method for industry dynamics (Q2181490) (← links)
• Level-based estimation of dynamic panel models (Q2181491) (← links)
• Productivity spillovers and human capital: a semiparametric varying coefficient approach (Q2189945) (← links)
• Transparency and market discipline: evidence from the Russian interbank market (Q2191859) (← links)
• Recovering the finance-growth nexus (Q2209614) (← links)
• The determinants of lapse rates in the Italian life insurance market (Q2209792) (← links)
• An econometric approach to the estimation of multi-level models (Q2224992) (← links)