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.

• Likelihood inference and the role of initial conditions for the dynamic panel data model (Q2225010) (← links)
• Inference in second-order identified models (Q2227050) (← links)
• Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels (Q2227053) (← links)
• Green supply chain management, environmental degradation, and energy: evidence from Asian countries (Q2232675) (← links)
• Inflation and demography through time (Q2246614) (← links)
• The limited information maximum likelihood approach to dynamic panel structural equation models (Q2255166) (← links)
• A Monte Carlo study of growth regressions (Q2269009) (← links)
• Econometric estimates of Earth's transient climate sensitivity (Q2280594) (← links)
• A measure of total firm performance: new insights for the corporate objective (Q2288896) (← links)
• Fixed-effects dynamic spatial panel data models and impulse response analysis (Q2294515) (← links)
• Labour market adjustments to exchange rate fluctuations: evidence from Canadian manufacturing industries (Q2316834) (← links)
• Exchange rate volatility and productivity growth: the role of liability dollarization (Q2316909) (← links)
• IV estimation of panels with factor residuals (Q2343825) (← links)
• Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity (Q2354856) (← links)
• Estimation of heterogeneous autoregressive parameters with short panel data (Q2354865) (← links)
• Heterogeneity and selection in dynamic panel data (Q2354866) (← links)
• Why does democracy need education? (Q2385595) (← links)
• Education and income of the states of the United States: 1840--2000 (Q2385599) (← links)
• Commodity prices, inflationary pressures, and monetary policy: evidence from BRICS economies (Q2416032) (← links)
• Tariff reduction and income inequality: some empirical evidence (Q2416257) (← links)
• Job destruction and the impact of imports on wages in U.S. manufacturing (Q2416265) (← links)
• To whom does outward FDI give jobs? (Q2416324) (← links)
• GMM versus GQL inferences in semiparametric linear dynamic mixed models (Q2427783) (← links)
• Panel data unit roots tests: the role of serial correlation and the time dimension (Q2433829) (← links)
• Robust estimation of dynamic fixed-effects panel data models (Q2442685) (← links)
• School system evaluation by value added analysis under endogeneity (Q2443322) (← links)
• Generalized dynamic panel data models with random effects for cross-section and time (Q2451769) (← links)
• Efficient GMM estimation of spatial dynamic panel data models with fixed effects (Q2451772) (← links)
• Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators (Q2512610) (← links)
• Bayesian analysis of quantile regression for censored dynamic panel data (Q2512792) (← links)
• Efficient estimation and variable selection in dynamic panel data partially linear varying coefficient models with incidental parameter (Q2516050) (← links)
• The optimal choice of moments in dynamic panel data models (Q2628826) (← links)
• On the effect of mean-nonstationarity in dynamic panel data models (Q2630122) (← links)
• Growth and human capital: good data, good results (Q2642473) (← links)
• On the interaction of financial frictions and fixed capital adjustment costs: evidence from a panel of German firms (Q2654414) (← links)
• Does mobile money services adoption foster intra-African goods trade? (Q2659929) (← links)
• Estimation of spillover effects with matched data or longitudinal network data (Q2693954) (← links)
• Initial conditions and Blundell-Bond estimators (Q2697969) (← links)
• Estimation of dynamic panel data sample selection models (Q2763323) (← links)
• Robust Estimation of Moments in Dynamic Panel Models with Potential Intercorrelation (Q2873916) (← links)
• An efficient linear GMM estimator for the covariance stationary AR(1)/unit root model for panel data (Q2886957) (← links)
• Unit root tests for panel data with AR(1) errors and small T (Q2896001) (← links)
• LIKELIHOOD INFERENCE IN AN AUTOREGRESSION WITH FIXED EFFECTS (Q2976207) (← 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)
• THE IMPACT OF GOVERNMENT EXPENDITURE ON GROWTH: EMPIRICAL EVIDENCE FROM A HETEROGENEOUS PANEL (Q3393947) (← links)
• AN ALTERNATIVE DERIVATION OF MUNDLAK'S FIXED EFFECTS RESULTS USING SYSTEM ESTIMATION (Q3434195) (← links)
• Using semi-parametric methods in an analysis of earnings mobility (Q3548519) (← links)
• The weak instrument problem of the system GMM estimator in dynamic panel data models (Q3563653) (← links)
• On the impact of error cross-sectional dependence in short dynamic panel estimation (Q3566438) (← links)