The following pages link to (Q3747597):
Displaying 50 items.
- Panel data analysis -- advantages and challenges (with comments and rejoinder) (Q2384656) (← links)
- Simple estimators for nonparametric panel data models with sample attrition (Q2439055) (← links)
- Bootstrap unit root tests in panels with cross-sectional dependency (Q2439060) (← links)
- Theory and methods of panel data models with interactive effects (Q2448726) (← links)
- Different approaches to efficiency analysis. An application to the Spanish Trawl fleet operating in Moroccan waters (Q2484358) (← links)
- Bayesian analysis of quantile regression for censored dynamic panel data (Q2512792) (← links)
- A semiparametric model for heterogeneous panel data with fixed effects (Q2516308) (← links)
- Panel nonparametric regression with fixed effects (Q2516309) (← links)
- Identification of panel data models with endogenous censoring (Q2630349) (← links)
- Parameter estimates in random intercept mixed effects model for repeated measures (Q2641531) (← links)
- The impact of the real interest rate, the exchange rate and political stability on foreign direct investment inflows: a comparative analysis of G7 and GCC countries (Q2686275) (← links)
- Reprint of: Initial conditions and moment restrictions in dynamic panel data models (Q2697963) (← links)
- Recursive linear mixed models:some results on shared parameter estimation (Q2780870) (← links)
- Confidence intervals for the regression coefficient in a simple regression model with a balanced two-fold nested error structure (Q2817134) (← links)
- Robust Estimation of a Spatiotemporal Model with Structural Change (Q3015858) (← links)
- The error components regression model: conditional relative efficiency comparisons (Q3034700) (← links)
- A minimax approach to missing values in linear regression (Q3136509) (← links)
- Non-parametric regression with a latent time series (Q3161672) (← links)
- Departure from independence and stationarity in a handball match (Q3184490) (← links)
- Drawing inferences from logit models for panel data (Q3365307) (← links)
- Estimating cointegrating relations from a cross section (Q3367411) (← links)
- On modeling panels of time series (Q3429859) (← links)
- A bootstrap procedure for panel data sets with many cross-sectional units (Q3521281) (← links)
- (Q3524346) (← links)
- Pooling data for the analysis of dynamic marketing systems (Q3525717) (← links)
- Using semi-parametric methods in an analysis of earnings mobility (Q3548519) (← links)
- Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors: the case of stationary and non-stationary regressors and residuals (Q3548524) (← links)
- THE IMPACT OF A HAUSMAN PRETEST ON THE ASYMPTOTIC SIZE OF A HYPOTHESIS TEST (Q3557545) (← links)
- Unit root inference in panel data models where the time‐series dimension is fixed: a comparison of different tests (Q3563652) (← links)
- SEMIPARAMETRIC ESTIMATION OF NONSTATIONARY CENSORED PANEL DATA MODELS WITH TIME VARYING FACTOR LOADS (Q3632414) (← links)
- NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES (Q3632431) (← links)
- Estimating partially linear panel data models with one-way error components (Q3842860) (← links)
- Least squares estimation of regression parameters in mixed effects models with unmeasured covariates (Q3842905) (← links)
- Problems with the estimation of stochastic differential equations using structural equations models (Q3988271) (← links)
- Pooled cross-sectional and time series data analysis (Q3994752) (← links)
- Cook's distance in linear longitudinal models (Q4246300) (← links)
- The optimal prediction of cross-sectional proportions in categorical panel-data analysis (Q4267416) (← links)
- Useful matrix transformations for panel data analysis: a survey (Q4275289) (← links)
- Technical change and total factor productivity growth in swedish manufacturing industries (Q4355136) (← links)
- Testing for random individual effects using recursive residuals (Q4355139) (← links)
- Modeling Technology as a Dynamic Error Components Process: The Case of the Inter‐country Agricultural Production Function (Q4414354) (← links)
- IS ADAPTIVE ESTIMATION USEFUL FOR PANEL MODELS WITH HETEROSKEDASTICITY IN THE INDIVIDUAL SPECIFIC ERROR COMPONENT? SOME MONTE CARLO EVIDENCE (Q4443971) (← links)
- A NOTE ON ESTIMATING LINEAR TREND IN A REGRESSION MODEL WITH SERIALLY CORRELATED ERROR COMPONENTS (Q4449069) (← links)
- Nonstationary panel data analysis: an overview of some recent developments (Q4512504) (← links)
- Panel Data With Measurement Errors: Instrumental Variables And Gmm Procedures Combining Levels And Differences (Q4521332) (← links)
- ON THE EFFICIENCY OF THE COCHRANE–ORCUTT ESTIMATOR IN THE SERIALLY CORRELATED ERROR COMPONENTS REGRESSION MODEL FOR PANEL DATA (Q4540580) (← links)
- Omitted variables in longitudinal data models (Q4546734) (← links)
- Nonparametric Estimation and Testing in Panels of Intercorrelated Time Series (Q4677045) (← links)
- MODELLING AND ESTIMATING INDIVIDUAL AND FIRM EFFECTS WITH COUNT PANEL DATA (Q4691247) (← links)
- Almost Consistent Estimation of Panel Probit Models with “Small” Fixed Effects (Q4797687) (← links)
