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.

• Probabilistic measures of efficiency and the influence of contextual variables in nonparametric production models: an application to agricultural research in Brazil (Q3566449) (← links)
• THE UNEQUALIZING EFFECTS OF ICT ON ECONOMIC GROWTH (Q3591675) (← 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)
• EXPORT DIVERSIFICATION AND EXPORT PERFORMANCE BY DESTINATION COUNTRY (Q4629504) (← links)
• DYNAMIC PANEL ANDERSON-HSIAO ESTIMATION WITH ROOTS NEAR UNITY (Q4637608) (← links)
• RELIABLE INFERENCE FOR GMM ESTIMATORS? FINITE SAMPLE PROPERTIES OF ALTERNATIVE TEST PROCEDURES IN LINEAR PANEL DATA MODELS (Q4678782) (← links)
• Provincial Conditional Income Convergence in China, 1953–1997: A Panel Data Approach (Q4797693) (← links)
• Efficiency Measure from Dynamic Stochastic Production Frontier: Application to Tunisian Textile, Clothing, and Leather Industries (Q4797701) (← links)
• A Monte Carlo comparison of GMM and QMLE estimators for short dynamic panel data models with spatial errors (Q4960552) (← links)
• Unit root test for short panels with serially correlated errors (Q4976264) (← links)
• ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION (Q4979318) (← links)
• X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION (Q4979939) (← links)
• 中国製造業の企業レベル生産性の地域分布—「ブロックGWR」の試み— (Q5011433) (← links)
• Income and democracy: a semiparametric approach (Q5040544) (← links)
• Capital Structure Adjustment Speed: Evidence from Borsa Istanbul Sub-Sectors (Q5049454) (← links)
• Estimation of dynamic panel data models with a lot of heterogeneity (Q5065202) (← links)
• Random autoregressive models: A structured overview (Q5065206) (← links)
• Cross-Sectional Dependence in Panel Data Analysis (Q5080156) (← links)
• Lessons from a Decade of IPS and LLC (Q5080584) (← links)
• A two-stage estimation for panel data models with grouped fixed effects (Q5087527) (← links)
• Bayesian inference for merged panel autoregressive model (Q5096004) (← links)
• IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS (Q5104479) (← links)
• Divergences in the determinants of investments in renewable energy sources: hydroelectric vs. other renewable sources (Q5138167) (← links)
• Do the most frequently used dynamic panel data estimators have the best performance in a small sample? A Monte Carlo comparison (Q5147604) (← links)
• Export and total factor productivity of EU new member states (Q5147668) (← links)
• Quasi maximum likelihood estimation of dynamic panel data models (Q5154051) (← links)
• GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY (Q5187624) (← links)
• THE ASYMPTOTIC PROPERTIES OF THE SYSTEM GMM ESTIMATOR IN DYNAMIC PANEL DATA MODELS WHEN BOTH <i>N</i> AND <i>T</i> ARE LARGE (Q5255877) (← links)
• Iterated Feasible Generalized Least-Squares Estimation of Augmented Dynamic Panel Data Models (Q5392717) (← links)
• GMM ESTIMATION AND INFERENCE IN DYNAMIC PANEL DATA MODELS WITH PERSISTENT DATA (Q5411520) (← links)
• FIRM DYNAMICS IN AN URBAN ECONOMY * (Q5744884) (← links)
• The effect of neglecting the slope parameters’ heterogeneity on dynamic models of corporate capital structure (Q5745642) (← links)
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (Q5751802) (← links)
• GMM inference in spatial autoregressive models (Q5860887) (← links)
• Double filter instrumental variable estimation of panel data models with weakly exogenous variables (Q5860959) (← links)
• Testing initial conditions in dynamic panel data models (Q5860980) (← links)
• First difference transformation in panel VAR models: Robustness, estimation, and inference (Q5862491) (← links)
• Bayesian model averaging for dynamic panels with an application to a trade gravity model (Q5862500) (← links)
• Fixed T dynamic panel data estimators with multifactor errors (Q5862505) (← links)
• Sequential and efficient GMM estimation of dynamic short panel data models (Q5862518) (← links)
• Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence (Q5864364) (← links)
• Exponential class of dynamic binary choice panel data models with fixed effects (Q5864654) (← links)
• An augmented Anderson–Hsiao estimator for dynamic short-<i>T</i> panels^† (Q5865520) (← links)
• Estimation of time-varying coefficient dynamic panel data models (Q5866069) (← links)
• Exponential regression of dynamic panel data models. (Q5941468) (← links)
• Criterion-based inference for GMM in autoregressive panel data models. (Q5958418) (← links)
• Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators (Q5964752) (← links)