The following pages link to (Q3747597):
Displaying 20 items.
- A Longitudinal Approach for Constructing <i>β</i>-Expectation Tolerance Intervals (Q4803390) (← links)
- Regressor and random‐effects dependencies in multilevel models (Q4821763) (← links)
- Asymptotic consequences of neglected dynamics in individual effects models* (Q4850099) (← links)
- Alternative transformations to eliminate fixed effects (Q4853096) (← links)
- Neglected dynamics in panel data models; consequences and detection in finite samples* (Q4870012) (← links)
- Estimation and Inference of a Cointegrated Regression in Panel Data: A Monte Carlo Study (Q4935521) (← links)
- Stochastic varying coefficients gravity model: An application in trade analysis (Q4935547) (← links)
- (Q4998879) (← links)
- Robust Eligible Own Funds and Value at Risk Under Solvency II System (Q5417910) (← links)
- Selection correction in panel data models: An application to the estimation of females' wage equations (Q5427670) (← links)
- A unified approach to estimation of nonlinear mixed effects and Berkson measurement error models (Q5442063) (← links)
- Saddlepoint approximation methods for testing of serial correlation in panel time series data (Q5485062) (← links)
- Application of M-Estimators to Cross-Section Effect Models (Q5697367) (← links)
- Sequential and efficient GMM estimation of dynamic short panel data models (Q5862518) (← links)
- Estimation of the error-components model with incomplete panels (Q5903918) (← links)
- Tests for the error component model in the presence of local misspecification (Q5931137) (← links)
- Nested random effects estimation in unbalanced panel data (Q5932780) (← links)
- The unbalanced nested error component regression model (Q5932783) (← links)
- Panel data analysis of household brand choices (Q5939171) (← links)
- Country specific effect in the Feldstein--Horioka paradox: A panel data analysis (Q5941398) (← links)
