Pages that link to "Item:Q1069651"

The following pages link to Panel data from time series of cross-sections (Q1069651):

Displaying 21 items.

• Precautionary Savings, Illiquid Assets, and the Aggregate Consequences of Shocks to Household Income Risk (Q5225250) (← links)
• MDP for estimators in EV regression models with α-mixing errors (Q5263972) (← links)
• Instrumental variable estimation based on grouped data (Q5313462) (← links)
• The loglog law for LS estimator in simple linear EV regression models (Q5402588) (← links)
• The Central Limit Theorem for LS Estimator in Simple Linear EV Regression Models (Q5421575) (← links)
• Complete <i>q</i>-th moment convergence for the maximum of partial sums of m-negatively associated random variables and its application to the EV regression model^* (Q6044284) (← links)
• Sufficient and necessary conditions for the strong consistency of LS estimators in simple linear EV regression models (Q6074368) (← links)
• Assessing maths learning gaps using Italian longitudinal data (Q6091280) (← links)
• Strong consistency of least-squares estimators in the simple linear errors-in-variables regression model with widely orthant dependent random variables (Q6116724) (← links)
• Complete \(f\)-moment convergence for maximal randomly weighted sums of arrays of rowwise widely orthant dependent random variables and its statistical applications (Q6126013) (← links)
• Weak convergence for weighted sums of a class of random variables with related statistical applications (Q6132709) (← links)
• Strong convergence for weighted sums of widely orthant dependent random variables and applications (Q6164842) (← links)
• Micro and macro resilience measures of an economic crisis (Q6195395) (← links)
• Strong convergence for weighted sums of WOD random variables and its application in the EV regression model. (Q6204983) (← links)
• Panel design effects on response rates and response quality (Q6552778) (← links)
• Strong convergence for weighted sums of \((\alpha, \beta)\)-mixing random variables and application to simple linear EV regression model (Q6595253) (← links)
• Some convergence properties for arrays of rowwise asymptotically almost negatively associated random variables under sub-linear expectations (Q6596380) (← links)
• Complete \(f\)-moment convergence for arrays of random variables and its applications in semiparametric and EV regression models (Q6619733) (← links)
• Pseudo Panel Data Models With Cohort Interactive Effects (Q6623160) (← links)
• The convergence properties for randomly weighted sums of widely negative dependent random variables under sub-linear expectations with related statistical applications (Q6648831) (← links)
• Complete <i>f</i> -moment convergence for <i>m</i> -asymptotic negatively associated random variables and related statistical applications (Q6669465) (← links)