Pages that link to "Item:Q98312"
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The following pages link to A finite sample correction for the variance of linear efficient two-step GMM estimators (Q98312):
Displaying 12 items.
- First difference transformation in panel VAR models: Robustness, estimation, and inference (Q5862491) (← links)
- Fixed T dynamic panel data estimators with multifactor errors (Q5862505) (← links)
- An augmented Anderson–Hsiao estimator for dynamic short-<i>T</i> panels<sup>†</sup> (Q5865520) (← links)
- Estimation of time-varying coefficient dynamic panel data models (Q5866069) (← links)
- PVAR model with collapsed instruments in the real exchange rates misalignment's analysis (Q5872974) (← links)
- Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators (Q5964752) (← links)
- The impact of regulation on risk and return (Q6093705) (← links)
- Dynamic firm performance and estimator choice: a comparison of dynamic panel data estimators (Q6107001) (← links)
- Loyalty of rural microfinance borrowers: International evidence (Q6154046) (← links)
- Spatial dependence in small cooperative bank risk behavior and its effects on bank competitiveness and SMEs (Q6579705) (← links)
- Examining the network effects in bank risk: evidence from liquidity creation in mutual banks (Q6615773) (← links)
- A Linear Estimator for Factor-Augmented Fixed-T Panels With Endogenous Regressors (Q6620828) (← links)