Pages that link to "Item:Q5751802"

The following pages link to Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (Q5751802):

Displaying 50 items.

• Estimation of cross sectional and panel data censored regression models with endogeneity (Q899512) (← links)
• \textit{Post-mortem} examination of the international financial network (Q900402) (← links)
• Bootstrap consistency for quadratic forms of sample averages with increasing dimension (Q906304) (← links)
• Estimation of dynamic panel data models with both individual and time-specific effects (Q928906) (← links)
• Statistical inference in dynamic panel data models (Q928910) (← links)
• Revealing the depth of reasoning in \(p\)-beauty contest games (Q934679) (← links)
• An experimental test of Taylor-type rules with inexperienced central bankers (Q975365) (← links)
• Penalized quantile regression for dynamic panel data (Q989274) (← links)
• Bootstrap-based bias correction for dynamic panels (Q1017030) (← links)
• Foreign direct investment in R\&D and exchange rate uncertainty (Q1025595) (← links)
• How do epidemics induce behavioral changes? (Q1037345) (← links)
• Evolution of bank efficiency in Brazil: a DEA approach (Q1038399) (← links)
• Does income support increase abortions? (Q1039565) (← links)
• Estimating dynamic models from time series of independent cross-sections (Q1265787) (← links)
• Parameters of interest, nuisance parameters and orthogonality conditions. An application to autoregressive error component models (Q1265794) (← links)
• Inferring technological parameters from incomplete panel data (Q1305636) (← links)
• Testing for serial correlation in multivariate regression models (Q1305639) (← links)
• On IV, GMM and ML in a dynamic panel data model (Q1350553) (← links)
• Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation (Q1362041) (← links)
• Efficient estimation of panel data models with sequential moment restrictions (Q1362052) (← links)
• Testing for unit roots in panel data using a GMM approach (Q1381198) (← links)
• Empirical likelihood estimation and consistent tests with conditional moment restrictions (Q1410565) (← links)
• Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators (Q1586558) (← links)
• Comparison of forecast performance for homogeneous, heterogeneous and shrinkage estimators: some empirical evidence from US electricity and natural-gas consumption. (Q1608838) (← links)
• Systemic risk, financial markets, and performance of financial institutions (Q1615812) (← links)
• Quantile regression in heteroscedastic varying coefficient models (Q1622100) (← links)
• Testing for serial independence of panel errors (Q1623526) (← links)
• Does central bank financial strength really matter for inflation? The key role of the fiscal support (Q1628337) (← links)
• Robust estimation and moment selection in dynamic fixed-effects panel data models (Q1643003) (← links)
• Brain drain and income distribution (Q1654176) (← links)
• Technological heterogeneity and corporate investment (Q1656781) (← links)
• Median-based estimation of dynamic panel models with fixed effects (Q1658177) (← links)
• Improved GMM estimation of panel VAR models (Q1659117) (← links)
• On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions (Q1659119) (← links)
• Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects (Q1659129) (← links)
• Neighbourhood GMM estimation of dynamic panel data models (Q1659141) (← links)
• Case deletion diagnostics for GMM estimation (Q1659492) (← links)
• Institutions and growth: a GMM/IV panel VAR approach (Q1668008) (← links)
• The impact of government size on economic growth: a threshold analysis (Q1668035) (← links)
• Score-driven dynamic patent count panel data models (Q1668650) (← links)
• Statistical inference for the unbalanced two-way error component regression model with errors-in-variables (Q1674051) (← links)
• Bayesian analysis of penalized quantile regression for longitudinal data (Q1685287) (← links)
• Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects (Q1695655) (← links)
• Estimation of nonlinear dynamic panel data models with individual effects (Q1718902) (← links)
• Asymmetric peer effects in capital structure dynamics (Q1730146) (← links)
• Bayesian analysis of dynamic panel data by penalized quantile regression (Q1742844) (← links)
• Bootstrap inference for misspecified moment condition models (Q1753973) (← links)
• The asymptotic properties of GMM and indirect inference under second-order identification (Q1754512) (← links)
• The absolute Gini is a more reliable measure of inequality for time dependent analyses (compared with the relative Gini) (Q1787252) (← links)
• Corrected standard errors for optimal minimum distance estimator (Q1787565) (← links)