Pages that link to "Item:Q1069651"

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

Displaying 50 items.

• Product diversification, production systems, and economic performance in U.S. agricultural production (Q262782) (← links)
• Estimating dynamic models from repeated cross-sections (Q262800) (← links)
• Estimating the probability of leaving unemployment using uncompleted spells from repeated cross-section data (Q274923) (← links)
• Efficient estimation and inference in linear pseudo-panel data models (Q290972) (← links)
• Efficiency of repeated-cross-section estimators in fixed-effects models (Q383961) (← links)
• Consistency for the LS estimator in the linear EV regression model with replicate observations (Q395903) (← links)
• Random weighting \(M\)-estimation for linear errors-in-variables models (Q457625) (← links)
• Estimating labour market transitions and continuations using repeated cross sectional data (Q533944) (← links)
• Some limit behaviors for the LS estimator in simple linear EV regression models (Q618012) (← links)
• Central limit theorems for LS estimators in the EV regression model with dependent measure\-ments (Q634854) (← links)
• Identification and estimation of dynamic models with a time series of repeated cross-sections (Q689435) (← links)
• Convergence rate for LS estimator in simple linear EV regression models (Q708729) (← links)
• Grouped-data estimation and testing in simple labor-supply models (Q751160) (← links)
• Unbalanced panel data: a survey (Q849876) (← links)
• Estimating dynamic models from time series of independent cross-sections (Q1265787) (← links)
• Cross-section versus time-series income elasticities of Canadian consumption (Q1350566) (← links)
• A quasi-differencing approach to dynamic modelling from a time series of independent cross-sections (Q1586555) (← links)
• Changes in relative wages in the 1980s: Returns to observed and unobserved skills and black-white wage differentials (Q1588302) (← links)
• Weighted version of strong law of large numbers for a class of random variables and its applications (Q1616701) (← links)
• Asymptotic properties for LS estimators in EV regression model with dependent errors (Q1635013) (← links)
• Law enforcement, the price of cocaine and cocaine use (Q1804102) (← links)
• Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors (Q1935684) (← links)
• Asymptotic properties of LS estimators in the errors-in-variables model with MD errors (Q2010789) (← links)
• Asymptotic normality and mean consistency of LS estimators in the errors-in-variables model with dependent errors (Q2053435) (← links)
• Complete \(f\)-moment convergence for Sung's type weighted sums and its application to the EV regression models (Q2066523) (← links)
• Minimax-regret sample design in anticipation of missing data, with application to panel data (Q2074614) (← links)
• Strong law of large numbers for weighted sums of random variables and its applications in EV regression models (Q2121212) (← links)
• Strong and weak consistency of least squares estimators in simple linear EV regression models (Q2301047) (← links)
• Strong and weak consistency of LS estimators in the EV regression model with negatively superadditive-dependent errors (Q2316718) (← links)
• Complete convergence for weighted sums of NSD random variables and its application in the EV regression model (Q2348719) (← links)
• Moderate deviations for LS estimator in simple linear EV regression model (Q2390473) (← links)
• Strong laws for weighted sums of \(\psi \)-mixing random variables and applications in errors-in-variables regression models (Q2404167) (← links)
• Asymptotic theory for heterogeneous dynamic pseudo-panels (Q2439059) (← links)
• Wage dispersion, returns to skill, and black-white wage differentials (Q2565043) (← links)
• Some Limit Behaviors for Linear EV Model with Replicate Observations (Q2921865) (← links)
• MODELING MOVEMENTS IN INDIVIDUAL CONSUMPTION: A TIME-SERIES ANALYSIS OF GROUPED DATA (Q2935181) (← links)
• Distribution of preferences and measurement errors in a disaggregated expenditure system (Q4458362) (← links)
• ON CONSISTENCY OF LS ESTIMATORS IN THE ERRORS-IN-VARIABLE REGRESSION MODEL (Q4628412) (← links)
• Complete and complete moment convergence with applications to the EV regression models (Q4632272) (← links)
• Asymptotic Normality of LS Estimators in the Simple Linear EV Regression Model with PA Errors (Q4904687) (← links)
• Complete convergence for weighted sums of i.i.d. random variables with applications in regression estimation and EV model (Q4976238) (← links)
• Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with <i>α</i>-mixing errors (Q4987230) (← links)
• Asymptotic for LS estimators in the EV regression model for dependent errors (Q5020923) (← links)
• Strong consistency of LS estimators in simple linear EV regression models with WOD errors (Q5028938) (← links)
• Convergence rate for weighted sums of ψ-mixing random variables and applications (Q5045634) (← links)
• Complete $f$-Moment Convergence for Randomly Weighted Sums of Extended Negatively Dependent Random Variables and Its Statistical Application (Q5097175) (← links)
• Analysis of pseudo-panel data with dependent samples (Q5127054) (← links)
• A multilevel model with autoregressive components for the analysis of tribal art prices (Q5130328) (← links)
• Strong consistency of LS estimator in simple linear EV regression models (Q5141732) (← links)
• Convergence rates in the weak law of large numbers for weighted sums of i.i.d. random variables and applications in errors-in-variables models (Q5213053) (← links)