Pages that link to "Item:Q1362041"

The following pages link to Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation (Q1362041):

Displaying 38 items.

• Efficient estimation of models for dynamic panel data (Q98307) (← links)
• GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model (Q274929) (← links)
• Efficient estimation and inference in linear pseudo-panel data models (Q290972) (← links)
• Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model (Q295407) (← links)
• Heuristic optimization methods for dynamic panel data model selection: application on the Russian innovative performance (Q429539) (← links)
• Long difference instrumental variables estimation for dynamic panel models with fixed effects (Q451263) (← links)
• Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions (Q528179) (← links)
• A study on the persistence of Farrell's efficiency measure under a dynamic framework (Q872155) (← links)
• Measuring dynamic efficiency: theories and an integrated methodology (Q1046084) (← links)
• Efficient estimation of panel data models with sequential moment restrictions (Q1362052) (← links)
• Case deletion diagnostics for GMM estimation (Q1659492) (← links)
• Estimation of nonlinear dynamic panel data models with individual effects (Q1718902) (← links)
• Efficient estimation of panel data models with strictly exogenous explanatory variables (Q1808562) (← links)
• Detection of structural breaks in linear dynamic panel data models (Q1927089) (← links)
• Level-based estimation of dynamic panel models (Q2181491) (← links)
• Consistent estimation of linear panel data models with measurement error (Q2399531) (← links)
• An efficient linear GMM estimator for the covariance stationary AR(1)/unit root model for panel data (Q2886957) (← links)
• EFFICIENCY IN LARGE DYNAMIC PANEL MODELS WITH COMMON FACTORS (Q2929841) (← links)
• A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(<i>p</i>) MODELS WHEN BOTH<i>N</i>AND<i>T</i>ARE LARGE (Q3181953) (← links)
• ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION (Q3377454) (← links)
• (Q3454061) (← links)
• Efficient Estimation Using Panel Data (Q3470038) (← links)
• A Computationally Practical Simulation Estimator for Panel Data (Q4284150) (← links)
• Projection estimators for autoregressive panel data models (Q4416022) (← links)
• A Note on Dynamic Modelling from Short and Heterogeneous Pseudo Panels (Q4469530) (← links)
• Estimation of long-run inefficiency levels: a dynamic frontier approach (Q4521334) (← links)
• Efficiency Measure from Dynamic Stochastic Production Frontier: Application to Tunisian Textile, Clothing, and Leather Industries (Q4797701) (← links)
• Estimation of dynamic panel data models with a lot of heterogeneity (Q5065202) (← links)
• THE ASYMPTOTIC PROPERTIES OF THE SYSTEM GMM ESTIMATOR IN DYNAMIC PANEL DATA MODELS WHEN BOTH <i>N</i> AND <i>T</i> ARE LARGE (Q5255877) (← links)
• Alternative GMM estimators for first-order autoregressive panel model: An improving efficiency approach (Q5358364) (← links)
• Iterated Feasible Generalized Least-Squares Estimation of Augmented Dynamic Panel Data Models (Q5392717) (← links)
• GMM ESTIMATION AND INFERENCE IN DYNAMIC PANEL DATA MODELS WITH PERSISTENT DATA (Q5411520) (← links)
• First difference transformation in panel VAR models: Robustness, estimation, and inference (Q5862491) (← links)
• An augmented Anderson–Hsiao estimator for dynamic short-<i>T</i> panels^† (Q5865520) (← links)
• Exponential regression of dynamic panel data models. (Q5941468) (← links)
• Identification of dynamic binary response models (Q6090557) (← links)
• Indirect inference estimation of dynamic panel data models (Q6108289) (← links)
• A comparative analysis of different IV and GMM estimators of dynamic panel data models (Q6657955) (← links)