Pages that link to "Item:Q1414626"
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The following pages link to Semiparametric-efficient estimation of AR(1) panel data models. (Q1414626):
Displaying 12 items.
- Panel estimators and the identification of firm-specific efficiency levels in parametric, semiparametric and nonparametric settings (Q262763) (← links)
- Semiparametric efficient estimation of dynamic panel data models (Q278254) (← links)
- Nonparametric stochastic frontiers: a local maximum likelihood approach (Q278488) (← links)
- Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions (Q528179) (← links)
- Battese-Coelli estimator with endogenous regressors (Q608860) (← links)
- Computation and inference in semiparametric efficient estimation (Q2715550) (← links)
- A new panel data treatment for heterogeneity in time trends (Q2890706) (← links)
- An approximate likelihood function for panel data with a mixed ARMA(<i>p</i>, <i>q</i>) remainder disturbance model (Q3505311) (← links)
- Semiparametric Efficient Distribution Free Estimation of Panel Models (Q5438309) (← links)
- Nonstructural analysis of productivity growth for the industrialized countries: a jackknife model averaging approach (Q5861035) (← links)
- Statistical Approaches for Non‐parametric Frontier Models: A Guided Tour (Q6064069) (← links)
- On distinguishing the direct causal effect of an intervention from its efficiency-enhancing effects (Q6113345) (← links)
