Pages that link to "Item:Q1670169"
From MaRDI portal
The following pages link to Bias-corrected estimation of panel vector autoregressions (Q1670169):
Displaying 16 items.
- Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends (Q553875) (← links)
- Bias corrections for two-step fixed effects panel data estimators (Q737959) (← links)
- A note on parameter estimation of panel vector autoregressive models with intercorrelation (Q844045) (← links)
- Approximate bias correction in econometrics (Q1298413) (← links)
- Correcting for omitted-variable and measurement-error bias in autoregressive model estimation with panel data (Q1417068) (← links)
- Prior selection for panel vector autoregressions (Q1659064) (← links)
- Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects (Q1695655) (← links)
- A bias-corrected least squares estimator of dynamic panel models (Q1879231) (← links)
- Bias-corrected estimation in dynamic panel data models with heteroscedasticity (Q1929404) (← links)
- Bias correction for within-group estimation of panel data models with fixed effects and sample selection (Q2096240) (← links)
- A note on bias-corrected estimation in dynamic panel data models (Q2444321) (← links)
- Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors (Q2512351) (← links)
- A panel data approach to economic forecasting: the bias-corrected average forecast (Q2630076) (← links)
- ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA (Q4933580) (← links)
- Bias correction for time series factor models (Q4960630) (← links)
- Time-specific average estimation of dynamic panel regressions (Q6039103) (← links)
