Pages that link to "Item:Q1718902"
From MaRDI portal
The following pages link to Estimation of nonlinear dynamic panel data models with individual effects (Q1718902):
Displaying 13 items.
- Threshold effects in non-dynamic panels: Estimation, testing, and inference (Q150493) (← links)
- Dynamic panels with threshold effect and endogeneity (Q337767) (← links)
- Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation (Q1362041) (← links)
- Dynamic analysis of multivariate panel data with nonlinear transformations (Q1775815) (← links)
- Higher order mean squared error of generalized method of moments estimators for nonlinear models (Q2320739) (← links)
- An alternative identification of nonlinear dynamic panel data models with unobserved covariates (Q2512365) (← links)
- On the effect of mean-nonstationarity in dynamic panel data models (Q2630122) (← links)
- Nonlinear continuous time modeling approaches in panel research (Q3525702) (← links)
- Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework (Q4614955) (← links)
- Dynamic panel GMM using R (Q5116811) (← links)
- ESTIMATION FOR DYNAMIC PANEL DATA WITH INDIVIDUAL EFFECTS (Q5221308) (← links)
- Maximum likelihood estimation of dynamic panel threshold models (Q5860970) (← links)
- On threshold effect of housing finance on shared prosperity: Evidence from sub‐Saharan Africa (Q6154043) (← links)