Pages that link to "Item:Q1867715"
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The following pages link to Individual effects and dynamics in count data models. (Q1867715):
Displaying 27 items.
- A consistent estimator for the binomial distribution in the presence of ``incidental parameters'': an application to patent data (Q269232) (← links)
- Econometric analysis of copyrights (Q280253) (← links)
- Spatial errors in count data regressions (Q312360) (← links)
- Modelling changes in Arctic sea ice cover: an application of generalized and inflated beta and gamma densities (Q499757) (← links)
- Semi-parametric models for negative binomial panel data (Q505488) (← links)
- Knowledge spillovers in US patents: a dynamic patent intensity model with secret common innovation factors (Q736686) (← links)
- Mixed INAR(1) Poisson regression models: Analyzing heterogeneity and serial dependencies in longitudinal count data (Q1305795) (← links)
- Score-driven dynamic patent count panel data models (Q1668650) (← links)
- Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects (Q1739883) (← links)
- Accounting for persistence in panel count data models. An application to the number of patents awarded (Q1788032) (← links)
- Panel data regression for counts (Q1815623) (← links)
- Individual effects and dynamics in count data models. (Q1867715) (← links)
- Moment conditions for fixed effects count data models with endogenous regressors. (Q1978722) (← links)
- Transformations and moment conditions for dynamic fixed effects logit models (Q2155300) (← links)
- Second-order corrected likelihood for nonlinear panel models with fixed effects (Q2224973) (← links)
- Exponential regression of fractional-response fixed-effects models with an application to firm capital structure (Q2312953) (← links)
- Skill bias in an endogenous growth model: evaluating the case for market size and acceleration effects (Q2843414) (← links)
- Count Data Models with Correlated Unobserved Heterogeneity (Q3103130) (← links)
- The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects (Q3156188) (← links)
- Bivariate Time Series Modeling of Financial Count Data (Q3424164) (← links)
- Hurdles and steps: Estimating demand for solar photovoltaics (Q4629413) (← links)
- MODELLING AND ESTIMATING INDIVIDUAL AND FIRM EFFECTS WITH COUNT PANEL DATA (Q4691247) (← links)
- Consistent estimation of binary‐choice panel data models with heterogeneous linear trends (Q5488512) (← links)
- Optimal Alarm Systems for Count Processes (Q5494950) (← links)
- A review of INMA integer-valued model class, application and further development (Q5865584) (← links)
- Fluctuations and precise deviations of cumulative INAR time series (Q6048968) (← links)
- The macro impact of short-termism (Q6536593) (← links)
