Pages that link to "Item:Q1929404"

The following pages link to Bias-corrected estimation in dynamic panel data models with heteroscedasticity (Q1929404):

Displaying 25 items.

• Prediction bias correction for dynamic term structure models (Q500507) (← links)
• Identification of parametric models with a priori knowledge of process properties (Q511369) (← links)
• Bias corrections for two-step fixed effects panel data estimators (Q737959) (← links)
• Two-step spline estimating equations for generalized additive partially linear models with large cluster sizes (Q741812) (← links)
• Bootstrap-based bias correction for dynamic panels (Q1017030) (← links)
• An investigation of an unbiased correction for heteroskedasticity and the effects of misspecifying the skedastic function. (Q1605198) (← links)
• Bias-corrected estimation of panel vector autoregressions (Q1670169) (← links)
• A bias-corrected least squares estimator of dynamic panel models (Q1879231) (← links)
• On bias, inconsistency, and efficiency of various estimators in dynamic panel data models (Q1899226) (← links)
• Approximating the bias of the LSDV estimator for dynamic unbalanced panel data models (Q1927842) (← links)
• Estimating dynamic panel data models: A guide for macroeconomists (Q1960668) (← 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)
• Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (Q2516312) (← links)
• A panel data approach to economic forecasting: the bias-corrected average forecast (Q2630076) (← links)
• Unit root tests for panel data with AR(1) errors and small T (Q2896001) (← links)
• (Q3019073) (← links)
• Estimating Panel Models With Internal and External Habit Formation (Q3160938) (← links)
• (Q3409064) (← links)
• Do the most frequently used dynamic panel data estimators have the best performance in a small sample? A Monte Carlo comparison (Q5147604) (← links)
• Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression (Q5449869) (← links)
• An augmented Anderson–Hsiao estimator for dynamic short-<i>T</i> panels^† (Q5865520) (← links)
• Dynamic firm performance and estimator choice: a comparison of dynamic panel data estimators (Q6107001) (← links)
• Asymptotic inferences in a doubly-semi-parametric linear longitudinal mixed model (Q6133717) (← links)
• Impact of technological interdependencies on employment by BCFE method: evidence from GVC participation of developing countries (Q6546108) (← links)