Pages that link to "Item:Q1971783"
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The following pages link to Rank estimation of a generalized fixed-effects regression model (Q1971783):
Displaying 28 items.
- Partial rank estimation of duration models with general forms of censoring (Q278253) (← links)
- Binary quantile regression with local polynomial smoothing (Q496136) (← links)
- On the role of the rank condition in CCE estimation of factor-augmented panel regressions (Q506045) (← links)
- Root-\(N\)-consistent estimation of fixed-effect panel data transformation models with censoring (Q736701) (← links)
- Set identification via quantile restrictions in short panels (Q738106) (← links)
- Estimation of a linear model under microaggregation by individual ranking (Q878302) (← links)
- A maximum likelihood method for the incidental parameter problem (Q1043759) (← links)
- Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator (Q1099547) (← links)
- Specifying and testing econometric models for rank-ordered data (Q1104018) (← links)
- Robust estimation and moment selection in dynamic fixed-effects panel data models (Q1643003) (← links)
- Best subset binary prediction (Q1668571) (← links)
- Identification and estimation of nonseparable single-index models in panel data with correlated random effects (Q1706450) (← links)
- Semiparametric estimation of panel data models without monotonicity or separability (Q1792459) (← links)
- Identification and sequential estimation of panel data models with insufficient exclusion restrictions (Q1810670) (← links)
- Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models (Q2000839) (← links)
- Nonseparable multinomial choice models in cross-section and panel data (Q2000851) (← links)
- Inference in semiparametric binary response models with interval data (Q2343751) (← links)
- Robust estimation of dynamic fixed-effects panel data models (Q2442685) (← links)
- Set identification of the censored quantile regression model for short panels with fixed effects (Q2516310) (← links)
- Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares (Q2682968) (← links)
- Distribution-free estimation of the Box-Cox regression model with censoring (Q2890709) (← links)
- Almost Consistent Estimation of Panel Probit Models with “Small” Fixed Effects (Q4797687) (← links)
- Generalised Rank Regression Estimator with Standard Error Adjusted Lasso (Q5361194) (← links)
- Asymptotics and bootstrap for random-effects panel data transformation models (Q5862489) (← links)
- NONPARAMETRIC ESTIMATION OF GENERALIZED TRANSFORMATION MODELS WITH FIXED EFFECTS (Q6042898) (← links)
- Moment inequalities for multinomial choice with fixed effects (Q6565787) (← links)
- Root-<i>N</i>Consistent Estimation of a Panel Data Binary Response Model With Unknown Correlated Random Effects (Q6616632) (← links)
- Comment on “Simple Estimators for Invertible Index Models” (Q6623156) (← links)
