Pages that link to "Item:Q2384656"

The following pages link to Panel data analysis -- advantages and challenges (with comments and rejoinder) (Q2384656):

Displaying 17 items.

• Maintenance of and innovation in long-term panel studies: the case of the German socio-economic panel (GSOEP) (Q819353) (← links)
• Estimation of dynamic panel data models with both individual and time-specific effects (Q928906) (← links)
• Cluster analysis of panel data sets using non-standard optimisation of information criteria (Q956563) (← links)
• Nonparametric testing for smooth structural changes in panel data models (Q1652957) (← links)
• Extensions of some classical methods in change point analysis (Q2513925) (← links)
• Modeling panels of extremes (Q2686048) (← links)
• The impact of the real interest rate, the exchange rate and political stability on foreign direct investment inflows: a comparative analysis of G7 and GCC countries (Q2686275) (← links)
• ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS (Q2986523) (← links)
• Remedying the Neyman–Scott phenomenon in model discrimination (Q3019826) (← links)
• On modeling panels of time series (Q3429859) (← links)
• Challenges for Panel Financial Analysis (Q4558820) (← links)
• (Q4998879) (← links)
• A robust test for serial correlation in panel data models (Q5040543) (← links)
• Cross-Sectional Dependence in Panel Data Analysis (Q5080156) (← links)
• Data driven robust estimation methods for fixed effects panel data models (Q5083323) (← links)
• Structural breaks in panel data: Large number of panels and short length time series (Q5860947) (← links)
• Robust density power divergence estimates for panel data models (Q6175877) (← links)