Pages that link to "Item:Q2440387"
From MaRDI portal
The following pages link to Identification and \(\sqrt N\)-consistent estimation of a nonlinear panel data model with correlated unobserved effects (Q2440387):
Displaying 13 items.
- Nonparametric identification in nonseparable panel data models with generalized fixed effects (Q527944) (← links)
- Identification of a nonparametric panel data model with unobserved heterogeneity and lagged dependent variables (Q529756) (← links)
- An alternative root-\(n\) consistent estimator for panel data binary choice models (Q530973) (← links)
- Distribution-free estimation of some nonlinear panel data models (Q1305662) (← links)
- Identification and estimation of nonseparable single-index models in panel data with correlated random effects (Q1706450) (← links)
- Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects (Q1739883) (← links)
- Identification and sequential estimation of panel data models with insufficient exclusion restrictions (Q1810670) (← links)
- Estimation of a nonlinear panel data model with semiparametric individual effects (Q2440333) (← links)
- Identification and estimation of nonlinear dynamic panel data models with unobserved covariates (Q2440390) (← links)
- An alternative identification of nonlinear dynamic panel data models with unobserved covariates (Q2512365) (← links)
- Binary response correlated random coefficient panel data models (Q2516313) (← links)
- Identification and estimation of average partial effects in ``irregular'' correlated random coefficient panel data models (Q2859528) (← links)
- NONLINEAR PANEL DATA MODELS WITH DISTRIBUTION-FREE CORRELATED RANDOM EFFECTS (Q5024495) (← links)
