Pages that link to "Item:Q262760"
From MaRDI portal
The following pages link to Estimation of a panel data model with parametric temporal variation in individual effects (Q262760):
Displaying 16 items.
- Reconsidering heterogeneity in panel data estimators of the stochastic frontier model (Q262761) (← links)
- Panel estimators and the identification of firm-specific efficiency levels in parametric, semiparametric and nonparametric settings (Q262763) (← links)
- A test of cross section dependence for a linear dynamic panel model with regressors (Q301972) (← links)
- Econometric estimation with high-dimensional moment equalities (Q311648) (← links)
- Group-specific stochastic production frontier models with parametric specifications (Q1042504) (← links)
- Estimation of time-varying average treatment effects using panel data when unobserved fixed effects affect potential outcomes differently (Q1668511) (← links)
- GMM with more moment conditions than observations (Q1934747) (← links)
- Quasi-maximum likelihood estimation of short panel data models with time-varying individual effects (Q2075041) (← links)
- A stochastic production frontier model with group-specific temporal variation in technical efficiency (Q2503230) (← links)
- Moment-based tests for individual and time effects in panel data models (Q2512623) (← links)
- A new panel data treatment for heterogeneity in time trends (Q2890706) (← links)
- A copula regression model for estimating firm efficiency in the insurance industry (Q5124917) (← links)
- ESTIMATION FOR DYNAMIC PANEL DATA WITH INDIVIDUAL EFFECTS (Q5221308) (← links)
- Consistent estimation of binary‐choice panel data models with heterogeneous linear trends (Q5488512) (← links)
- Estimation of time-varying coefficient dynamic panel data models (Q5866069) (← links)
- GMM estimation of linear panel data models with time-varying individual effects (Q5932778) (← links)
