The following pages link to (Q3409064):
Displaying 21 items.
- Estimation of spatial autoregressive panel data models with fixed effects (Q77665) (← links)
- Bias in dynamic panel models under time series misspecification (Q527974) (← links)
- Jackknife estimation of stationary autoregressive models (Q528128) (← links)
- Indirect inference for dynamic panel models (Q530970) (← links)
- Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends (Q553875) (← links)
- Biases in dynamic models with fixed effects (Q900054) (← links)
- Estimation of dynamic panel data models with both individual and time-specific effects (Q928906) (← links)
- Bias-corrected estimation of panel vector autoregressions (Q1670169) (← links)
- Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects (Q1695655) (← links)
- Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes (Q1753051) (← links)
- On the diminishing returns of higher-order terms in asymptotic expansions of bias (Q1927296) (← links)
- Asymptotic distribution of misspecified random effects estimator for a dynamic panel model with fixed effects when both n and T are large (Q1927538) (← links)
- Asymptotic inference for \(\mathrm{AR}(1)\) panel data (Q2221511) (← links)
- Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels (Q2227053) (← links)
- Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence (Q2280581) (← links)
- Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (Q2516312) (← links)
- First difference transformation in panel VAR models: Robustness, estimation, and inference (Q5862491) (← links)
- An augmented Anderson–Hsiao estimator for dynamic short-<i>T</i> panels<sup>†</sup> (Q5865520) (← links)
- Individual and time effects in nonlinear panel models with large \(N\), \(T\) (Q5964762) (← links)
- Time-specific average estimation of dynamic panel regressions (Q6039103) (← links)
- The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation (Q6620939) (← links)
