Pages that link to "Item:Q4530978"

The following pages link to Panel Data Discrete Choice Models with Lagged Dependent Variables (Q4530978):

Displaying 50 items.

• Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data (Q73022) (← links)
• Fixed effects estimation of structural parameters and marginal effects in panel probit models (Q100624) (← links)
• Root-\(N\) consistent semiparametric estimators of a dynamic panel-sample-selection model (Q288357) (← links)
• Discrete time duration models with group-level heterogeneity (Q289194) (← links)
• Evaluating the effectiveness of Washington state repeated job search services on the employment rate of prime-age female welfare recipients (Q295554) (← links)
• Practical guidelines for the estimation and inference of a dynamic logistic model with fixed-effects (Q433202) (← links)
• Estimation for the single-index models with random effects (Q434962) (← links)
• Estimating dynamic panel data discrete choice models with fixed effects (Q451257) (← links)
• Binary quantile regression with local polynomial smoothing (Q496136) (← links)
• Testing identifying assumptions in nonseparable panel data models (Q515125) (← links)
• Nonparametric identification in nonseparable panel data models with generalized fixed effects (Q527944) (← links)
• An alternative root-\(n\) consistent estimator for panel data binary choice models (Q530973) (← links)
• Generalized random forests (Q666599) (← links)
• Lock-in and unobserved preferences in server operating systems: a case of Linux vs. Windows (Q738177) (← links)
• Estimating dynamic binary choice models using irregularly spaced panel data (Q777739) (← links)
• Grouped effects estimators in fixed effects models (Q894647) (← links)
• Estimation of cross sectional and panel data censored regression models with endogeneity (Q899512) (← links)
• Penalized quadratic inference functions for single-index models with longitudinal data (Q958914) (← links)
• Early warning systems for sovereign debt crises: The role of heterogeneity (Q1010489) (← links)
• The incidental parameter problem since 1948 (Q1574223) (← links)
• Local M-estimation with discontinuous criterion for dependent and limited observations (Q1747741) (← links)
• Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable (Q1808544) (← links)
• Identification and sequential estimation of panel data models with insufficient exclusion restrictions (Q1810670) (← links)
• Binary choice panel data models with predetermined variables (Q1810682) (← links)
• Rank estimation of a generalized fixed-effects regression model (Q1971783) (← links)
• Correlated random effects models with unbalanced panels (Q2000855) (← links)
• Two stage cluster sampling based asymptotic inferences in survey population models for longitudinal count and categorical data (Q2023826) (← links)
• Overview: Implementation of structural dynamic models: methodology and applications (Q2043229) (← links)
• Sufficient statistics for unobserved heterogeneity in structural dynamic logit models (Q2043231) (← links)
• The role of conditional likelihoods in latent variable modeling (Q2088910) (← links)
• Transformations and moment conditions for dynamic fixed effects logit models (Q2155300) (← links)
• Semiparametric identification in panel data discrete response models (Q2224974) (← links)
• Nonparametric identification of discrete choice models with lagged dependent variables (Q2295813) (← links)
• Multiplicative-error models with sample selection (Q2343749) (← links)
• Panel data analysis -- advantages and challenges (with comments and rejoinder) (Q2384656) (← links)
• Simple estimators for nonparametric panel data models with sample attrition (Q2439055) (← links)
• Identification and \(\sqrt N\)-consistent estimation of a nonlinear panel data model with correlated unobserved effects (Q2440387) (← 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)
• Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares (Q2682968) (← links)
• Panel conditional and multinomial logit with time-varying parameters (Q2687871) (← links)
• Methods for strengthening a weak instrument in the case of a persistent treatment (Q2697015) (← links)
• Likelihood Prediction for Generalized Linear Mixed Models under Covariate Uncertainty (Q2815356) (← links)
• A new local estimation method for single index models for longitudinal data (Q2832021) (← links)
• A control function approach to estimating dynamic probit models with endogenous regressors (Q2870575) (← links)
• Estimation for Dynamic and Static Panel Probit Models with Large Individual Effects (Q2968468) (← links)
• BOOTSTRAP AND <i>k</i>-STEP BOOTSTRAP BIAS CORRECTIONS FOR THE FIXED EFFECTS ESTIMATOR IN NONLINEAR PANEL DATA MODELS (Q2981824) (← links)
• BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS (Q3108565) (← links)
• The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects (Q3156188) (← links)
• Departure from independence and stationarity in a handball match (Q3184490) (← links)