Pages that link to "Item:Q5154051"
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The following pages link to Quasi maximum likelihood estimation of dynamic panel data models (Q5154051):
Displaying 14 items.
- Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model (Q295407) (← links)
- Asymptotic distribution of quasi-maximum likelihood estimation of dynamic panels using long difference transformation when both \(N\) and \(T\) are large (Q513770) (← links)
- Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions (Q528179) (← links)
- A quasi-differencing approach to dynamic modelling from a time series of independent cross-sections (Q1586555) (← links)
- On quasi maximum-likelihood estimation of dynamic panel data models (Q1667945) (← links)
- Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods (Q1867733) (← links)
- Quasi-maximum likelihood estimation of short panel data models with time-varying individual effects (Q2075041) (← links)
- The limited information maximum likelihood approach to dynamic panel structural equation models (Q2255166) (← links)
- QML estimation of dynamic panel data models with spatial errors (Q2343773) (← links)
- Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity (Q2354856) (← links)
- First difference maximum likelihood and dynamic panel estimation (Q2440332) (← links)
- Likelihood-based estimation in a panel setting: robustness, redundancy and validity of copulas (Q2630087) (← links)
- An approximate likelihood function for panel data with a mixed ARMA(<i>p</i>, <i>q</i>) remainder disturbance model (Q3505311) (← links)
- Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models (Q5001023) (← links)
