Pages that link to "Item:Q526978"
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The following pages link to Estimation in partially linear time-varying coefficients panel data models with fixed effects (Q526978):
Displaying 13 items.
- Estimation of fixed effects panel regression models with separable and nonseparable space-time filters (Q473362) (← links)
- Improved estimation of fixed effects panel data partially linear models with heteroscedastic errors (Q730427) (← links)
- Nonparametric fixed effects model for panel data with locally stationary regressors (Q1652960) (← links)
- Estimation of time-varying average treatment effects using panel data when unobserved fixed effects affect potential outcomes differently (Q1668511) (← links)
- Quasi-maximum likelihood estimation of short panel data models with time-varying individual effects (Q2075041) (← links)
- Test for the covariance matrix in time-varying coefficients panel data models with fixed effects (Q2132006) (← links)
- Interpreting the coefficients in dynamic two-way fixed effects regressions with time-varying covariates (Q2158720) (← links)
- Identification and estimation of average partial effects in ``irregular'' correlated random coefficient panel data models (Q2859528) (← links)
- Panel Data Partially Linear Varying-Coefficient Model with Both Spatially and Time-Wise Correlated Errors (Q3195206) (← links)
- Non‐parametric time‐varying coefficient panel data models with fixed effects (Q4913916) (← links)
- Residuals based Kolmogorov-Smirnov and Cramér-von Mises tests for varying coefficient models (Q5086320) (← links)
- Empirical likelihood based inference for varying coefficient panel data models with fixed effect (Q5092718) (← links)
- Estimation of time-varying coefficient dynamic panel data models (Q5866069) (← links)
