Pages that link to "Item:Q888331"

The following pages link to Statistical inference for panel dynamic simultaneous equations models (Q888331):

Displaying 19 items.

• Frontiers in time series and financial econometrics: an overview (Q888316) (← links)
• Statistical inference in dynamic panel data models (Q928910) (← links)
• The econometrics of multi-dimensional panels. Theory and applications (Q1707185) (← links)
• Panel models with interactive effects (Q1792467) (← links)
• Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models (Q1792483) (← links)
• An incidental parameters free inference approach for panels with common shocks (Q2673194) (← links)
• Panel experiments and dynamic causal effects: A finite population perspective (Q3390403) (← links)
• PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA (Q3577704) (← links)
• A Computationally Practical Simulation Estimator for Panel Data (Q4284150) (← links)
• A Note on Dynamic Modelling from Short and Heterogeneous Pseudo Panels (Q4469530) (← links)
• JIVE FOR PANEL DYNAMIC SIMULTANEOUS EQUATIONS MODELS (Q4554605) (← links)
• Challenges for Panel Financial Analysis (Q4558820) (← links)
• Parametric Inference and Dynamic State Recovery From Option Panels (Q4614283) (← links)
• (Q4811435) (← links)
• Estimation of fixed effects dynamic panel data models: linear differencing or conditional expectation (Q5861015) (← links)
• First difference transformation in panel VAR models: Robustness, estimation, and inference (Q5862491) (← links)
• First difference or forward demeaning: Implications for the method of moments estimators (Q5864653) (← links)
• Indirect inference approach to estimating dynamic panel data models with irregular spacing (Q6093652) (← links)
• Indirect inference estimation of dynamic panel data models (Q6108289) (← links)