Pages that link to "Item:Q928906"

The following pages link to Estimation of dynamic panel data models with both individual and time-specific effects (Q928906):

Displaying 21 items.

• Efficiency of repeated-cross-section estimators in fixed-effects models (Q383961) (← links)
• Panel data models with multiple time-varying individual effects (Q386936) (← links)
• A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris (Q413964) (← links)
• IV, GMM or likelihood approach to estimate dynamic panel models when either \(N\) or \(T\) or both are large (Q494404) (← links)
• Panel data models with cross-sectional dependence: a selective review (Q729667) (← links)
• On the asymptotic optimality of the LIML estimator with possibly many instruments (Q736512) (← links)
• Convergence of the static estimation toward the long run effects of dynamic panel data models (Q1292445) (← links)
• A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables (Q1606444) (← 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)
• Testing for individual and time effects in panel data models with interactive effects (Q2345165) (← links)
• Panel data analysis -- advantages and challenges (with comments and rejoinder) (Q2384656) (← links)
• Moment-based tests for individual and time effects in panel data models (Q2512623) (← links)
• Fixed-effects dynamic panel models, a factor analytical method (Q2857046) (← links)
• Challenges for Panel Financial Analysis (Q4558820) (← links)
• ESTIMATION FOR DYNAMIC PANEL DATA WITH INDIVIDUAL EFFECTS (Q5221308) (← links)
• THE ASYMPTOTIC PROPERTIES OF THE SYSTEM GMM ESTIMATOR IN DYNAMIC PANEL DATA MODELS WHEN BOTH <i>N</i> AND <i>T</i> ARE LARGE (Q5255877) (← links)
• Iterated Feasible Generalized Least-Squares Estimation of Augmented Dynamic Panel Data Models (Q5392717) (← links)
• Maximum likelihood estimation of dynamic panel threshold models (Q5860970) (← links)
• Estimation of time-varying coefficient dynamic panel data models (Q5866069) (← links)
• Efficient estimation of a partially linear panel data model with cross-sectional dependence (Q6667479) (← links)