Pages that link to "Item:Q98307"

The following pages link to Efficient estimation of models for dynamic panel data (Q98307):

Displaying 50 items.

• Initial conditions and moment restrictions in dynamic panel data models (Q83297) (← links)
• Another look at the instrumental variable estimation of error-components models (Q98310) (← links)
• GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model (Q274929) (← links)
• Semiparametric efficient estimation of dynamic panel data models (Q278254) (← links)
• Root-\(N\) consistent semiparametric estimators of a dynamic panel-sample-selection model (Q288357) (← links)
• The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models (Q291709) (← links)
• Structure identification in panel data analysis (Q292885) (← links)
• Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model (Q295407) (← links)
• A test of cross section dependence for a linear dynamic panel model with regressors (Q301972) (← links)
• Dynamic panels with threshold effect and endogeneity (Q337767) (← links)
• Efficiency of repeated-cross-section estimators in fixed-effects models (Q383961) (← links)
• Panel data models with multiple time-varying individual effects (Q386936) (← links)
• Heuristic optimization methods for dynamic panel data model selection: application on the Russian innovative performance (Q429539) (← links)
• Efficient estimation of general dynamic models with a continuum of moment conditions (Q451261) (← links)
• Long difference instrumental variables estimation for dynamic panel models with fixed effects (Q451263) (← links)
• Efficient minimum distance estimator for quantile regression fixed effects panel data (Q476212) (← links)
• Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions (Q528179) (← links)
• Empirical likelihood block bootstrapping (Q530588) (← links)
• Indirect inference for dynamic panel models (Q530970) (← links)
• Asymptotic distributions of impulse response functions in short panel vector autoregressions (Q737958) (← links)
• Quantile regression for dynamic panel data with fixed effects (Q738001) (← links)
• Innovation and employment: Evidence from Italian microdata (Q816049) (← links)
• Dynamic panel data methods and practice (Q819350) (← links)
• GMM versus GQL inferences for panel count data (Q842957) (← links)
• Multilevel and nonlinear panel data models (Q862785) (← links)
• A study on the persistence of Farrell's efficiency measure under a dynamic framework (Q872155) (← links)
• Statistical inference for panel dynamic simultaneous equations models (Q888331) (← links)
• Estimation of dynamic panel data models with both individual and time-specific effects (Q928906) (← links)
• Statistical inference in dynamic panel data models (Q928910) (← links)
• The weighted method of moments approach for moment condition models (Q974198) (← links)
• Penalized quantile regression for dynamic panel data (Q989274) (← links)
• Parameters of interest, nuisance parameters and orthogonality conditions. An application to autoregressive error component models (Q1265794) (← links)
• Inference for unit roots in dynamic panels where the time dimension is fixed (Q1298463) (← links)
• Testing serial correlation in semiparametric panel data models (Q1305628) (← links)
• Inferring technological parameters from incomplete panel data (Q1305636) (← links)
• Convenient estimators for the panel probit model (Q1305638) (← links)
• pdynmc (Q1334479) (← links)
• On IV, GMM and ML in a dynamic panel data model (Q1350553) (← links)
• Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation (Q1362041) (← links)
• Efficient estimation of panel data models with sequential moment restrictions (Q1362052) (← links)
• Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline (Q1362066) (← links)
• Testing for unit roots in panel data using a GMM approach (Q1381198) (← links)
• The incidental parameter problem since 1948 (Q1574223) (← links)
• A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables (Q1606444) (← links)
• Median-based estimation of dynamic panel models with fixed effects (Q1658177) (← links)
• On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions (Q1659119) (← links)
• Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects (Q1659129) (← links)
• Case deletion diagnostics for GMM estimation (Q1659492) (← links)
• Estimation of nonlinear dynamic panel data models with individual effects (Q1718902) (← links)
• How informative is the initial condition in the dynamic panel model with fixed effects? (Q1808549) (← links)