Pages that link to "Item:Q2440332"

The following pages link to First difference maximum likelihood and dynamic panel estimation (Q2440332):

Displaying 11 items.

• Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model (Q295407) (← links)
• The true limit distributions of the Anderson-Hsiao IV estimators in panel autoregression (Q498841) (← links)
• Empirical likelihood confidence interval for difference-in-differences estimator with panel data (Q2158657) (← links)
• Half-panel jackknife estimation for dynamic panel models (Q2180747) (← links)
• Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity (Q2354856) (← links)
• The factor analytical approach in near unit root interactive effects panels (Q2658760) (← links)
• PANEL DATA HEDONICS: ROSEN'S FIRST STAGE AS A “SUFFICIENT STATISTIC” (Q3299430) (← links)
• DYNAMIC PANEL ANDERSON-HSIAO ESTIMATION WITH ROOTS NEAR UNITY (Q4637608) (← links)
• X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION (Q4979939) (← links)
• ESTIMATION FOR DYNAMIC PANEL DATA WITH INDIVIDUAL EFFECTS (Q5221308) (← links)
• First difference transformation in panel VAR models: Robustness, estimation, and inference (Q5862491) (← links)