Pages that link to "Item:Q2444321"
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The following pages link to A note on bias-corrected estimation in dynamic panel data models (Q2444321):
Displaying 15 items.
- Improved GMM estimation of panel VAR models (Q1659117) (← links)
- Bias-corrected estimation of panel vector autoregressions (Q1670169) (← links)
- Approximating the bias of the LSDV estimator for dynamic unbalanced panel data models (Q1927842) (← links)
- On the speed of adjustment in ESTAR models when allowance is made for bias in estimation (Q1929047) (← links)
- Bias-corrected estimation in dynamic panel data models with heteroscedasticity (Q1929404) (← links)
- Bias correction for within-group estimation of panel data models with fixed effects and sample selection (Q2096240) (← links)
- A panel data approach to economic forecasting: the bias-corrected average forecast (Q2630076) (← links)
- (Q3019073) (← links)
- (Q3409064) (← links)
- Statistical Inference in a Directed Network Model With Covariates (Q5231512) (← links)
- (Q5447124) (← links)
- First difference transformation in panel VAR models: Robustness, estimation, and inference (Q5862491) (← links)
- Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing (Q5862517) (← links)
- An augmented Anderson–Hsiao estimator for dynamic short-<i>T</i> panels<sup>†</sup> (Q5865520) (← links)
- Notes on bias in estimators for simultaneous equation models. (Q5958455) (← links)