Pages that link to "Item:Q2628826"
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The following pages link to The optimal choice of moments in dynamic panel data models (Q2628826):
Displaying 13 items.
- Initial conditions and moment restrictions in dynamic panel data models (Q83297) (← links)
- Heuristic optimization methods for dynamic panel data model selection: application on the Russian innovative performance (Q429539) (← links)
- Efficient estimation for longitudinal data by combining large-dimensional moment conditions (Q491394) (← links)
- On IV, GMM and ML in a dynamic panel data model (Q1350553) (← links)
- Analysis of interactive fixed effects dynamic linear panel regression with measurement error (Q1925892) (← links)
- Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure (Q2224986) (← links)
- Higher order mean squared error of generalized method of moments estimators for nonlinear models (Q2320739) (← links)
- Consistent estimation of linear panel data models with measurement error (Q2399531) (← links)
- Simultaneous estimation and inference for multiple response variables (Q5083454) (← links)
- Double filter instrumental variable estimation of panel data models with weakly exogenous variables (Q5860959) (← links)
- Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing (Q5862517) (← links)
- Instrumental variable estimation with first-stage heterogeneity (Q6199657) (← links)
- Regularized estimation of dynamic panel models (Q6542446) (← links)