Pages that link to "Item:Q288357"
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The following pages link to Root-\(N\) consistent semiparametric estimators of a dynamic panel-sample-selection model (Q288357):
Displaying 16 items.
- Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables (Q288341) (← links)
- A simple root-\(N\)-consistent semiparametric estimator for discrete duration models (Q464489) (← links)
- An alternative root-\(n\) consistent estimator for panel data binary choice models (Q530973) (← links)
- A root-\(N\) consistent estimator for some fixed-effects panel data sample selection models (Q694916) (← links)
- Root-\(N\)-consistent estimation of fixed-effect panel data transformation models with censoring (Q736701) (← links)
- Bias corrections for two-step fixed effects panel data estimators (Q737959) (← links)
- Grouped effects estimators in fixed effects models (Q894647) (← links)
- A Hausman specification test based on root-\(N\)-consistent semiparametric estimators (Q1801817) (← links)
- Monte Carlo evidence on the estimation method for industry dynamics (Q2181490) (← links)
- Estimation of a nonlinear panel data model with semiparametric individual effects (Q2440333) (← links)
- Identification and \(\sqrt N\)-consistent estimation of a nonlinear panel data model with correlated unobserved effects (Q2440387) (← links)
- Estimation of dynamic panel data sample selection models (Q2763323) (← links)
- Estimation of dynastic life-cycle discrete choice models (Q4625068) (← links)
- NONLINEAR PANEL DATA MODELS WITH DISTRIBUTION-FREE CORRELATED RANDOM EFFECTS (Q5024495) (← links)
- Heterogeneous credit union production technologies with endogenous switching and correlated effects (Q5860896) (← links)
- Root-<i>N</i>Consistent Estimation of a Panel Data Binary Response Model With Unknown Correlated Random Effects (Q6616632) (← links)
