Pages that link to "Item:Q3377456"
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The following pages link to INSTRUMENTAL VARIABLES ESTIMATION WITH PANEL DATA (Q3377456):
Displaying 31 items.
- Another look at the instrumental variable estimation of error-components models (Q98310) (← links)
- Instrumental variables: an econometrician's perspective (Q252714) (← links)
- Estimation of a panel data model with parametric temporal variation in individual effects (Q262760) (← links)
- Estimation of models with grouped and ungrouped data by means of ``2SLS'' (Q274900) (← links)
- Efficient estimation and inference in linear pseudo-panel data models (Q290972) (← links)
- Fixed effects instrumental variables estimation in correlated random coefficient panel data models (Q290979) (← links)
- Instrumental variables regressions involving seasonal data (Q374914) (← links)
- Long difference instrumental variables estimation for dynamic panel models with fixed effects (Q451263) (← links)
- The true limit distributions of the Anderson-Hsiao IV estimators in panel autoregression (Q498841) (← links)
- A note on the application of EC2SLS and EC3SLS estimators in panel data models (Q734706) (← links)
- Unobservable individual effects in unbalanced panel data (Q1128551) (← links)
- Simultaneous equations and panel data (Q1186051) (← links)
- On IV, GMM and ML in a dynamic panel data model (Q1350553) (← links)
- The marginal cost-effectiveness of medical technology: A panel instrumental-variables approach (Q1361996) (← links)
- On instrumental variable estimation of semiparametric dynamic panel data models. (Q1603848) (← links)
- Improved GMM estimation of panel VAR models (Q1659117) (← links)
- A note on the Anderson-Hsiao estimator for panel data (Q1676637) (← links)
- Efficient estimation of panel data models with strictly exogenous explanatory variables (Q1808562) (← links)
- Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model. (Q1867729) (← links)
- Specification testing in panel data with instrumental variables (Q1915453) (← links)
- Semiparametric estimation of partially linear panel data models (Q1915459) (← links)
- Estimation of panel data models with binary indicators when treatment effects are not constant over time (Q1927924) (← links)
- Instrumental variables estimation in large heterogeneous panels with multifactor structure (Q2181488) (← links)
- Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure (Q2224986) (← links)
- An econometric approach to the estimation of multi-level models (Q2224992) (← links)
- IV estimation of panels with factor residuals (Q2343825) (← links)
- Comment on `IV estimation of panels with factor residuals' by D. Robertson and V. Sarafidis (Q2343826) (← links)
- Panel structural modeling with weak instrumentation and covariance restrictions (Q2878820) (← links)
- INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT (Q2995415) (← links)
- (Q3307221) (← links)
- Instrumental Variables Regression with Weak Instruments (Q4340688) (← links)