Pages that link to "Item:Q3470038"
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The following pages link to Efficient Estimation Using Panel Data (Q3470038):
Displaying 32 items.
- Efficient estimation of models for dynamic panel data (Q98307) (← links)
- Another look at the instrumental variable estimation of error-components models (Q98310) (← links)
- Panel data models with multiple time-varying individual effects (Q386936) (← links)
- The Hausman-Taylor panel data model with serial correlation (Q449410) (← links)
- A computational algorithm for multiple equation models with panel data (Q809533) (← links)
- Simultaneous equations and panel data (Q1186051) (← links)
- Simultaneous error components models when panel data are incomplete (Q1201831) (← links)
- Stochastic panel frontiers: A semiparametric approach (Q1298450) (← links)
- Convenient estimators for the panel probit model (Q1305638) (← links)
- Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation (Q1362041) (← links)
- Changes in relative wages in the 1980s: Returns to observed and unobserved skills and black-white wage differentials (Q1588302) (← links)
- Efficient estimation of panel data models with strictly exogenous explanatory variables (Q1808562) (← links)
- Specification testing in panel data with instrumental variables (Q1915453) (← links)
- A reformulation of the Hausman test for regression models with pooled cross-section-time-series data (Q1915454) (← links)
- A Bayesian analysis of exogeneity in models pooling time-series and cross-sectional data (Q1918157) (← links)
- Instrumental variable estimation of heteroskedasticity adaptive error component models (Q1926091) (← links)
- Estimation of partially specified spatial panel data models with random-effects (Q2018881) (← links)
- Editorial: Celebrating 40 years of panel data analysis: past, present and future (Q2224972) (← links)
- An econometric approach to the estimation of multi-level models (Q2224992) (← links)
- Efficient estimation of multi-level models with strictly exogenous explanatory variables (Q2226932) (← links)
- Exploiting information from singletons in panel data analysis: a GMM approach (Q2292727) (← links)
- Multilevel modeling with correlated effects (Q2517890) (← links)
- Estimating systems of equations with different instruments for different equations (Q2565046) (← links)
- Multilateral Resistance and the Euro Effects on Trade Flows (Q4555378) (← links)
- A two-stage estimation for panel data models with grouped fixed effects (Q5087527) (← links)
- Estimation of time-invariant effects in static panel data models (Q5860898) (← links)
- Estimation of partially specified spatial panel data models with fixed-effects (Q5864450) (← links)
- The smooth colonel and the reverend find common ground (Q5864463) (← links)
- LIML in the static linear panel data model (Q5864470) (← links)
- Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models (Q5931142) (← links)
- The two-way Hausman and Taylor estimator (Q6047350) (← links)
- A comparative analysis of different IV and GMM estimators of dynamic panel data models (Q6657955) (← links)