Pages that link to "Item:Q469559"
From MaRDI portal
The following pages link to A nonlinear panel data model of cross-sectional dependence (Q469559):
Displaying 12 items.
- Panel data models with cross-sectional dependence: a selective review (Q729667) (← links)
- Threshold models in time series analysis -- some reflections (Q888344) (← links)
- Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels (Q1683643) (← links)
- Dynamic analysis of multivariate panel data with nonlinear transformations (Q1775815) (← links)
- Nonlinear factor models for network and panel data (Q2224978) (← links)
- A new stochastic frontier model with cross-sectional effects in both noise and inefficiency terms (Q2280587) (← links)
- Generalised density forecast combinations (Q2354855) (← links)
- Nonlinear continuous time modeling approaches in panel research (Q3525702) (← links)
- Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework (Q4614955) (← links)
- Cross-Sectional Dependence in Panel Data Analysis (Q5080156) (← links)
- Similarity-based model for ordered categorical data (Q5860912) (← links)
- Spatial autoregressions with an extended parameter space and similarity-based weights (Q6108327) (← links)