Pages that link to "Item:Q5221308"
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The following pages link to ESTIMATION FOR DYNAMIC PANEL DATA WITH INDIVIDUAL EFFECTS (Q5221308):
Displaying 10 items.
- Convergence of the static estimation toward the long run effects of dynamic panel data models (Q1292445) (← links)
- A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables (Q1606444) (← links)
- Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models (Q1792483) (← links)
- Likelihood inference and the role of initial conditions for the dynamic panel data model (Q2225010) (← links)
- Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity (Q2354856) (← links)
- Panel experiments and dynamic causal effects: A finite population perspective (Q3390403) (← links)
- Estimating dynamic Panel data. A practical approach to perform long panels. (Q5114113) (← links)
- Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence (Q5864364) (← links)
- Indirect inference estimation of dynamic panel data models (Q6108289) (← links)
- Parametric estimation of long memory in factor models (Q6108311) (← links)
