Pages that link to "Item:Q5964762"
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The following pages link to Individual and time effects in nonlinear panel models with large \(N\), \(T\) (Q5964762):
Displaying 50 items.
- Fixed effects estimation of structural parameters and marginal effects in panel probit models (Q100624) (← links)
- Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity (Q114808) (← links)
- Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity (Q114810) (← links)
- Efficient estimation and inference in linear pseudo-panel data models (Q290972) (← links)
- Bias corrections for two-step fixed effects panel data estimators (Q737959) (← links)
- Grouped effects estimators in fixed effects models (Q894647) (← links)
- Estimation of average marginal effects in multiplicative unobserved effects panel models (Q1786735) (← links)
- The logit model and panel data via repeated observations. A clarification and extension of the literature (Q1801816) (← links)
- Correlated random effects models with unbalanced panels (Q2000855) (← links)
- Integrated likelihood based inference for nonlinear panel data models with unobserved effects (Q2024474) (← links)
- Voting on sanctioning institutions in open and closed communities: experimental evidence (Q2125119) (← links)
- Bias in instrumental-variable estimators of fixed-effect models for count data (Q2126209) (← links)
- Half-panel jackknife estimation for dynamic panel models (Q2180747) (← links)
- Identification and estimation in panel models with overspecified number of groups (Q2182146) (← links)
- On the unbiased asymptotic normality of quantile regression with fixed effects (Q2190248) (← links)
- Editorial: Celebrating 40 years of panel data analysis: past, present and future (Q2224972) (← links)
- Nonlinear factor models for network and panel data (Q2224978) (← links)
- On the robustness of the pooled CCE estimator (Q2224980) (← links)
- Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence (Q2280581) (← links)
- Determining individual or time effects in panel data models (Q2295800) (← links)
- Exponential regression of fractional-response fixed-effects models with an application to firm capital structure (Q2312953) (← links)
- Unified inference for nonlinear factor models from panels with fixed and large time span (Q2323363) (← links)
- Quantiles via moments (Q2330750) (← links)
- An incidental parameters free inference approach for panels with common shocks (Q2673194) (← links)
- Maximum likelihood estimation and inference for high dimensional generalized factor models with application to factor-augmented regressions (Q2673202) (← links)
- Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares (Q2682968) (← links)
- The persistence of wages (Q2693942) (← links)
- The robustness of conditional logit for binary response panel data models with serial correlation (Q2694013) (← links)
- Fixed-effects dynamic panel models, a factor analytical method (Q2857046) (← links)
- Average and quantile effects in nonseparable panel models (Q2857548) (← links)
- Functional differencing (Q2859504) (← links)
- Estimation for Dynamic and Static Panel Probit Models with Large Individual Effects (Q2968468) (← links)
- Split-panel Jackknife Estimation of Fixed-effect Models (Q4610735) (← links)
- Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework (Q4614955) (← links)
- Testing for heteroskedasticity in two-way fixed effects panel data models (Q5036967) (← links)
- Lessons From Quantile Panel Estimation of the Environmental Kuznets Curve (Q5080473) (← links)
- A James-Stein-type adjustment to bias correction in fixed effects panel models (Q5095207) (← links)
- Statistical Inference in a Directed Network Model With Covariates (Q5231512) (← links)
- Strong mixing properties of discrete-valued time series with exogenous covariates (Q6044255) (← links)
- Linear panel regressions with two-way unobserved heterogeneity (Q6090548) (← links)
- Machine learning panel data regressions with heavy-tailed dependent data: theory and application (Q6090578) (← links)
- The role of score and information bias in panel data likelihoods (Q6108297) (← links)
- SECOND-ORDER BIAS REDUCTION FOR NONLINEAR PANEL DATA MODELS WITH FIXED EFFECTS BASED ON EXPECTED QUANTITIES (Q6115049) (← links)
- Interest rate liberalization and bank efficiency: a DEA analysis of Chinese commercial banks (Q6161244) (← links)
- Asymptotic theory in network models with covariates and a growing number of node parameters (Q6175813) (← links)
- A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data (Q6190697) (← links)
- Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity (Q6190707) (← links)
- Network and panel quantile effects via distribution regression (Q6199639) (← links)
- Two-step estimation of quantile panel data models with interactive fixed effects (Q6542448) (← links)
- Robust inference of panel data models with interactive fixed effects under long memory: a frequency domain approach (Q6554225) (← links)
