Pages that link to "Item:Q819350"
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The following pages link to Dynamic panel data methods and practice (Q819350):
Displaying 26 items.
- Efficient estimation of models for dynamic panel data (Q98307) (← links)
- Estimating dynamic models from repeated cross-sections (Q262800) (← links)
- Econometric analysis of copyrights (Q280253) (← links)
- The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models (Q291709) (← links)
- Relative efficiency of first difference estimator in panel data regression with serially correlated error components (Q1290861) (← links)
- Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation (Q1362041) (← links)
- Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline (Q1362066) (← links)
- A quasi-differencing approach to dynamic modelling from a time series of independent cross-sections (Q1586555) (← links)
- Score-driven dynamic patent count panel data models (Q1668650) (← links)
- A note on the Anderson-Hsiao estimator for panel data (Q1676637) (← links)
- Estimating long-run relationships from dynamic heterogeneous panels (Q1899227) (← links)
- Level-based estimation of dynamic panel models (Q2181491) (← links)
- Discussion of ``Estimating linearized heterogeneous agent models using panel data'' (Q2191490) (← links)
- Dynamic panels with MIDAS covariates: nonlinearity, estimation and fit (Q2224996) (← links)
- Likelihood inference and the role of initial conditions for the dynamic panel data model (Q2225010) (← links)
- Estimation of heterogeneous autoregressive parameters with short panel data (Q2354865) (← links)
- First difference maximum likelihood and dynamic panel estimation (Q2440332) (← links)
- Estimation of autoregressive roots near unity using panel data (Q2716478) (← links)
- Estimating Panel Models With Internal and External Habit Formation (Q3160938) (← links)
- On modeling panels of time series (Q3429859) (← links)
- GMM Estimation with persistent panel data: an application to production functions (Q4512506) (← links)
- Modified first-difference estimator in a panel data model with unobservable factors both in the errors and the regressors when the time dimension is small (Q4606463) (← links)
- Forecasting With Dynamic Panel Data Models (Q4992085) (← links)
- Dynamic panel GMM using R (Q5116811) (← links)
- Iterated Feasible Generalized Least-Squares Estimation of Augmented Dynamic Panel Data Models (Q5392717) (← links)
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (Q5751802) (← links)
