Pages that link to "Item:Q83297"
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The following pages link to Initial conditions and moment restrictions in dynamic panel data models (Q83297):
Displaying 50 items.
- Efficient estimation of models for dynamic panel data (Q98307) (← links)
- A finite sample correction for the variance of linear efficient two-step GMM estimators (Q98312) (← links)
- A doubly corrected robust variance estimator for linear GMM (Q98316) (← links)
- Estimating dynamic models from repeated cross-sections (Q262800) (← links)
- GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model (Q274929) (← links)
- Econometric analysis of copyrights (Q280253) (← links)
- The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models (Q291709) (← links)
- Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model (Q295407) (← links)
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large (Q295707) (← links)
- A joint serial correlation test for linear panel data models (Q295708) (← links)
- Management of agricultural research centers in Brazil: a DEA application using a dynamic GMM approach (Q300071) (← links)
- A test of cross section dependence for a linear dynamic panel model with regressors (Q301972) (← links)
- Parameters measuring bank risk and their estimation (Q322446) (← links)
- Dynamic panels with threshold effect and endogeneity (Q337767) (← links)
- A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks (Q341892) (← links)
- The long-run determinants of fertility: one century of demographic change 1900--1999 (Q381050) (← links)
- Panel data models with multiple time-varying individual effects (Q386936) (← links)
- Heuristic optimization methods for dynamic panel data model selection: application on the Russian innovative performance (Q429539) (← links)
- Long difference instrumental variables estimation for dynamic panel models with fixed effects (Q451263) (← links)
- Unequal spacing in dynamic panel data: identification and estimation (Q503572) (← links)
- Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions (Q528179) (← links)
- Indirect inference for dynamic panel models (Q530970) (← links)
- A note on transformed likelihood approach in linear dynamic panel models (Q719008) (← links)
- Quantile regression for dynamic panel data with fixed effects (Q738001) (← links)
- Inequality and growth: the neglected time dimension (Q744398) (← links)
- Does the profile of income inequality matter for economic growth? (Q814994) (← links)
- Innovation and employment: Evidence from Italian microdata (Q816049) (← links)
- GMM versus GQL inferences for panel count data (Q842957) (← links)
- Business cycles, unemployment insurance, and the calibration of matching models (Q844636) (← links)
- Multilevel and nonlinear panel data models (Q862785) (← links)
- A study on the persistence of Farrell's efficiency measure under a dynamic framework (Q872155) (← links)
- Statistical inference in dynamic panel data models (Q928910) (← links)
- Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks (Q957214) (← links)
- Penalized quantile regression for dynamic panel data (Q989274) (← links)
- Bootstrap-based bias correction for dynamic panels (Q1017030) (← links)
- How do epidemics induce behavioral changes? (Q1037345) (← links)
- Evolution of bank efficiency in Brazil: a DEA approach (Q1038399) (← links)
- Does income support increase abortions? (Q1039565) (← links)
- A note on autoregressive error components models (Q1062409) (← links)
- Panel data with errors-in-variables: essential and redundant orthogonality conditions in GMM-estimation (Q1128920) (← links)
- On IV, GMM and ML in a dynamic panel data model (Q1350553) (← links)
- panelvar (Q1353590) (← links)
- Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation (Q1362041) (← links)
- Efficient estimation of panel data models with sequential moment restrictions (Q1362052) (← links)
- Further consequences of viewing LIML as an iterated Aitken estimator. (Q1586545) (← links)
- Does central bank financial strength really matter for inflation? The key role of the fiscal support (Q1628337) (← links)
- Robust estimation and moment selection in dynamic fixed-effects panel data models (Q1643003) (← links)
- Brain drain and income distribution (Q1654176) (← links)
- Median-based estimation of dynamic panel models with fixed effects (Q1658177) (← links)
- Improved GMM estimation of panel VAR models (Q1659117) (← links)
