Consistent Estimates Based on Partially Consistent Observations
From MaRDI portal
Publication:5791400
DOI10.2307/1914288zbMath0034.07602OpenAlexW2322461341WikidataQ110904710 ScholiaQ110904710MaRDI QIDQ5791400
Elizabeth Scott, Jerzy Splawa-Neyman
Publication date: 1948
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1914288
Parametric inference (62Fxx) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Related Items
Variable selection of higher-order partially linear spatial autoregressive model with a diverging number of parameters ⋮ Variance estimation for semiparametric regression models by local averaging ⋮ Joint maximum likelihood estimation for diagnostic classification models ⋮ Nonconcave penalized likelihood with a diverging number of parameters. ⋮ Maximum likelihood estimation in the multi-path change-point problem ⋮ Consistent least squares fitting of ellipsoids ⋮ On the use of bootstrap with variational inference: theory, interpretation, and a two-sample test example ⋮ The Kullback-Leibler risk of the Stein estimator and the conditional MLE ⋮ Nonlinear errors in variables estimation of some Engel curves ⋮ Inconsistent maximum likelihood estimators for the Rasch model ⋮ Loglinear multidimensional IRT models for polytomously scored items ⋮ Consistent estimation of the minimum normal mean under the tree-order restriction ⋮ Panel data analysis -- advantages and challenges (with comments and rejoinder) ⋮ A review of semiparametric mixture models ⋮ Multivariate survival models for repeated and correlated events ⋮ Transformations and moment conditions for dynamic fixed effects logit models ⋮ Nonparametric control for residual heterogeneity in modelling recurrent behaviour ⋮ Optimal estimating functions, quasi-likelihood and statistical modelling ⋮ Joint consistency of nonparametric item characteristic curve and ability estimation ⋮ Median-based estimation of dynamic panel models with fixed effects ⋮ Information geometry of physics-informed statistical manifolds and its use in data assimilation ⋮ Estimation of partially linear regression models under the partial consistency property ⋮ Wald consistency and the method of sieves in REML estimation ⋮ Applying estimated score tests in econometrics ⋮ Inference on covariance-mean regression ⋮ Deviance information criterion for latent variable models and misspecified models ⋮ Noninformative priors for the two sample normal problem ⋮ Frailty modelling approaches for semi-competing risks data ⋮ REML estimation: Asymptotic behavior and related topics ⋮ Does Jeffrey's prior alleviate the incidental parameter problem? ⋮ Asymptotic distribution of misspecified random effects estimator for a dynamic panel model with fixed effects when both n and T are large ⋮ The equivalence of two estimators of the fixed-effects logit model ⋮ Estimating the mean and variance of a high-dimensional normal distribution using a mixture prior ⋮ On the unbiased asymptotic normality of quantile regression with fixed effects ⋮ QML estimation of the matrix exponential spatial specification panel data model with fixed effects and heteroskedasticity ⋮ Robust estimation and inference of spatial panel data models with fixed effects ⋮ Variance function estimation in quantitative mass spectrometry with application to iTRAQ labeling ⋮ Dr C R Rao's contributions to the advancement of economic science ⋮ Monte Carlo modified profile likelihood in models for clustered data ⋮ Asymptotics and the theory of inference ⋮ Integrated likelihood methods for eliminating nuisance parameters. (With comments and a rejoinder). ⋮ On the history of maximum likelihood in relation to inverse probability and least squares. ⋮ Adjusted QMLE for the spatial autoregressive parameter ⋮ Editorial: Celebrating 40 years of panel data analysis: past, present and future ⋮ Second-order corrected likelihood for nonlinear panel models with fixed effects ⋮ Nonlinear factor models for network and panel data ⋮ On the robustness of the pooled CCE estimator ⋮ Estimation of a censored regression panel data model using conditional moment restrictions efficiently ⋮ Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels ⋮ Panel threshold models with interactive fixed effects ⋮ Comparing consistent estimators in comparative calibration models ⋮ Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models ⋮ Minimum distance approach to inference with many instruments ⋮ Inference in a linear functional relationship with replications ⋮ Estrogen receptor expression on breast cancer patients' survival under shape-restricted Cox regression model ⋮ Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes ⋮ On the bias and mean-square error of order-restricted maximum likelihood estimators ⋮ The interplay of Bayesian and frequentist analysis ⋮ On the Bayesian nonparametric generalization of IRT-type models ⋮ On the estimation of technical and allocative efficiency in a panel stochastic production frontier system model: some new formulations and generalizations ⋮ Integrated likelihood based inference for nonlinear panel data models with unobserved effects ⋮ Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence ⋮ Estimation of random coefficients logit demand models with interactive fixed effects ⋮ Bayesian variance estimation in the Gaussian sequence model with partial information on the means ⋮ Sufficient statistics for unobserved heterogeneity in structural dynamic logit models ⋮ Dynamic spatial panel data models with common shocks ⋮ Fixed-effects dynamic spatial panel data models and impulse response analysis ⋮ Nonparametric identification of discrete choice models with lagged dependent variables ⋮ A double-hurdle rational addiction model with heterogeneity: Estimating the demand for tobacco ⋮ Noninformative priors and frequentist risks of Bayesian estimators of vector-autoregressive models ⋮ Stein 1956: Efficient nonparametric testing and estimation ⋮ Estimation of a normal variance -- a critical review ⋮ Mahalanobis metric based clustering for fixed effects model ⋮ Asymptotics when the number of parameters tends to infinity in the Bradley-Terry model for paired comparisons ⋮ Pseudo-likelihood, explanatory power, and Bayes's theorem [Comment on: ``A likelihood paradigm for clinical trials] ⋮ Unified inference for nonlinear factor models from panels with fixed and large time span ⋮ The incidental parameter problem since 1948 ⋮ A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market ⋮ Item response and response time model for personality assessment via linear ballistic accumulation ⋮ Quantiles via moments ⋮ Joint maximum likelihood estimation for high-dimensional exploratory item factor analysis ⋮ Bayesian comparison of latent variable models: conditional versus marginal likelihoods ⋮ The role of conditional likelihoods in latent variable modeling ⋮ Adjusted estimates and Wald statistics for the AR(1) model with constant ⋮ Goodness-of-fit tests for mixed model diagnostics. ⋮ A dynamic generalization of the Rasch model ⋮ Additive and multiplicative models for gamma distributed random variables, and their application as psychometric models for response times ⋮ Comment on `IV estimation of panels with factor residuals' by D. Robertson and V. Sarafidis ⋮ Computation for latent variable model estimation: a unified stochastic proximal framework ⋮ Subgroup identification in individual participant data meta-analysis using model-based recursive partitioning ⋮ Efficient estimation of general linear mixed effects models ⋮ Conditional statistical inference with multistage testing designs ⋮ Missing measurements in econometric models with no auxiliary relations ⋮ Ancestral state reconstruction with large numbers of sequences and edge-length estimation ⋮ Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods ⋮ Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity ⋮ Estimation of heterogeneous autoregressive parameters with short panel data ⋮ Iterative weighted least-squares estimates in a heteroscedastic linear regression model ⋮ Specification and identification issues in models involving a latent hierarchical structure ⋮ Generalized Cochran-Wald statistics in combining of experiments ⋮ Testing the Rasch model with the conditional likelihood ratio test: sample size requirements and bootstrap algorithms ⋮ A consistent estimator for the binomial distribution in the presence of ``incidental parameters: an application to patent data ⋮ Bayes modal estimation in item response models ⋮ On the equivalence between conditional and random-effects likelihoods in exponential families ⋮ Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence ⋮ Non-linear fusion of observations provided by two sensors ⋮ Smoothed quantile regression for panel data ⋮ Empirical Bayes estimation in functional and structural models, and uniformly adaptive estimation of location ⋮ Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model ⋮ Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large ⋮ Generalized least squares estimation of the functional multivariate linear errors-in-variables model ⋮ Describing the elephant: Structure and function in multivariate data ⋮ A notion of an obstructive residual likelihood ⋮ Identifying the average treatment effect in ordered treatment models without unconfoundedness ⋮ Extended likelihood approach to multiple testing with directional error control under a hidden Markov random field model ⋮ Statistical optimization for geometric fitting: theoretical accuracy bound and high order error analysis ⋮ The conditional maximum likelihood estimator of the shape parameter in the gamma distribution ⋮ Conditional maximum likelihood estimation in polytomous Rasch models using SAS ⋮ Estimation of variance components in an unbalanced two-way mixed model under heteroskedasticity ⋮ Specifically objective stochastic latency mechanisms ⋮ The potential and perils of preprocessing: building new foundations ⋮ Bayesian prediction based on a class of shrinkage priors for location-scale models ⋮ On the conditional and mixture model approaches for matched pairs ⋮ Nonparametric estimation of genewise variance for microarray data ⋮ Robust inference for sparse cluster-correlated count data ⋮ A mixture cure-rate model for responses and response times in time-limit tests ⋮ Maximum likelihood estimation of a multivariate linear functional relationship ⋮ Grouped effects estimators in fixed effects models ⋮ Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance ⋮ Efficient estimation of approximate factor models via penalized maximum likelihood ⋮ Bernshteĭn-von Mises theorems for nonparametric function analysis via locally constant modelling: a unified approach ⋮ Sample size determination within the scope of conditional maximum likelihood estimation with special focus on testing the Rasch model ⋮ Decoding the h-likelihood ⋮ Rejoinder: ``Likelihood inference for models with unobservables: another view ⋮ Testing the equality of a large number of normal population means ⋮ The epic story of maximum likelihood ⋮ Estimating dynamic panel data discrete choice models with fixed effects ⋮ Alternating imputation posterior estimation of models with crossed random effects ⋮ Consistent estimation for some nonlinear errors-in-variables models ⋮ Mixed modeling with whole genome data ⋮ Latent change classes in dichotomous data ⋮ Testing unidimensionality in polytomous Rasch models ⋮ Combining standardized mean differences using the method of maximum likelihood ⋮ Estimation of dynamic panel data models with both individual and time-specific effects ⋮ Improved inference in the evaluation of mutual fund performance using panel bootstrap methods ⋮ Firms' fundamentals, macroeconomic variables and quarterly stock prices in the US ⋮ Moment testing for interaction terms in structural equation modeling ⋮ Efficient minimum distance estimator for quantile regression fixed effects panel data ⋮ The dynamic power law model ⋮ Identification and estimation of polynomial errors-in-variables models ⋮ Bootstrap inference for linear dynamic panel data models with individual fixed effects ⋮ Simultaneous equations and panel data ⋮ Adaptive robust regression with continuous Gaussian scale mixture errors ⋮ Block empirical likelihood for partially linear panel data models with fixed effects ⋮ Statistical properties of the single linkage hierarchical clustering estimator ⋮ Consistent estimation in an implicit quadratic measurement error model ⋮ A note on conditions for the asymptotic normality of the conditional maximum likelihood estimator in log odds ratio regression ⋮ Bias in dynamic panel models under time series misspecification ⋮ Asymptotics for panel quantile regression models with individual effects ⋮ Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions ⋮ Estimating generalized semiparametric additive models using parameter cascading ⋮ Parameter cascades and profiling in functional data analysis ⋮ Large sample properties of estimates of a discrete grade of membership model ⋮ Fully Bayesian analysis of the relevance vector machine with an extended hierarchical prior structure ⋮ Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data ⋮ Bayesian inference in error-in-variables models ⋮ Estimation of spatial autoregressive panel data models with fixed effects ⋮ Stationarity and mixing properties of the dynamic Tobit model ⋮ Statistical models: conventional, penalized and hierarchical likelihood ⋮ Paired comparisons with individual differences ⋮ Fixed effects estimation of structural parameters and marginal effects in panel probit models ⋮ Penalized quantile regression for dynamic panel data ⋮ On Keats' generalization of the Rasch model ⋮ Some aspects of the theory of estimating equations ⋮ Improved estimation of fixed effects panel data partially linear models with heteroscedastic errors ⋮ Parameter estimation in semi-linear models using a maximal invariant likelihood function ⋮ Panel data analysis with heterogeneous dynamics ⋮ Marginal likelihood for parallel series ⋮ Estimating fixed-effect panel stochastic frontier models by model transformation ⋮ GMM estimation of social interaction models with centrality ⋮ Inconsistency of the MLE and inference based on weighted LS for LARCH models ⋮ Bias corrections for two-step fixed effects panel data estimators ⋮ Quantile regression for dynamic panel data with fixed effects ⋮ Statistical inference in two-sample summary-data Mendelian randomization using robust adjusted profile score ⋮ Estimating functions for conditional inference: many nuisance parameter case ⋮ On the unidentifiability of the fixed-effects 3PL model ⋮ Combining moment estimates of a parameter common through strata ⋮ Point estimates for variance-structure parameters in Bayesian analysis of hierarchical models ⋮ Some recent developments in efficiency measurement in stochastic frontier models ⋮ Efficient estimation and local identification in latent class analysis ⋮ Group-specific stochastic production frontier models with parametric specifications ⋮ A maximum likelihood method for the incidental parameter problem ⋮ Measuring dynamic efficiency: theories and an integrated methodology ⋮ The incidental parameter problem in a non-differentiable panel data model ⋮ Econometric duration analysis ⋮ An asymptotic minimax risk bound for estimation of a linear functional relationship ⋮ Bayesian estimation in the two-parameter logistic model ⋮ Estimating functions for repeated measures with incidental parameters ⋮ Reconsidering heterogeneity in panel data estimators of the stochastic frontier model ⋮ Parameterizing mixture models with generalized moments ⋮ Estimation in the presence of incidental parameters ⋮ Fixed Effects and Bias Due to the Incidental Parameters Problem in the Tobit Model ⋮ Testing for Unit Roots in Dynamic Panels in the Presence of a Deterministic Trend: Re-examining the Unit Root Hypothesis for Real Stock Prices and Dividends ⋮ The estimating function bootstrap ⋮ A Semiparametric Method for Analyzing Matched Case-Control Family Studies with a Continuous Outcome and Proband Sampling ⋮ Estimation of the slope in linear non-normal structural relationships ⋮ Series Estimation in Partially Linear In-Slide Regression Models ⋮ The derivation of some tests for the Rasch model from the multinomial distribution ⋮ Maximum Likelihood Estimation and Graph Matching in Errorfully Observed Networks ⋮ On Distribution-Weighted Partial Least Squares with Diverging Number of Highly Correlated Predictors ⋮ Estimation by the minimum distance method ⋮ The conditional MLE in the two-parameter geometric distribution and its competitors ⋮ AR(1) MODELS, UNIT ROOTS, AND ADJUSTED PROFILE LIKELIHOOD ⋮ On the estimation by the minimum distance method ⋮ COHERENT INCURRED PAID (CIP) MODELS FOR CLAIMS RESERVING ⋮ Conditional logistic regression in cluster-specific1:mmatched treatment–control designs ⋮ EFFICIENCY IN LARGE DYNAMIC PANEL MODELS WITH COMMON FACTORS ⋮ Approximate inference in multivariate nonlinear functional relationships ⋮ Estimating minimum effect with outlier selection ⋮ A Monte Carlo Simulation Study of Analyses of Block Designs Under Correlated Errors Model ⋮ Logit based parameter estimation in the Rasch model ⋮ Lessons From Quantile Panel Estimation of the Environmental Kuznets Curve ⋮ Revisiting the location of FDI in China: a panel data approach with heterogeneous shocks ⋮ Variance estimation for tree-order restricted models ⋮ Pivotal ouantities based on the conditional distribution function transform in models with accessory parameters ⋮ Maximum Lq-likelihood Estimation in Functional Measurement Error Models ⋮ Asymptotic properties of a conditional maximum‐likelihood estimator ⋮ Conditions for consistent estimation in mixed‐effects models for binary matched‐pairs data ⋮ A James-Stein-type adjustment to bias correction in fixed effects panel models ⋮ Robust estimation in functional comparative calibration models via maximum \(\mathrm{L}q\)-likelihood ⋮ A necessary and sufficient condition for the strong consistency of a family of estimators of the common odds ratio ⋮ Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares ⋮ Technical and allocative efficiency in a panel stochastic production frontier system model ⋮ Robust modified profile estimating function with application to the generalized estimating equation ⋮ Combining unbiased estimates —a further examination of some old estimators ⋮ The persistence of wages ⋮ The robustness of conditional logit for binary response panel data models with serial correlation ⋮ Estimation for Dynamic and Static Panel Probit Models with Large Individual Effects ⋮ Panel data unit roots tests: the role of serial correlation and the time dimension ⋮ Unnamed Item ⋮ A smoothed maximum score estimator for the binary choice panel data model with an application to labour force participation ⋮ LIKELIHOOD INFERENCE IN AN AUTOREGRESSION WITH FIXED EFFECTS ⋮ First difference maximum likelihood and dynamic panel estimation ⋮ Identification and estimation of nonlinear dynamic panel data models with unobserved covariates ⋮ BOOTSTRAP AND k-STEP BOOTSTRAP BIAS CORRECTIONS FOR THE FIXED EFFECTS ESTIMATOR IN NONLINEAR PANEL DATA MODELS ⋮ Assessing the performance of normal-based and REML-based confidence intervals for the intraclass correlation coefficient ⋮ Estimation in one–way classification with heteroscedastic error ⋮ Estimation in the presence of many nuisance parameters: composite likelihood and plug-in likelihood ⋮ Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects ⋮ Theory and methods of panel data models with interactive effects ⋮ Efficient GMM estimation of spatial dynamic panel data models with fixed effects ⋮ A nondegenerate penalized likelihood estimator for variance parameters in multilevel models ⋮ Hurdles and steps: Estimating demand for solar photovoltaics ⋮ Heterogeneity, state dependence and health ⋮ Maximal invariant likelihood based testing of semi-linear models ⋮ Specification and estimation of social interaction models with network structures ⋮ Mixed model prediction and small area estimation. (With comments of P. Hall, D. Morales, C. N. Morris, J. N. K. Rao, and J. L. Eltinge) ⋮ Remedying the Neyman–Scott phenomenon in model discrimination ⋮ The role of reversals in order-restricted inference ⋮ PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA ⋮ Biases of the maximum likelihood and Cohen-Sackrowitz estimators for the tree-order model ⋮ The score function and a comparison of various adjustments of the profile likelihood ⋮ Population mixture models and clustering algorithms ⋮ Errors in variables: consistent adjusted least squares (cals) estimation ⋮ Classical latent variable models for medical research ⋮ A stochastic production frontier model with group-specific temporal variation in technical efficiency ⋮ Bayesian nonparametric model selection and model testing ⋮ Latent Variable Modelling: A Survey* ⋮ Inconsistency of the MLE for the Joint Distribution of Interval‐Censored Survival Times and Continuous Marks ⋮ Unnamed Item ⋮ Efficient estimation and variable selection in dynamic panel data partially linear varying coefficient models with incidental parameter ⋮ A semiparametric model for heterogeneous panel data with fixed effects ⋮ Model selection in the presence of incidental parameters ⋮ Inference for blocked randomization under a selection bias model ⋮ Semiparametric Maximum Likelihood for Measurement Error Model Regression ⋮ ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION ⋮ Generalization of the Mantel-Haenszel Estimating Function for Sparse Clustered Binary Data ⋮ Comparison of Maximum Likelihood with Conditional Pairwise Likelihood Estimation of Person Parameters in the Rasch Model ⋮ Rank tests in heteroscedastic multi-way HANOVA ⋮ Consistent estimation in the presence of incidental parameters ⋮ Estimating structural and functional relationships ⋮ BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS ⋮ Statistische Analyse von Ausscheidehäufigkeiten eines Kollektivs einander ähnlicher kleiner Bestände: Eine Schätzmethode ⋮ Structured Latent Factor Analysis for Large-scale Data: Identifiability, Estimability, and Their Implications ⋮ Estimating Spiking Irregularities Under Changing Environments ⋮ Parametric Modeling of Quantile Regression Coefficient Functions With Longitudinal Data ⋮ Maximum penalized likelihood estimation of mixed proportional hazard models ⋮ Asymptotic properties of anoya bayes factors ⋮ Small area estimation via heteroscedastic nested-error regression ⋮ A moments approach for omitted variables in residential histories and other panel data ⋮ Estimation of Censored Quantile Regression for Panel Data With Fixed Effects ⋮ An Equivalence of Conditional and Unconditional Maximum Likelihood Estimators via Infinite Replication of Observations ⋮ Normalizing unbiased estimating functions ⋮ On testing linear hypotheses on linear functional and structural relationships ⋮ Asymptotic improvement of the graybill-deal estimator ⋮ The exact estimate?a method of statistical estimation ⋮ Nonstationary panel data analysis: an overview of some recent developments ⋮ CONDITIONAL AND EXACT TESTS IN CROSSOVER TRIALS ⋮ ASYMPTOTIC THEORY IN FIXED EFFECTS PANEL DATA SEEMINGLY UNRELATED PARTIALLY LINEAR REGRESSION MODELS ⋮ PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS ⋮ Extension to Markov processes of a result by A. Wald about the consistency of the maximum likelihood estimate ⋮ Time-specific average estimation of dynamic panel regressions ⋮ A multiview model for relative and absolute microbial abundances ⋮ Properties of h‐Likelihood Estimators in Clustered Data ⋮ Spatial-temporal Model with Heterogeneous Random Effects ⋮ Alternative fixed-effects panel model using weighted asymmetric least squares regression ⋮ Estimation of spatial autoregressive models for origin-destination flows: a partial likelihood approach ⋮ A Joint MLE Approach to Large-Scale Structured Latent Attribute Analysis ⋮ The role of score and information bias in panel data likelihoods ⋮ Wild bootstrap inference for penalized quantile regression for longitudinal data ⋮ Efficient peer effects estimators with group effects ⋮ An impartial trimming algorithm for robust circle fitting ⋮ SECOND-ORDER BIAS REDUCTION FOR NONLINEAR PANEL DATA MODELS WITH FIXED EFFECTS BASED ON EXPECTED QUANTITIES ⋮ Likelihood approach to dynamic panel models with interactive effects ⋮ Cross-section bootstrap for CCE regressions ⋮ Recognition and variable selection in sparse spatial panel data models with fixed effects ⋮ Conditional inference of Poisson models and information geometry: an ancillary review ⋮ Variational Bayes in State Space Models: Inferential and Predictive Accuracy ⋮ Estimating a Potential Without the Agony of the Partition Function ⋮ Composite Likelihood Estimation of an Autoregressive Panel Ordered Probit Model with Random Effects ⋮ A network Poisson model for weighted directed networks with covariates ⋮ A tensor-EM method for large-scale latent class analysis with binary responses ⋮ Estimation and bootstrapping under spatiotemporal models with unobserved heterogeneity ⋮ Identification of heterogeneous elasticities in gross-output production functions ⋮ Network and panel quantile effects via distribution regression ⋮ Information Geometry ⋮ GMM estimation of linear panel data models with time-varying individual effects ⋮ Euclidean distance matrix analysis (EDMA): Estimation of mean form and mean form difference ⋮ The unreasonable effectiveness of a biased logistic regression procedure in the analysis of pair-matched case-control studies ⋮ Axiomatic Development of Profile Likelihoods as the Strength of Evidence for Composite Hypotheses ⋮ Individual and time effects in nonlinear panel models with large \(N\), \(T\) ⋮ ESTIMATION FOR DYNAMIC PANEL DATA WITH INDIVIDUAL EFFECTS ⋮ A Monte Carlo study of bias corrections for panel probit models ⋮ Comment on article by Rubio and Steel ⋮ Empirical likelihood inference for a common mean in the presence of heteroscedasticity ⋮ Models for Combining Results of Different Experiments: Retrospective and Prospective ⋮ Statistical Inference in a Directed Network Model With Covariates ⋮ Modified Profile Likelihood for Fixed-Effects Panel Data Models ⋮ The gradient test and its finite sample size properties in a conditional maximum likelihood and psychometric modeling context