Pages that link to "Item:Q4181140"

The following pages link to On the Pooling of Time Series and Cross Section Data (Q4181140):

Displaying 50 items.

• Efficient estimation of models for dynamic panel data (Q98307) (← links)
• Fixed effects estimation of structural parameters and marginal effects in panel probit models (Q100624) (← links)
• School accountability: can we reward schools and avoid pupil selection? (Q258942) (← links)
• Difference in difference meets generalized least squares: higher order properties of hypotheses tests (Q295397) (← links)
• Panel data methods for fractional response variables with an application to test pass rates (Q295559) (← links)
• Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models (Q311643) (← links)
• Pooling cross sections with unequal time-series lengths (Q375100) (← links)
• The Hausman-Taylor panel data model with serial correlation (Q449410) (← links)
• A generalized panel data switching regression model (Q485697) (← links)
• Testing identifying assumptions in nonseparable panel data models (Q515125) (← links)
• On the testing of correlated effects with panel data (Q689433) (← links)
• Estimating panel data models in the presence of endogeneity and selection (Q736533) (← links)
• Modelling bilateral intra-industry trade indexes with panel data: a semiparametric approach (Q740095) (← links)
• Grouped-data estimation and testing in simple labor-supply models (Q751160) (← links)
• Estimating dynamic binary choice models using irregularly spaced panel data (Q777739) (← links)
• Grouped effects estimators in fixed effects models (Q894647) (← links)
• Maximum likelihood estimation of input demand models with fixed costs of adjustment (Q1039965) (← links)
• Multivariate regression models for panel data (Q1050065) (← links)
• Alternative methods for evaluating the impact of interventions. An overview (Q1069656) (← links)
• A note on the equivalence of specification tests in the two-factor multivariate variance components model (Q1084827) (← links)
• Small sample considerations in estimation from panel data (Q1135079) (← links)
• Small samples and collateral information. An application of the hyperparameter model (Q1142004) (← links)
• Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance (Q1143732) (← links)
• Estimating economic relations from incomplete cross-section/time-series data (Q1158721) (← links)
• Formulation and estimation of dynamic models using panel data (Q1165549) (← links)
• Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood (Q1170850) (← links)
• Simultaneous equations and panel data (Q1186051) (← links)
• Reinterpreting arbitration's narcotic effect: An experimental study of learning in repeated bargaining (Q1272976) (← links)
• Inferring technological parameters from incomplete panel data (Q1305636) (← links)
• Weighted generalized least squares estimation for complex survey data (Q1342656) (← links)
• Cross-section versus time-series income elasticities of Canadian consumption (Q1350566) (← links)
• Nonparametric analysis of pooled production data (Q1391052) (← links)
• Properties of Honda's test of random individual effects in non-linear regressions (Q1402930) (← links)
• Maximum likelihood estimation of spatially and serially correlated panels with random effects (Q1621373) (← links)
• Intercept homogeneity test for fixed effect models under cross-sectional dependence: some insights (Q1669821) (← links)
• Efficiency comparison of random effects two stage least squares estimators (Q1672721) (← links)
• Robust linear static panel data models using \(\varepsilon\)-contamination (Q1680195) (← links)
• Alternative approaches for econometric modeling of panel data using mixture distributions (Q1690070) (← links)
• Can religion explain cross-country differences in inequality? A global perspective (Q1703366) (← links)
• Homophily and social norms in experimental network formation games (Q1712146) (← links)
• Bayesian analysis of dynamic panel data by penalized quantile regression (Q1742844) (← links)
• Flexible panel stochastic frontier model with serially correlated errors (Q1787273) (← links)
• Panel models with interactive effects (Q1792467) (← links)
• Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models (Q1792483) (← links)
• Exact inference for the linear model with groupwise heteroscedastic spherical disturbances. (Q1867742) (← links)
• Selection corrections for panel data models under conditional mean independence assumptions (Q1899228) (← links)
• A reformulation of the Hausman test for regression models with pooled cross-section-time-series data (Q1915454) (← links)
• A Bayesian analysis of exogeneity in models pooling time-series and cross-sectional data (Q1918157) (← links)
• A new class of semi-mixed effects models and its application in small area estimation (Q1927073) (← links)
• Fixed effects, random effects or Hausman-Taylor: a pretest estimator (Q1927318) (← links)