Pages that link to "Item:Q4275289"

The following pages link to Useful matrix transformations for panel data analysis: a survey (Q4275289):

Displaying 47 items.

• Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects (Q265030) (← links)
• Joint LM test for homoskedasticity in a one-way error component model (Q278186) (← links)
• Testing for serial correlation, spatial autocorrelation and random effects using panel data (Q280265) (← links)
• Panel data models with spatially correlated error components (Q280270) (← links)
• Estimating models of complex FDI: are there third-country effects? (Q280283) (← links)
• Efficient estimation and inference in linear pseudo-panel data models (Q290972) (← links)
• The Hausman-Taylor panel data model with serial correlation (Q449410) (← links)
• A moment-based test for individual effects in the error component model with incomplete panels (Q491722) (← links)
• The impact of a Hausman pretest, applied to panel data, on the coverage probability of confidence intervals (Q500567) (← links)
• Estimation for the multi-way error components model with ill-conditioned panel data (Q508103) (← links)
• Block empirical likelihood for partially linear panel data models with fixed effects (Q511566) (← links)
• Pseudo-Gaussian and rank-based optimal tests for random individual effects in large \(n\) small \(T\) panels (Q528020) (← links)
• A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model (Q528032) (← links)
• Empirical likelihood for semi-varying coefficient models for panel data with fixed effects (Q530374) (← links)
• The impact of a Hausman pretest on the size of a hypothesis test: the panel data case (Q530953) (← links)
• Demeaning the data in panel-cointegration models to control for cross-sectional dependencies (Q531415) (← links)
• Specification tests in mixed effects models (Q538100) (← links)
• Instrumental variable estimation of a spatial autoregressive panel model with random effects (Q547088) (← links)
• Estimation of moments for linear panel data models with potential existence of time effects (Q613187) (← links)
• Long-tail longitudinal modeling of insurance company expenses (Q661252) (← links)
• Semi-parametric inference for semi-varying coefficient panel data model with individual effects (Q730446) (← links)
• A note on the application of EC2SLS and EC3SLS estimators in panel data models (Q734706) (← links)
• Price dynamics, retail chains and inflation measurement (Q737301) (← links)
• Nonparametric identification of a binary random factor in cross section data (Q737961) (← links)
• Cluster analysis of panel data sets using non-standard optimisation of information criteria (Q956563) (← links)
• Sensitivity of GLS estimators in random effects models (Q962219) (← links)
• Testing the fixed effects restrictions? A Monte Carlo study of Chamberlain's minimum chi-squared test (Q1021777) (← links)
• Simultaneous equations with error components (Q1166223) (← links)
• Relative efficiency of first difference estimator in panel data regression with serially correlated error components (Q1290861) (← links)
• Testing panel data regression models with spatial error correlation. (Q1410567) (← links)
• Testing the distribution of error components in panel data models (Q1614812) (← links)
• Testing for serial correlation in hierarchical linear models (Q1742734) (← links)
• Consistency and asymptotic unbiasedness of \(S^ 2\) in the serially correlated error components regression model for panel data (Q1815629) (← links)
• Fixed effects, random effects or Hausman-Taylor: a pretest estimator (Q1927318) (← links)
• A generalized design for bilateral trade flow models (Q1927361) (← links)
• A nonparametric random effects estimator (Q1927928) (← links)
• Functional form and spatial dependence in dynamic panels (Q1929085) (← links)
• A note on \(S^{2}\) in a spatially correlated error components regression model for panel data (Q1934903) (← links)
• Testing for individual and time effects in panel data models with interactive effects (Q2345165) (← links)
• On the estimation and inference in factor-augmented panel regressions with correlated loadings (Q2439796) (← links)
• Multivariate longitudinal modeling of insurance company expenses (Q2444721) (← links)
• Testing slope homogeneity in large panels with serial correlation (Q2453036) (← links)
• Alternative ways of obtaining Hausman's test using artificial regressions (Q2467373) (← links)
• Testing for heteroskedasticity and serial correlation in a random effects panel data model (Q2630153) (← links)
• ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS (Q2986523) (← links)
• ON THE EFFICIENCY OF THE COCHRANE–ORCUTT ESTIMATOR IN THE SERIALLY CORRELATED ERROR COMPONENTS REGRESSION MODEL FOR PANEL DATA (Q4540580) (← links)
• The unbalanced nested error component regression model (Q5932783) (← links)