5

How to Estimate Autoregressive Roots near Unity

Year:
2001
Language:
english
File:
PDF, 2.97 MB
english, 2001
6

DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS

Year:
2017
Language:
english
File:
PDF, 322 KB
english, 2017
8

Large-N and Large-T Properties of Panel Data Estimators and the Hausman Test

Year:
2001
Language:
english
File:
PDF, 591 KB
english, 2001
10

Dynamic Linear Panel Regression Models with Interactive Fixed Effects

Year:
2014
Language:
english
File:
PDF, 942 KB
english, 2014
11

Estimation with overidentifying inequality moment conditions

Year:
2009
Language:
english
File:
PDF, 3.03 MB
english, 2009
12

BAYESIAN AND FREQUENTIST INFERENCE IN PARTIALLY IDENTIFIED MODELS

Year:
2012
Language:
english
File:
PDF, 2.29 MB
english, 2012
13

Incidental trends and the power of panel unit root tests

Year:
2007
Language:
english
File:
PDF, 450 KB
english, 2007
14

A note on the nonstationary binary choice logit model

Year:
2002
Language:
english
File:
PDF, 43 KB
english, 2002
15

Reducing Bias of MLE in a Dynamic Panel Model

Year:
2005
Language:
english
File:
PDF, 213 KB
english, 2005
16

Minimum Distance Estimation of Nonstationary Time Series Models

Year:
2002
Language:
english
File:
PDF, 2.22 MB
english, 2002
18

Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects

Year:
2015
Language:
english
File:
PDF, 430 KB
english, 2015
20

GMM Estimation of Autoregressive Roots Near Unity with Panel Data

Year:
2004
Language:
english
File:
PDF, 512 KB
english, 2004
21

Estimation of Graphical Lasso using the L 1,2 Norm

Year:
2017
Language:
english
File:
PDF, 808 KB
english, 2017
24

Testing for a Unit Root in Panels with Dynamic Factors

Year:
2003
Language:
english
File:
PDF, 1.05 MB
english, 2003
27

Testing for a unit root in panels with dynamic factors

Year:
2004
Language:
english
File:
PDF, 499 KB
english, 2004
28

Test of random versus fixed effects with small within variation

Year:
2011
Language:
english
File:
PDF, 231 KB
english, 2011
29

A Study of a Semiparametric Binary Choice Model with Integrated Covariates

Year:
2006
Language:
english
File:
PDF, 596 KB
english, 2006
31

A predictability test for a small number of nested models

Year:
2014
Language:
english
File:
PDF, 382 KB
english, 2014
32

Forecasting with Dynamic Panel Data Models

Year:
2016
Language:
english
File:
PDF, 1.02 MB
english, 2016
34

REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL

Year:
2006
Language:
english
File:
PDF, 123 KB
english, 2006
35

HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY

Year:
2001
Language:
english
File:
PDF, 248 KB
english, 2001
38

Estimation of Graphical Models with Shape Restriction

Year:
2017
Language:
english
File:
PDF, 1.43 MB
english, 2017
40

Inference for VARs identified with sign restrictions

Year:
2018
Language:
english
File:
PDF, 460 KB
english, 2018
41

PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA

Year:
2010
Language:
english
File:
PDF, 143 KB
english, 2010
43

Maximum score estimation of a nonstationary binary choice model

Year:
2004
Language:
english
File:
PDF, 291 KB
english, 2004
44

A STUDY OF A SEMIPARAMETRIC BINARY CHOICE MODEL WITH INTEGRATED COVARIATES

Year:
2006
Language:
english
File:
PDF, 212 KB
english, 2006
45

Reducing Bias of MLE in a Dynamic Panel Model

Year:
2006
Language:
english
File:
PDF, 392 KB
english, 2006
46

Minimum Distance Estimation of Nonstationary Time Series Models

Year:
2002
Language:
english
File:
PDF, 284 KB
english, 2002
49

GMM Estimation of Autoregressive Roots near Unity with Panel Data

Year:
2004
Language:
english
File:
PDF, 1.40 MB
english, 2004