Results 271 to 280 of about 1,334,442 (301)

Testing initial conditions in dynamic panel data models

Econometric Reviews, 2019
We propose a new framework for testing the “mean stationarity” assumption in dynamic panel data models, required for the consistency of the system GMM estimator.
Laura Magazzini, Giorgio Calzolari
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Estimation of Dynamic Panel Data Sample Selection Models

Review of Economic Studies, 2001
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Nearly unbiased estimation in dynamic panel data models [PDF]

, 2002
This paper introduces two easy to calculate estimators with desirable properties for theautoregressive parameter in dynamic panel data models. The estimators are (nearly) unbiased andperform satisfactorily even for small samples in either the time-series or cross-section dimension.
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Cancer Statistics, 2021

Ca-A Cancer Journal for Clinicians, 2021
Rebecca L Siegel, Kimberly D Miller
exaly  

Cancer statistics, 2022

Ca-A Cancer Journal for Clinicians, 2022
Rebecca L Siegel, Kimberly D Miller, Ahmedin Jemal Dvm   +2 more
exaly  

Dynamic Panel Data Models

2023
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Cancer statistics, 2023

Ca-A Cancer Journal for Clinicians, 2023
Rebecca L Siegel, Kimberly D Miller, Nikita Sandeep Wagle   +2 more
exaly  

Dynamic panel data models

This comprehensive Handbook presents the current state of art in the theory and methodology of macroeconomic data analysis. It is intended as a reference for graduate students and researchers interested in exploring new methodologies, but can also be employed as a graduate text.
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Linear static and dynamic panel data models

2015
Thesis - Athens University of Economics and Business.
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Cancer statistics, 2020

Ca-A Cancer Journal for Clinicians, 2020
Rebecca L Siegel, Kimberly D Miller
exaly