-
1
-
-
0346651130
-
Efficient estimation of models for dynamic panel data
-
Ahn SC, Schmidt P (1995) Efficient estimation of models for dynamic panel data. Journal of Econometrics 68:5-27
-
(1995)
Journal of Econometrics
, vol.68
, pp. 5-27
-
-
Ahn, S.C.1
Schmidt, P.2
-
3
-
-
0000828930
-
Additive interactive regression models: Circumvention of the curse of dimensionality
-
Andrews DWK, Whang YJ (1990) Additive interactive regression models: Circumvention of the curse of dimensionality. Econometric Theory 6:466-479
-
(1990)
Econometric Theory
, vol.6
, pp. 466-479
-
-
Andrews, D.W.K.1
Whang, Y.J.2
-
4
-
-
0001005038
-
Testing for autocorrelation in dynamic random effects models
-
Arellano M (1990) Testing for autocorrelation in dynamic random effects models. Review of Economic Studies 57:127-134
-
(1990)
Review of Economic Studies
, vol.57
, pp. 127-134
-
-
Arellano, M.1
-
6
-
-
0001306709
-
Estimating dynamic random effects models from panel data covering short time periods
-
Bhargava A, Sargan JD (1983) Estimating dynamic random effects models from panel data covering short time periods. Econometrica 51:1635-1659
-
(1983)
Econometrica
, vol.51
, pp. 1635-1659
-
-
Bhargava, A.1
Sargan, J.D.2
-
7
-
-
0001337803
-
Panel data
-
Griliches Z, Intrilligator M (eds) North Holland, Amsterdam
-
Chamberlain G (1984) Panel data. In: Griliches Z, Intrilligator M (eds) Handbook of Econometrics. North Holland, Amsterdam
-
(1984)
Handbook of Econometrics
-
-
Chamberlain, G.1
-
9
-
-
3042869574
-
Local linear regression smoothers and their minimax efficiencies
-
Fan J (1993) Local linear regression smoothers and their minimax efficiencies. The Annals of Statistics 21:196-216
-
(1993)
The Annals of Statistics
, vol.21
, pp. 196-216
-
-
Fan, J.1
-
11
-
-
84950447968
-
Local polynomial kernel regression for generalized linear models and quasi-likelihood functions
-
Fan J, Heckman NE, Wand MP (1995) Local polynomial kernel regression for generalized linear models and quasi-likelihood functions. Journal of American Statistical Association 90:141-150
-
(1995)
Journal of American Statistical Association
, vol.90
, pp. 141-150
-
-
Fan, J.1
Heckman, N.E.2
Wand, M.P.3
-
12
-
-
0003810420
-
-
Princeton, NJ: Princeton University Press
-
Hamermesh D (1993) Labor demand. Princeton, NJ: Princeton University Press
-
(1993)
Labor Demand
-
-
Hamermesh, D.1
-
15
-
-
49049140143
-
Formulation and estimation of dynamic models using panel data
-
Hsiao C, Anderson TW (1982) Formulation and estimation of dynamic models using panel data. Journal of Econometrics 18:47-82
-
(1982)
Journal of Econometrics
, vol.18
, pp. 47-82
-
-
Hsiao, C.1
Anderson, T.W.2
-
16
-
-
84952503753
-
On the estimation of panel-data models with serial correlation when instruments are not strictly exogenous
-
Keane MP, Runkle DE (1992) On the estimation of panel-data models with serial correlation when instruments are not strictly exogenous. Journal of Business and Economic Statistics 10:1-9
-
(1992)
Journal of Business and Economic Statistics
, vol.10
, pp. 1-9
-
-
Keane, M.P.1
Runkle, D.E.2
-
17
-
-
0001473949
-
Dynamic hours of work functions for husbands, wives, and single females
-
Johnson TR, Pencavel JH (1984) Dynamic hours of work functions for husbands, wives, and single females. Econometrica 52:363-390
-
(1984)
Econometrica
, vol.52
, pp. 363-390
-
-
Johnson, T.R.1
Pencavel, J.H.2
-
18
-
-
0012843213
-
Efficient estimation of dynamic error components models with panel data
-
Anderson OD, Perryman MR (eds) North-Holland, Amsterdam
-
Lee LF (1981) Efficient estimation of dynamic error components models with panel data, In: Anderson OD, Perryman MR (eds) Time-series analysis. North-Holland, Amsterdam
-
(1981)
Time-series Analysis
-
-
Lee, L.F.1
-
19
-
-
0346299225
-
Efficient estimation of additive partially linear models
-
Li Q (2000) Efficient estimation of additive partially linear models. International Economic Review 41:1073-1092
-
(2000)
International Economic Review
, vol.41
, pp. 1073-1092
-
-
Li, Q.1
-
20
-
-
0000999239
-
Testing serial correlation in semiparametric panel data models
-
Li Q, Hsiao C (1998) Testing serial correlation in semiparametric panel data models. Journal of Econometrics 87:207-237
-
(1998)
Journal of Econometrics
, vol.87
, pp. 207-237
-
-
Li, Q.1
Hsiao, C.2
-
21
-
-
0000002467
-
Semiparametric estimation of partially linear panel data models
-
Li Q, Stengos T (1996) Semiparametric estimation of partially linear panel data models. Journal of Econometrics 71:389-397
-
(1996)
Journal of Econometrics
, vol.71
, pp. 389-397
-
-
Li, Q.1
Stengos, T.2
-
22
-
-
0346937817
-
A simple consistent bootstrap test for a parametric regression function
-
Li Q, Wang S (1998) A simple consistent bootstrap test for a parametric regression function. Journal of Econometrics 87:145-165
-
(1998)
Journal of Econometrics
, vol.87
, pp. 145-165
-
-
Li, Q.1
Wang, S.2
-
23
-
-
0012827886
-
Estimating semiparametric econometric models: With an application to cross-country growth
-
Li Q, Wooldridge J (2000) Estimating semiparametric econometric models: With an application to cross-country growth. Annals of Economics and Finance 1:337-357
-
(2000)
Annals of Economics and Finance
, vol.1
, pp. 337-357
-
-
Li, Q.1
Wooldridge, J.2
-
24
-
-
77956888636
-
A kernel method of estimating structured nonparametric regression based on marginal integration
-
Linton OB, Nielsen JP (1985) A kernel method of estimating structured nonparametric regression based on marginal integration. Biometrika 82:91-100
-
(1985)
Biometrika
, vol.82
, pp. 91-100
-
-
Linton, O.B.1
Nielsen, J.P.2
-
25
-
-
84974199018
-
Kernel estimation of partial means in a general variance estimator
-
Newey WK (1994) Kernel estimation of partial means in a general variance estimator. Econometric Theory 10:233-253
-
(1994)
Econometric Theory
, vol.10
, pp. 233-253
-
-
Newey, W.K.1
-
27
-
-
0000105198
-
Convergence rates and asymptotic normality for series estimators
-
Newey WK (1997) Convergence rates and asymptotic normality for series estimators. Journal of Econometrics 79:147-168
-
(1997)
Journal of Econometrics
, vol.79
, pp. 147-168
-
-
Newey, W.K.1
-
28
-
-
58149365138
-
Estimation of long-run relationships from dynamic heterogeneous panels
-
Pesaran MH, Smith R (1995) Estimation of long-run relationships from dynamic heterogeneous panels. Journal of Econometrics 68:79-113
-
(1995)
Journal of Econometrics
, vol.68
, pp. 79-113
-
-
Pesaran, M.H.1
Smith, R.2
-
29
-
-
0001099098
-
Semiparametric estimation of index coefficients
-
Powell JL, Stock JH, Stoker TM (1989) Semiparametric estimation of index coefficients. Econometrica 57:1043-1430
-
(1989)
Econometrica
, vol.57
, pp. 1043-1430
-
-
Powell, J.L.1
Stock, J.H.2
Stoker, T.M.3
-
32
-
-
0000218602
-
Root-N-consistent semiparametric estimation
-
Robinson P (1988) Root-N-consistent semiparametric estimation. Econometrica 56:931-954
-
(1988)
Econometrica
, vol.56
, pp. 931-954
-
-
Robinson, P.1
-
34
-
-
21844518517
-
Multivariate weighted least squares regression
-
Ruppert D, Wand MP (1994) Multivariate weighted least squares regression. Annals of Statistics 22:1346-1370
-
(1994)
Annals of Statistics
, vol.22
, pp. 1346-1370
-
-
Ruppert, D.1
Wand, M.P.2
-
36
-
-
0012881554
-
A note on autoregressive error component models
-
Sevestre P, Trognon A (1985) A note on autoregressive error component models. Journal of Econometrics 28:231-245
-
(1985)
Journal of Econometrics
, vol.28
, pp. 231-245
-
-
Sevestre, P.1
Trognon, A.2
-
37
-
-
0003238732
-
Linear dynamic models
-
Matyas L, Sevestre P (eds), Second Revised Edition, Kluwer Academic Publishers
-
Sevestre P, Trognon A (1996) Linear dynamic models. In Matyas L, Sevestre P (eds), The Econometrics of Panel Data, Second Revised Edition, Kluwer Academic Publishers
-
(1996)
The Econometrics of Panel Data
-
-
Sevestre, P.1
Trognon, A.2
-
40
-
-
38249003631
-
Tests of specification for parametric and semiparametric models
-
Whang YJ, Andrews DWK (1993) Tests of specification for parametric and semiparametric models. Journal of Econometrics 57:277-318
-
(1993)
Journal of Econometrics
, vol.57
, pp. 277-318
-
-
Whang, Y.J.1
Andrews, D.W.K.2
-
41
-
-
0032793333
-
Estimating life cycle labor supply tax effects
-
Ziliak J, Kniesner T (1999) Estimating life cycle labor supply tax effects. Journal of Political Economy 107:326-359
-
(1999)
Journal of Political Economy
, vol.107
, pp. 326-359
-
-
Ziliak, J.1
Kniesner, T.2
|