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type:"book"
type_genre:"Working Paper"
~isPartOf:"CEMFI working paper"
~subject:"Bayes-Statistik"
~subject:"Panel study"
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Bayes-Statistik
Panel study
Estimation theory
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Estimation
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Maximum likelihood estimation
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Discrete choice
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finite normal mixtures
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higher-order identifiability
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likelihood ratio test
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Economic growth
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Hessian matrix
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Arellano, Manuel
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CEMFI working paper
Working paper / Department of Econometrics and Business Statistics, Monash University
45
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Cowles Foundation discussion paper
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Working paper / Department of Economics, Lund University
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Memorandum / Department of Economics, University of Oslo
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Estimating latent-variable panel data models using parameter-expanded SEM methods
Wei, Siqi
-
2022
Persistent link: https://www.econbiz.de/10013473358
Saved in:
2
Nonlinear panel data estimation via quantile regression
Arellano, Manuel
;
Bonhomme, Stéphane
-
2015
Persistent link: https://www.econbiz.de/10011408310
Saved in:
3
Panel growth regressions with general predetermined variables : likelihood-based estimation and bayesian averaging
Moral-Benito, Enrique
-
2010
Persistent link: https://www.econbiz.de/10009743646
Saved in:
4
Robust priors in nonlinear panel data models
Arellano, Manuel
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003525314
Saved in:
5
Robust likelihood estimation of dynamic panel data models
Alvarez, Javier
;
Arellano, Manuel
-
2004
Persistent link: https://www.econbiz.de/10002951011
Saved in:
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