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Time-specific average estimation of dynamic panel regressions
Chu, Ba - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 4, pp. 581-616
Persistent link: https://www.econbiz.de/10013453781
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Bias correction for within-group estimation of panel data models with fixed effects and sample selection
Han, Chirok; Lee, Goeun - In: Economics letters 220 (2022), pp. 1-4
Persistent link: https://www.econbiz.de/10013473119
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A note on the estimation of competition-productivity nexus : a panel quantile approach
Polemis, Michael - In: Journal of industrial and business economics 47 (2020) 4, pp. 663-676
Persistent link: https://www.econbiz.de/10012305984
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Do self-employment determinants have a gender at the macro level? : a panel analysis of OECD countries
Gaies, Brahim; Maalaoui, Adnane; Dana, Leo Paul - In: International journal of entrepreneurship and small … 50 (2023) 2, pp. 194-217
Persistent link: https://www.econbiz.de/10014441618
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Natural gas rents and institutions as co-growth drivers : evidence from Gas Exporting Countries Forum with a panel 2SLS approach
Ajayi, Temitope Abraham - In: International journal of energy sector management 18 (2024) 3, pp. 474-499
Persistent link: https://www.econbiz.de/10014513130
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Credit risk, economic growth and profitability of banks
Jreisat, Ammar - In: International journal of economics and business … 20 (2020) 2, pp. 152-167
Persistent link: https://www.econbiz.de/10012271194
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EC3SLS estimator for a simultaneous system of spatial autoregressive equations with random effects
Baltagi, Badi H.; Deng, Ying - In: Econometric reviews 34 (2015) 6/10, pp. 659-694
Persistent link: https://www.econbiz.de/10011483370
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Banded spatio-temporal autoregressions
Gao, Zhaoxing; Ma, Yingying; Wang, Hansheng; Yao, Qiwei - In: Journal of econometrics 208 (2019) 1, pp. 211-230
Persistent link: https://www.econbiz.de/10012139832
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Determining the number of groups in latent panel structures with an application to income and democracy
Lu, Xun; Su, Liangjun - In: Quantitative economics : QE ; journal of the … 8 (2017) 3, pp. 729-760
Persistent link: https://www.econbiz.de/10011804941
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Cross-sectional quasi-maximum likelihood and bias-corrected pooled least squares estimators for short dynamic panels
Choi, In; Jung, Sanghyun - In: Empirical economics : a quarterly journal of the … 60 (2021) 1, pp. 177-203
Persistent link: https://www.econbiz.de/10012488908