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Understanding bias in nonlinear panel models : some recent developments
Arellano, Manuel (contributor); Hahn, Jinyong (contributor) - 2005
Persistent link: https://www.econbiz.de/10003491828
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A likelihood-based approximate solution to the incidental parameter problem in dynamic nonlinear models with multiple effects
Arellano, Manuel; Hahn, Jinyong - In: Global economic review 45 (2016) 3, pp. 251-274
Persistent link: https://www.econbiz.de/10011565997
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An efficient GLS estimator of triangular models with covariance restrictions
Arellano, Manuel - In: Journal of econometrics 42 (1989) 2, pp. 267-273
Persistent link: https://www.econbiz.de/10001071069
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On the efficient estimation of simultaneous equations with covariance restrictions
Arellano, Manuel - In: Journal of econometrics 42 (1989) 2, pp. 247-265
Persistent link: https://www.econbiz.de/10001071070
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A note on the Anderson-Hsiao estimator for panel data
Arellano, Manuel - In: Economics letters 31 (1989) 4, pp. 337-341
Persistent link: https://www.econbiz.de/10001080242
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Testing for autocorrelation in dynamic random effects models
Arellano, Manuel - In: The review of economic studies 57 (1990) 1, pp. 127-134
Persistent link: https://www.econbiz.de/10001085021
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Sargan's instrumental variables estimation and the generalized method of moments
Arellano, Manuel - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 4, pp. 450-459
Persistent link: https://www.econbiz.de/10001705958
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Sargan's instrumental variable estimation and GMM
Arellano, Manuel - 2001
Persistent link: https://www.econbiz.de/10001653205
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Consistent estimation of the random structural coefficient distribution from the linear simultaneous equations system
Hahn, Jinyong - In: Economics letters 73 (2001) 2, pp. 227-231
Persistent link: https://www.econbiz.de/10001613723
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The efficiency bound of the mixed proportional hazard model
Hahn, Jinyong - In: The review of economic studies 61 (1994) 4, pp. 607-629
Persistent link: https://www.econbiz.de/10001168262