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Fixed effects testing in high-dimensional linear mixed models

Bradic, Jelena; Claeskens, Gerda; Gueuning, Thomas - 2019

Persistent link: https://www.econbiz.de/10012234699

A COMPARATIVE STUDY OF PURE AND PRETEST ESTIMATORS FOR A POSSIBLY MISSPECIFIED TWO-WAY ERROR COMPONENT MODEL

Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Maximum likelihood estimation of misspecified models : …, (pp. 1-27). 2003

In the spirit of White’s (1982) paper, this paper examines the consequences of model misspecification using a panel …

Persistent link: https://www.econbiz.de/10015388948

A comparative study of pure and pretest estimators for a possibly misspecified two-way error component model

Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Maximum likelihood estimation of misspecified models : …, (pp. 1-27). 2003

Persistent link: https://www.econbiz.de/10001916245

Identification and estimation of latent group-level-effects in infrastructure performance modelling

Medury, Aditya; Zhang, Weizeng; Durango-Cohen, Pablo L. - In: EURO journal on transportation and logistics 4 (2015) 1, pp. 31-55

Persistent link: https://www.econbiz.de/10010513772

Essays on model selection

Jeljazkov, Ivan G. - 2003

Persistent link: https://www.econbiz.de/10003385302

A dissensus based online Delphi approach : an explorative research tool

Steinert, Martin - In: Technological forecasting & social change : an … 76 (2009) 3, pp. 291-300

Persistent link: https://www.econbiz.de/10003832113

Semiparametric specification testing in econometrics and heterogeneous panel modeling

Song, Kyungchul - 2005

Persistent link: https://www.econbiz.de/10003554462

Economic and financial modelling with EViews : a guide for students and professionals

Aljandali, Abdulkader; Tatahi, Motasam - 2018

This practical guide in Eviews is aimed at practitioners and students in business, economics, econometrics, and finance. It uses a step-by-step approach to equip readers with a toolkit that enables them to make the most of this widely used econometric analysis software. Statistical and...

Persistent link: https://www.econbiz.de/10011952696

High dimensional econometrics and identification

Kao, Chihwa; Liu, Long - 2019

Panel data model with stationary and nonstationary regressors and error terms -- Panel time trend model with stationary … -- Weak instruments in panel data models -- Incidental parameters problem in panel data models -- Bibliography -- Index. …

Persistent link: https://www.econbiz.de/10012002127

An algorithm for robust regression

Magee, Lonnie - 1991

Persistent link: https://www.econbiz.de/10000953010