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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~source:"econis"
~subject:"Maximum likelihood estimation"
~subject:"Panel"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Panel study
Maximum likelihood estimation
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Estimation theory
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82
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82
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21
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Bayesian inference
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Čížek, Pavel
4
Akker, Ramon van den
2
Drost, Feike C.
2
Genugten, Ben B. van der
2
Moors, Johannes J. A.
2
Raats, V. M.
2
Werker, Bas J. M.
2
Aquaro, Michele
1
Chen, Weihao
1
Kalwij, Adriaan S.
1
Kapteyn, Arie
1
Lei, Jinghua
1
Nijman, Theodore E.
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Center for Economic Research <Tilburg>
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Discussion paper / Center for Economic Research, Tilburg University
Discussion paper / Tinbergen Institute
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Working paper / Department of Econometrics and Business Statistics, Monash University
36
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20
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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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ECONIS (ZBW)
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1
Bias-corrected instrumental variable estimation in linear dynamic panel data models
Chen, Weihao
;
Čížek, Pavel
-
2023
Persistent link: https://www.econbiz.de/10014427624
Saved in:
2
Robust estimation and moment selection in dynamic fixed-effects panel data models
Čížek, Pavel
;
Aquaro, Michele
-
2015
Persistent link: https://www.econbiz.de/10011348907
Saved in:
3
Identification and estimation of nonseparable single-index models in panel data with correlated random effects
Čížek, Pavel
;
Lei, Jinghua
-
2013
Persistent link: https://www.econbiz.de/10010228796
Saved in:
4
Robust and efficient adaptive estimation of binary-choice regression models
Čížek, Pavel
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003483514
Saved in:
5
Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models
Drost, Feike C.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003483609
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6
A two-step first difference estimator for a panel data tobit model under conditional mean independence assumptions
Kalwij, Adriaan S.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240124
Saved in:
7
Asymptotics of multivariate regression with consecutively added dependent variables
Raats, V. M.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002263024
Saved in:
8
Multivariate regression with monotone missing observation of the dependent variables
Raats, V. M.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692504
Saved in:
9
Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models
Drost, Feike C.
(
contributor
); …
-
2008
-
Rev. version of CentER Discussion Paper 2007-23
Persistent link: https://www.econbiz.de/10003752414
Saved in:
10
Testing for selectivity bias in panel data models
Verbeek, Marno
;
Nijman, Theodore E.
-
1990
Persistent link: https://www.econbiz.de/10000786807
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