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An alternative identification of nonlinear dynamic panel data models with unobserved covariates
Shiu, Ji-liang - In: Economics letters 122 (2014) 2, pp. 338-342
Persistent link: https://www.econbiz.de/10010395679
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Avoiding biased versions of Wooldridge's simple solution to the initial conditions problem
Rabe-Hesketh, Sophia; Skrondal, Anders - In: Economics letters 120 (2013) 2, pp. 346-349
Persistent link: https://www.econbiz.de/10010128882
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Accounting for persistence in panel count data models : an application to the number of patents awarded
Dimitrakopoulos, Stefanos - In: Economics letters 171 (2018), pp. 245-248
Persistent link: https://www.econbiz.de/10012021796
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A nonparametric approach to solving a simple one-sector stochastic growth model
Shaw, Philip - In: Economics letters 125 (2014) 3, pp. 447-450
Persistent link: https://www.econbiz.de/10010506516
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Confidence intervals in regressions with estimated factors and idiosyncratic components
Fosten, Jack - In: Economics letters 157 (2017), pp. 71-74
Persistent link: https://www.econbiz.de/10011847312
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A new nonparametric quantile estimate for length-biased data with competing risks
Zhang, Feipeng; Tan, Zhong - In: Economics letters 137 (2015), pp. 10-12
Persistent link: https://www.econbiz.de/10011436181
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A nonparametric maximum likelihood estimation for biased-sampling data with zero-inflated truncation
Zhang, Feipeng; Yang, Jiejing; Ye, Min - In: Economics letters 194 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012509387
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A spatial latent class model
Lee, Jiyon - In: Economics letters 162 (2018), pp. 62-68
Persistent link: https://www.econbiz.de/10011939761
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Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models
Fresoli, Diego; Poncela, Pilar; Ruiz, Esther - In: Economics letters 230 (2023), pp. 1-5
Persistent link: https://www.econbiz.de/10014460331