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Testing for a unit root in a random coefficient panel data mode
Westerlund, Joakim; Larsson, Rolf - 2009
Persistent link: https://www.econbiz.de/10003884484
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System GMM estimation of panel data models with time varying slope coefficients
Sato, Yoshihiro; Söderbom, Måns - 2013
Persistent link: https://www.econbiz.de/10010226546
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Convergence rate of estimators of clustered panel models with misclassification
Dzemski, Andreas; Okui, Ryo - 2020
Persistent link: https://www.econbiz.de/10012436115
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Nonseparable sample selection models with censored selection rules
Fernández-Val, Iván; Vuuren, Aico van; Vella, Francis - 2018
Persistent link: https://www.econbiz.de/10011800050
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Love and taxes - and matching institutions
Konrad, Kai A.; Lommerud, Kjell Erik - 2008
Persistent link: https://www.econbiz.de/10003672178
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An analysis of sample attrition in panel data : the Michigan panel study of income dynamics
Fitzgerald, John M.; Gottschalk, Peter; Moffitt, Robert A. - 1996
Persistent link: https://www.econbiz.de/10000956677
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Form of ownership and financial constraints : panel data evidence from leverage and investment equations
Schiantarelli, Fabio; Sembenelli, Alessandro - 1995
Persistent link: https://www.econbiz.de/10000919109
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Confidence set for group membership
Dzemski, Andreas; Okui, Ryo - 2018
Persistent link: https://www.econbiz.de/10011866104
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Zeroes and lumps in investment : empirical evidence on irreversibilities and non-convexities
Nilsen, Øivind Anti; Schiantarelli, Fabio - 1998
Persistent link: https://www.econbiz.de/10000992093
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Predictive regressions with panel data
Hjalmarsson, Erik (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002569981