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On Composite Models: Weibull-P...
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Panel
Maximum likelihood estimation
2,255
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997
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728
maximum likelihood estimation
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Pesaran, M. Hashem
16
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9
Bresson, Georges
8
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7
Kruiniger, Hugo
7
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6
Chaturvedi, Anoop
5
Gao, Jiti
5
Juodis, Artūras
5
Lacroix, Guy
5
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5
Li, Kunpeng
5
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5
Smith, L. Vanessa
5
Yu, Jihai
5
Moon, Hyungsik Roger
4
Moral-Benito, Enrique
4
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4
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3
Aquaro, Michele
3
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3
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3
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3
Hsiao, Cheng
3
Jochmans, Koen
3
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Kuersteiner, Guido M.
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Liang, Xuan
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3
Otsu, Taisuke
3
Palm, Franz C.
3
Raymond, Wladimir
3
Smith, Michael S.
3
Bai, Jushan
2
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7
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5
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5
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3
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3
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3
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2
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2
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2
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2
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
1
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1
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1
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ECONIS (ZBW)
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1
Regime Switching panel data models with interative fixed effects
Cheng, Tingting
;
Gao, Jiti
;
Yan, Yayi
-
2018
Persistent link: https://www.econbiz.de/10012583620
Saved in:
2
Maximum likelihood estimation of dynamic panel threshold models
Ramírez-Rondán, N. R.
- In:
Econometric reviews
39
(
2020
)
3
,
pp. 260-276
Persistent link: https://www.econbiz.de/10012181448
Saved in:
3
Initial conditions of dynamic panel data models : on within and between equations
Lee, Lung-fei
;
Yu, Jihai
- In:
The econometrics journal
23
(
2020
)
1
,
pp. 115-136
Persistent link: https://www.econbiz.de/10012167249
Saved in:
4
Dynamic panel data modelling using maximum likelihood : an alternative to Arellano-Bond
Moral-Benito, Enrique
;
Allison, Paul D.
;
Williams, Richard
- In:
Applied economics
51
(
2019
)
20
,
pp. 2221-2232
Persistent link: https://www.econbiz.de/10012196670
Saved in:
5
Maximum simulated likelihood estimation of the panel sample selection model
Lai, Hung-Pin
;
Tsay, Wen-jen
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 744-759
Persistent link: https://www.econbiz.de/10012040407
Saved in:
6
Dynamic panel data modelling using maximum likelihood : an alternative to Arellano-Bond
Moral-Benito, Enrique
;
Allison, Paul D.
;
Williams, Richard
-
2017
Persistent link: https://www.econbiz.de/10011784141
Saved in:
7
Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large
Yu, Jihai
;
Jong, Robert M. de
;
Lee, Lung-fei
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 118-134
Persistent link: https://www.econbiz.de/10003778230
Saved in:
8
Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model
Kruiniger, Hugo
- In:
Journal of econometrics
144
(
2008
)
2
,
pp. 447-464
Persistent link: https://www.econbiz.de/10003774677
Saved in:
9
Modélisation dynamique de la participation au marché du travail des femmes en couple
Edon, Cyrique
;
Kamionka, Thierry
-
2006
Persistent link: https://www.econbiz.de/10003342574
Saved in:
10
Modelling the initial conditions in dynamic regression models of panel data with random effects
Kazemi, I.
;
Crouchley, Robert
- In:
Panel data econometrics : theoretical contributions and …
,
(pp. 91-117)
.
2006
Persistent link: https://www.econbiz.de/10003331432
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