Dynamic linear models for heterogeneous panels

Conditional maximum likelihood estimation of dynamic panel data models

Kruiniger, H.
University Coll., London (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.7738(98-04) / BLDSC - British Li...

Linear structural models in statistics and their applications

Bogle, S.M
Leeds Univ. (United Kingdom)

January 1985

SIGLEAvailable from British Library Lending Division - LD:D57190/85 / BLDSC - British Library Docume...

Estimating long-run relationships from dynamic heterogeneous panels

Pesaran, M.H.
Smith, R
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:3509.88(CU-DAE-WP--9215) / BLDSC - B...

A note on dynamic modelling from short and heterogeneous pseudo panels

Girma, S.
Nottingham Univ. (United Kingdom). Experian Centre for Economic Modelling (ExCEM)

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.8105(no 2001/2) / BLDSC - Britis...

On aggregation of linear dynamic models

Pesaran, M.H.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(9919) / BLDSC - British Libr...

Initial conditions and efficient estimation in dynamic panel data models

Blundell, R.
Smith, R.J
University Coll., London (United Kingdom). Dept. of Economics

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.7738(UCLDE-DP--91-04) / BLDSC -...

Maximum likelihood estimation of dynamic linear panel data models with fixed effects

Kruiniger, H.
Queen Mary, Univ. of London (United Kingdom). Dept. of Economics

January 2002

Previous version produced December 2000SIGLEAvailable from British Library Document Supply Centre-DS...

Time-varying parameters in panel models

Bell, D.
Ritchie, F
Stirling Univ. (United Kingdom). Dept. of Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9342(96/11) / BLDSC - British Li...

Estimation and testing of dynamic econometric models from panel data

Arellano Gomez, M

January 1985

SIGLEAvailable from British Library Document Supply Centre- DSC:DX187284 / BLDSC - British Library D...

Some applications of generalised linear models

Scallan, A
Polytechnic of North London (United Kingdom)
Council for National Academic Awards, London (United Kingdom)

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:DX97502 / BLDSC - British Library Do...

Latent variable generalized linear models

Creagh-Osborne, J.

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN020079 / BLDSC - British Library D...

Initial conditions and moment restrictions in dynamic panel data models

Blundell, R.
Bond, S
Institute for Fiscal Studies, London (United Kingdom)

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:4363.3435(IFS-WP-W--95/17) / BLDSC -...

Pooled estimation of long-run relationships in dynamic heterogeneous panels

Smith, R.P.
Shin, Y.
Pesaran, M.H.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1997

Available from British Library Document Supply Centre-DSC:3509.880(9721) / BLDSC - British Library D...

On multiple diagnostic procedures for the linear model

Hillier, G.H
Bristol Univ. (United Kingdom). Dept. of Economics

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.76(BU-DOE-DP--90/257) / BLDSC -...

A simple dynamic model for limited dependent variables

Gerhard, F.
Nuffield Coll. Oxford (United Kingdom)

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3656.9761(no 2001-11) / BLDSC - Briti...

Conditional maximum likelihood estimation of dynamic panel data models

Kruiniger, H.
University Coll., London (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.7738(98-04) / BLDSC - British Li...

Linear structural models in statistics and their applications

Bogle, S.M
Leeds Univ. (United Kingdom)

January 1985

SIGLEAvailable from British Library Lending Division - LD:D57190/85 / BLDSC - British Library Docume...

Estimating long-run relationships from dynamic heterogeneous panels

Pesaran, M.H.
Smith, R
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:3509.88(CU-DAE-WP--9215) / BLDSC - B...

A note on dynamic modelling from short and heterogeneous pseudo panels

Girma, S.
Nottingham Univ. (United Kingdom). Experian Centre for Economic Modelling (ExCEM)

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.8105(no 2001/2) / BLDSC - Britis...

On aggregation of linear dynamic models

Pesaran, M.H.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(9919) / BLDSC - British Libr...

Initial conditions and efficient estimation in dynamic panel data models

Blundell, R.
Smith, R.J
University Coll., London (United Kingdom). Dept. of Economics

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.7738(UCLDE-DP--91-04) / BLDSC -...

Maximum likelihood estimation of dynamic linear panel data models with fixed effects

Kruiniger, H.
Queen Mary, Univ. of London (United Kingdom). Dept. of Economics

January 2002

Previous version produced December 2000SIGLEAvailable from British Library Document Supply Centre-DS...

Time-varying parameters in panel models

Bell, D.
Ritchie, F
Stirling Univ. (United Kingdom). Dept. of Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9342(96/11) / BLDSC - British Li...

Estimation and testing of dynamic econometric models from panel data

Arellano Gomez, M

January 1985

SIGLEAvailable from British Library Document Supply Centre- DSC:DX187284 / BLDSC - British Library D...

Some applications of generalised linear models

Scallan, A
Polytechnic of North London (United Kingdom)
Council for National Academic Awards, London (United Kingdom)

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:DX97502 / BLDSC - British Library Do...

Latent variable generalized linear models

Creagh-Osborne, J.

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN020079 / BLDSC - British Library D...

Initial conditions and moment restrictions in dynamic panel data models

Blundell, R.
Bond, S
Institute for Fiscal Studies, London (United Kingdom)

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:4363.3435(IFS-WP-W--95/17) / BLDSC -...

Pooled estimation of long-run relationships in dynamic heterogeneous panels

Smith, R.P.
Shin, Y.
Pesaran, M.H.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1997

Available from British Library Document Supply Centre-DSC:3509.880(9721) / BLDSC - British Library D...

On multiple diagnostic procedures for the linear model

Hillier, G.H
Bristol Univ. (United Kingdom). Dept. of Economics

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.76(BU-DOE-DP--90/257) / BLDSC -...

A simple dynamic model for limited dependent variables

Gerhard, F.
Nuffield Coll. Oxford (United Kingdom)

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3656.9761(no 2001-11) / BLDSC - Briti...

Conditional maximum likelihood estimation of dynamic panel data models

Kruiniger, H.
University Coll., London (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.7738(98-04) / BLDSC - British Li...

Linear structural models in statistics and their applications

Bogle, S.M
Leeds Univ. (United Kingdom)

January 1985

SIGLEAvailable from British Library Lending Division - LD:D57190/85 / BLDSC - British Library Docume...

Estimating long-run relationships from dynamic heterogeneous panels

Pesaran, M.H.
Smith, R
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:3509.88(CU-DAE-WP--9215) / BLDSC - B...

Dynamic linear models for heterogeneous panels

Abstract

Extracted data

Dynamic linear models for heterogeneous panels

Abstract

Extracted data

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