This article introduces the appropriate within estimators for the most frequently used three-dimensional fixed effects panel data models. It analyzes the behavior of these estimators in the cases of no self-flow data, unbalanced data, and dynamic autoregressive models. The main results are then generalized for higher dimensional panel data sets as well.</p
The central theme of this thesis is the development of econometric methods for panel data models. It...
This paper analyzes a growing group of fixed T dynamic panel data estimators with a multi-factor err...
This article considers estimation of Panel Vector Autoregressive Models of order 1 (PVAR(1)) with fo...
This article introduces the appropriate within estimators for the most frequently used three-dimensi...
The paper introduces for the most frequently used three-dimensional fixed effects panel data models ...
This article introduces the appropriate within estimators for the most frequently used three-dimensi...
The paper introduces for the most frequently used three-dimensional fixed effects panel data models ...
The paper introduces for the most frequently used three-dimensional fixed effects panel data models ...
The paper introduces for the most frequently used three-dimensional fixed effects panel data models ...
This dissertation studies econometric models in the presence of unobserved heterogeneity when data i...
The paper introduces for the most frequently used three-dimensional panel data sets several random e...
This article analyzes a growing group of fixed T dynamic panel data estimators with a multifactor er...
This article analyzes a growing group of fixed T dynamic panel data estimators with a multifactor er...
This article analyzes a growing group of fixed T dynamic panel data estimators with a multifactor er...
This article analyzes a growing group of fixed T dynamic panel data estimators with a multifactor er...
The central theme of this thesis is the development of econometric methods for panel data models. It...
This paper analyzes a growing group of fixed T dynamic panel data estimators with a multi-factor err...
This article considers estimation of Panel Vector Autoregressive Models of order 1 (PVAR(1)) with fo...
This article introduces the appropriate within estimators for the most frequently used three-dimensi...
The paper introduces for the most frequently used three-dimensional fixed effects panel data models ...
This article introduces the appropriate within estimators for the most frequently used three-dimensi...
The paper introduces for the most frequently used three-dimensional fixed effects panel data models ...
The paper introduces for the most frequently used three-dimensional fixed effects panel data models ...
The paper introduces for the most frequently used three-dimensional fixed effects panel data models ...
This dissertation studies econometric models in the presence of unobserved heterogeneity when data i...
The paper introduces for the most frequently used three-dimensional panel data sets several random e...
This article analyzes a growing group of fixed T dynamic panel data estimators with a multifactor er...
This article analyzes a growing group of fixed T dynamic panel data estimators with a multifactor er...
This article analyzes a growing group of fixed T dynamic panel data estimators with a multifactor er...
This article analyzes a growing group of fixed T dynamic panel data estimators with a multifactor er...
The central theme of this thesis is the development of econometric methods for panel data models. It...
This paper analyzes a growing group of fixed T dynamic panel data estimators with a multi-factor err...
This article considers estimation of Panel Vector Autoregressive Models of order 1 (PVAR(1)) with fo...
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