Decision Theory Applied to a Linear Panel Data Model
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- Bai, Jushan, 2013. "Likelihood approach to dynamic panel models with interactive effects," MPRA Paper 50267, University Library of Munich, Germany.
- Geert Dhaene & Koen Jochmans, 2011.
"An Adjusted profile likelihood for non-stationary panel data models with fixed effects,"
Sciences Po publications
info:hdl:2441/eu4vqp9ompq, Sciences Po.
- Geert Dhaene & Koen Jochmans, 2011. "An Adjusted profile likelihood for non-stationary panel data models with fixed effects," Working Papers hal-01073732, HAL.
- Jann Spiess, 2017. "Unbiased Shrinkage Estimation," Papers 1708.06436, arXiv.org, revised Oct 2017.
- Marc Hallin & Marcelo Moreira J. & Alexei Onatski, 2013. "Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model," Working Papers ECARES ECARES 2013-04, ULB -- Universite Libre de Bruxelles.
- repec:eee:econom:v:204:y:2018:i:1:p:86-100 is not listed on IDEAS
- Marcelo Moreira, 2008. "A Maximum Likelihood Method for the Incidental Parameter Problem," NBER Working Papers 13787, National Bureau of Economic Research, Inc.
- repec:spo:wpecon:info:hdl:2441/eu4vqp9ompqllr09ij4oge90i is not listed on IDEAS
- Kociecki, Andrzej, 2012. "Orbital Priors for Time-Series Models," MPRA Paper 42804, University Library of Munich, Germany.
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