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Maximum likelihood from incomplete data via the EM algorithm

by A. P. Dempster, N. M. Laird, D. B. Rubin - JOURNAL OF THE ROYAL STATISTICAL SOCIETY, SERIES B , 1977
"... A broadly applicable algorithm for computing maximum likelihood estimates from incomplete data is presented at various levels of generality. Theory showing the monotone behaviour of the likelihood and convergence of the algorithm is derived. Many examples are sketched, including missing value situat ..."
Abstract - Cited by 11972 (17 self) - Add to MetaCart
situations, applications to grouped, censored or truncated data, finite mixture models, variance component estimation, hyperparameter estimation, iteratively reweighted least squares and factor analysis.

Initial Conditions and Moment Restrictions in Dynamic Panel Data Models

by Richard Blundell, Stephen Bond - Journal of Econometrics , 1998
"... Estimation of the dynamic error components model is considered using two alternative linear estimators that are designed to improve the properties of the standard firstdifferenced GMM estimator. Both estimators require restrictions on the initial conditions process. Asymptotic efficiency comparisons ..."
Abstract - Cited by 2393 (16 self) - Add to MetaCart
to the estimation of a labour demand model using company panel data.

BOOTSTRAP FOR PANEL DATA MODELS

by Bertrand Hounkannounon , 2008
"... This paper considers bootstrap methods for panel data models with fixed regressors. It is shown that simple resampling methods (i.i.d., individual only or temporal only) are not always valid in simple cases of interest, while a double resampling that combines resampling in both individual and tempo ..."
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This paper considers bootstrap methods for panel data models with fixed regressors. It is shown that simple resampling methods (i.i.d., individual only or temporal only) are not always valid in simple cases of interest, while a double resampling that combines resampling in both individual

Nonlinear Panel Data Models

by unknown authors
"... These notes summarize some recent, and perhaps not-so-recent, advances in the estimation of nonlinear panel data models. Research in the last 10 to 15 years has branched off in two directions. In one, the focus has been on parameter estimation, possibly only up to a common scale factor, in semiparam ..."
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These notes summarize some recent, and perhaps not-so-recent, advances in the estimation of nonlinear panel data models. Research in the last 10 to 15 years has branched off in two directions. In one, the focus has been on parameter estimation, possibly only up to a common scale factor

Linear Panel Data Models

by unknown authors
"... These notes cover some recent topics in linear panel data models. They begin with a “modern ” treatment of the basic linear model, and then consider some embellishments, such as random slopes and time-varying factor loads. In addition, fully robust tests for correlated random effects, lack of strict ..."
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These notes cover some recent topics in linear panel data models. They begin with a “modern ” treatment of the basic linear model, and then consider some embellishments, such as random slopes and time-varying factor loads. In addition, fully robust tests for correlated random effects, lack

Specification and estimation of spatial panel data models

by J. Paul Elhorst - International Regional Science Review , 2004
"... This article provides a survey of the specification and estimation of spatial panel data models. These models include spatial error autocorrelation, or the specification is extended with a spa-tially lagged dependent variable. In particular, the author focuses on the specification and esti-mation of ..."
Abstract - Cited by 123 (4 self) - Add to MetaCart
This article provides a survey of the specification and estimation of spatial panel data models. These models include spatial error autocorrelation, or the specification is extended with a spa-tially lagged dependent variable. In particular, the author focuses on the specification and esti

IN ELEMENTARY PANEL DATA MODELS

by Philip N. Jefferson , 2005
"... JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JS ..."
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JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JSTOR, please contact support@jstor.org. American Economist and Omicron Delta Epsilon are collaborating with JSTOR to digitize, preserve and extend access to The American Economist.

Panel data model comparison . . .

by Fang Xu, et al.
"... ..."
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Abstract not found

Endogeneity in panel data models . . .

by Timo Mitze , 2009
"... ..."
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Abstract not found

Panel Data Models with Spatially Correlated Error Components

by Mudit Kapoor, Harry H. Kelejian, Ingmar R. Prucha , 2004
"... In this paper we consider a panel data model with error components that are both spatially and time-wise correlated. The model blends specifications typically considered in the spatial literature with those considered in the error components literature. We introduce generalizations of the generalize ..."
Abstract - Cited by 96 (6 self) - Add to MetaCart
In this paper we consider a panel data model with error components that are both spatially and time-wise correlated. The model blends specifications typically considered in the spatial literature with those considered in the error components literature. We introduce generalizations
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