| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A case study in efficient programming in Stata and Mata: Speeding up the ardl estimation command |
0 |
0 |
0 |
73 |
0 |
1 |
1 |
224 |
| Bias-corrected estimation of linear dynamic panel data models |
3 |
9 |
57 |
221 |
9 |
17 |
94 |
369 |
| Estimation of Linear Dynamic Panel Data Models with Time-Invariant Regressors |
0 |
0 |
0 |
28 |
1 |
2 |
5 |
165 |
| Estimation of linear dynamic panel data models with time-invariant regressors |
0 |
0 |
2 |
67 |
1 |
1 |
6 |
261 |
| Estimation of linear dynamic panel data models with time-invariant regressors |
0 |
0 |
0 |
130 |
0 |
1 |
7 |
525 |
| Generalized method of moments estimation of linear dynamic panel-data models |
94 |
285 |
1,264 |
7,291 |
191 |
587 |
2,686 |
15,513 |
| Generalized method of moments estimation of linear dynamic panel-data models |
6 |
19 |
84 |
372 |
20 |
50 |
198 |
842 |
| Instrumental variable estimation of large-T panel data models with common factors |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
72 |
| Instrumental-variable estimation of large-T panel-data models with common factors |
0 |
0 |
6 |
17 |
3 |
5 |
24 |
72 |
| On the shoulders of giants: Writing wrapper commands in Stata |
1 |
1 |
5 |
19 |
3 |
3 |
14 |
35 |
| Regional convergence at the county level: The role of commuters |
0 |
0 |
4 |
116 |
0 |
1 |
9 |
142 |
| Regional dependencies and local spillovers:Insights from commuter flows |
1 |
1 |
9 |
32 |
1 |
2 |
16 |
64 |
| Response surface regressions for critical value bounds and approximate p-values in equilibrium correction models |
1 |
1 |
3 |
235 |
1 |
1 |
13 |
568 |
| Robust testing for serial correlation in linear panel-data models |
4 |
6 |
19 |
19 |
6 |
14 |
37 |
37 |
| Sequential (two-stage) estimation of linear panel data models |
0 |
0 |
6 |
44 |
0 |
4 |
17 |
138 |
| Sequential (two-stage) estimation of linear panel-data models |
0 |
0 |
5 |
138 |
2 |
7 |
26 |
534 |
| Unconditional Transformed Likelihood Estimation of Time-Space Dynamic Panel Data Models |
0 |
0 |
0 |
62 |
1 |
1 |
5 |
88 |
| ardl: Estimating autoregressive distributed lag and equilibrium correction models |
2 |
16 |
75 |
351 |
10 |
36 |
174 |
625 |
| ardl: Estimating autoregressive distributed lag and equilibrium correction models |
66 |
176 |
800 |
5,232 |
287 |
826 |
4,223 |
22,592 |
| ardl: Stata module to estimate autoregressive distributed lag models |
13 |
25 |
143 |
2,609 |
39 |
87 |
505 |
8,848 |
| kinkyreg: Instrument-free inference for linear regression models with endogenous regressors |
0 |
1 |
5 |
194 |
0 |
3 |
38 |
616 |
| xtdpdqml: Quasi-maximum likelihood estimation of linear dynamic short-T panel-data models |
0 |
1 |
3 |
76 |
0 |
2 |
7 |
218 |
| Total Working Papers |
191 |
541 |
2,490 |
17,344 |
575 |
1,651 |
8,106 |
52,548 |
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