| 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 |
1 |
74 |
4 |
4 |
6 |
229 |
| Bias-corrected estimation of linear dynamic panel data models |
3 |
19 |
60 |
260 |
16 |
41 |
112 |
447 |
| Estimation of Linear Dynamic Panel Data Models with Time-Invariant Regressors |
1 |
1 |
1 |
29 |
1 |
3 |
5 |
168 |
| Estimation of linear dynamic panel data models with time-invariant regressors |
0 |
1 |
1 |
131 |
2 |
8 |
11 |
533 |
| Estimation of linear dynamic panel data models with time-invariant regressors |
0 |
0 |
1 |
67 |
5 |
9 |
12 |
271 |
| Generalized method of moments estimation of linear dynamic panel-data models |
41 |
148 |
892 |
7,684 |
113 |
359 |
1,942 |
16,442 |
| Generalized method of moments estimation of linear dynamic panel-data models |
6 |
14 |
58 |
398 |
25 |
48 |
172 |
929 |
| Instrumental variable estimation of large-T panel data models with common factors |
0 |
0 |
0 |
18 |
1 |
4 |
5 |
76 |
| Instrumental-variable estimation of large-T panel-data models with common factors |
0 |
1 |
2 |
19 |
3 |
6 |
24 |
88 |
| On the shoulders of giants: Writing wrapper commands in Stata |
0 |
0 |
1 |
19 |
3 |
4 |
12 |
43 |
| Regional convergence at the county level: The role of commuters |
0 |
0 |
1 |
117 |
3 |
3 |
9 |
149 |
| Regional dependencies and local spillovers:Insights from commuter flows |
0 |
0 |
1 |
32 |
1 |
5 |
12 |
73 |
| Response surface regressions for critical value bounds and approximate p-values in equilibrium correction models |
0 |
0 |
2 |
235 |
4 |
10 |
16 |
581 |
| Robust testing for serial correlation in linear panel-data models |
3 |
9 |
21 |
31 |
8 |
16 |
42 |
60 |
| Sequential (two-stage) estimation of linear panel data models |
0 |
0 |
3 |
45 |
1 |
4 |
16 |
146 |
| Sequential (two-stage) estimation of linear panel-data models |
1 |
1 |
5 |
143 |
2 |
5 |
25 |
546 |
| Unconditional Transformed Likelihood Estimation of Time-Space Dynamic Panel Data Models |
0 |
0 |
0 |
62 |
2 |
5 |
8 |
94 |
| ardl: Estimating autoregressive distributed lag and equilibrium correction models |
1 |
10 |
53 |
374 |
6 |
34 |
139 |
700 |
| ardl: Estimating autoregressive distributed lag and equilibrium correction models |
31 |
107 |
543 |
5,471 |
185 |
604 |
2,741 |
23,846 |
| ardl: Stata module to estimate autoregressive distributed lag models |
3 |
22 |
94 |
2,656 |
47 |
121 |
371 |
9,064 |
| kinkyreg: Instrument-free inference for linear regression models with endogenous regressors |
0 |
2 |
11 |
203 |
4 |
9 |
29 |
637 |
| xtdpdqml: Quasi-maximum likelihood estimation of linear dynamic short-T panel-data models |
0 |
0 |
2 |
77 |
4 |
6 |
15 |
231 |
| Total Working Papers |
90 |
335 |
1,753 |
18,145 |
440 |
1,308 |
5,724 |
55,353 |
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