Every reference with a DOI in the deposited reference list resolved to a known
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The 71 checked references that resolve
resolves10.2307/2297968Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
resolves10.1016/j.jeconom.2017.07.002Robust linear static panel data models using<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" id="mml166" display="inline" overflow="scroll" altimg="si85.gif"><mml:mi>ε</mml:mi></mml:math>-contamination
resolves10.1007/BF01972456Bias correction and bootstrapping of error component models for panel data: Theory and applications
resolves10.2307/1912110Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods
resolves10.1017/S0266466605050413ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION
resolves10.1081/ETC-120017973Bias Correction in the Dynamic Panel Data Model with a Nonscalar Disturbance Covariance Matrix
resolves10.1016/j.jeconom.2015.03.007Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
resolves10.1111/ectj.12001Orthogonal to backward mean transformation for dynamic panel data models
resolves10.1111/1467-9892.00307Default Bayesian Priors for Regression Models with First‐Order Autoregressive Residuals
resolves10.1016/j.jeconom.2015.03.042Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity
resolves10.1596/1813-9450-7494Weak Instruments in Growth Regressions: Implications for Recent Cross-Country Evidence on Inequality and Growth
resolves10.1002/jae.2681Estimation of linear dynamic panel data models with time‐invariant regressors
resolves10.3982/ECTA9382Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
resolves10.2307/1913646On the Pooling of Time Series and Cross Section Data
resolves10.3390/econometrics7010008Structural Panel Bayesian VAR Model to Deal with Model Misspecification and Unobserved Heterogeneity Problems
resolves10.1017/psrm.2015.81A Bayesian Approach to Dynamic Panel Models with Endogenous Rarely Changing Variables
resolves10.2307/1912934A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
resolves10.1002/jae.770Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity
resolves10.1016/j.jeconom.2008.08.002Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large
The 28 references without a DOI — listed, not checked
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no DOI — not checkedBlunt instruments: Avoiding common pitfalls in identifying the causes of economic growth
no DOI — not checkedPanel data analysis via mechanistic models
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no DOI — not checkedOn Bayesian modeling of fat tails and skewness
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no DOI — not checkedInvariance and robustness of the posterior distribution of characteristics of a finite population with reference to contingency tables and the sampling of species
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no DOI — not checkedSensitivity to ?-contamination values 4. Departure from normality References References Baltagi
no DOI — not checkedA method of obtaining an exact confidence interval for the common mean of several normal populations
no DOI — not checkedRobust Bayesian analysis of a multivariate dynamic model
no DOI — not checkedref97
no DOI — not checkedThe generalization of Student's problem when several different population variances are involved
no DOI — not checkedMatlab algorithm TDIST: The distribution of a linear combination of Student's random variables
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