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Bias corrected generalized method of moments and generalized quasi-likelihood inferences in linear models for panel data with measurement error
For the estimation of the parameters involved in a linear dynamic mixed model for panel data, it has been shown recently by Rao, Sutradhar, and Pandit (2012, Brazilian J. of Probability and Statistics, Vol. 26, 1...
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Weighted quantile regression for longitudinal data
Quantile regression is a powerful statistical methodology that complements the classical linear regression by examining how covariates influence the location, scale, and shape of the entire response distributi...