Pages that link to "Item:Q5080554"

The following pages link to A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence (Q5080554):

Displaying 9 items.

• Kernel estimation of hazard functions when observations have dependent and common covariates (Q284290) (← links)
• Shrinkage estimation of dynamic panel data models with interactive fixed effects (Q894645) (← links)
• Nonparametric testing for smooth structural changes in panel data models (Q1652957) (← links)
• Identifying latent grouped patterns in panel data models with interactive fixed effects (Q1792463) (← links)
• Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence (Q2116326) (← links)
• Specification test for panel data models with interactive fixed effects (Q2346028) (← links)
• Detecting homogenous predictors in high-dimensional panel model with an MCMC algorithm (Q4607391) (← links)
• (Q5004051) (← links)
• An Overview of Dependence in Cross-Section, Time-Series, and Panel Data (Q5080583) (← links)