Pages that link to "Item:Q527969"
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The following pages link to Sieve estimation of panel data models with cross section dependence (Q527969):
Displaying 28 items.
- An alternative semiparametric model for spatial panel data (Q73641) (← links)
- Kernel estimation of hazard functions when observations have dependent and common covariates (Q284290) (← links)
- Semiparametric trending panel data models with cross-sectional dependence (Q528077) (← links)
- Panel data models with cross-sectional dependence: a selective review (Q729667) (← links)
- Shrinkage estimation of dynamic panel data models with interactive fixed effects (Q894645) (← links)
- Identifying latent grouped patterns in panel data models with interactive fixed effects (Q1792463) (← links)
- Additive nonparametric models with time variable and both stationary and nonstationary regressors (Q1792488) (← links)
- Sparse spatio-temporal autoregressions by profiling and bagging (Q2106397) (← links)
- Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence (Q2116326) (← links)
- Recursive estimation in large panel data models: theory and practice (Q2236876) (← links)
- Panel threshold regressions with latent group structures (Q2294453) (← links)
- Semi-parametric single-index panel data models with interactive fixed effects: theory and practice (Q2330739) (← links)
- QML estimation of dynamic panel data models with spatial errors (Q2343773) (← links)
- Specification test for panel data models with interactive fixed effects (Q2346028) (← links)
- Semiparametric single-index panel data models with cross-sectional dependence (Q2354867) (← links)
- An incidental parameters free inference approach for panels with common shocks (Q2673194) (← links)
- NONPARAMETRIC ESTIMATION OF DYNAMIC PANEL MODELS WITH FIXED EFFECTS (Q2936837) (← links)
- TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS (Q4979493) (← links)
- (Q5004051) (← links)
- A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence (Q5080554) (← links)
- Nonparametric Estimation in Large Panels with Cross-Sectional Dependence (Q5080589) (← links)
- Series estimation for single‐index models under constraints (Q5117660) (← links)
- Estimation in a semiparametric panel data model with nonstationarity (Q5860938) (← links)
- Time varying factor models with possibly strongly correlated noises (Q5861570) (← links)
- Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation (Q5862515) (← links)
- Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing (Q5862517) (← links)
- Integrative Analysis for High-Dimensional Stratified Models (Q6069883) (← links)
- Functional coefficient cointegration models with Box-Cox transformation (Q6117780) (← links)
