Sieve estimation of panel data models with cross section dependence (Q527969): Difference between revisions

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+W2046337428
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+Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
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+Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Panel Data Models With Interactive Fixed Effects
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+Inferential Theory for Factor Models of Large Dimensions
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+Determining the Number of Factors in Approximate Factor Models
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+A nonparametric test for poolability using panel data
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+Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves
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+Measurement Error Models with Auxiliary Data
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+Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
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+Generalized likelihood ratio statistics and Wilks phenomenon
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+Estimating the number of common factors in serially dependent approximate factor models
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+Nonparametric estimation and testing of fixed effects panel data models
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+Consistent specification tests for semiparametric/nonparametric models based on series estimation methods
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+Convergence rates and asymptotic normality for series estimators
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
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+Dynamic panel estimation and homogeneity testing under cross section dependence
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+Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
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+CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS  PRESENT ONLY UNDER THE ALTERNATIVE
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+Optimal global rates of convergence for nonparametric regression
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+Nonlinear Regression with Dependent Observations
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