DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS (Q2981828): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+GMM estimation of linear panel data models with time-varying individual effects
+Normal rank
@@ Property / cites work @@
+Estimation When a Parameter is on a Boundary
@@ Property / cites work: Estimation When a Parameter is on a Boundary / rank @@
+Normal rank
@@ Property / cites work @@
+Testing When a Parameter is on the Boundary of the Maintained Hypothesis
+Normal rank
@@ Property / cites work @@
+Q5447124
@@ Property / cites work: Q5447124 / rank @@
+Normal rank
@@ Property / cites work @@
+Panel Data Models With Interactive Fixed Effects
@@ Property / cites work: Panel Data Models With Interactive Fixed Effects / rank @@
+Normal rank
@@ Property / cites work @@
+Determining the Number of Factors in Approximate Factor Models
+Normal rank
@@ Property / cites work @@
+Q5475042
@@ Property / cites work: Q5475042 / rank @@
+Normal rank
@@ Property / cites work @@
+Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
+Normal rank
@@ Property / cites work @@
+A note on the largest eigenvalue of a large dimensional sample covariance matrix
+Normal rank
@@ Property / cites work @@
+Automobile Prices in Market Equilibrium
@@ Property / cites work: Automobile Prices in Market Equilibrium / rank @@
+Normal rank
@@ Property / cites work @@
+Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
+Normal rank
@@ Property / cites work @@
+An IV Model of Quantile Treatment Effects
@@ Property / cites work: An IV Model of Quantile Treatment Effects / rank @@
+Normal rank
@@ Property / cites work @@
+Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
+Normal rank
@@ Property / cites work @@
+Weak and strong cross‐section dependence and estimation of large panels
+Normal rank
@@ Property / cites work @@
+Common risk factors in the returns on stocks and bonds
+Normal rank
@@ Property / cites work @@
+A limit theorem for the norm of random matrices
@@ Property / cites work: A limit theorem for the norm of random matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
+Normal rank
@@ Property / cites work @@
+BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS
+Normal rank
@@ Property / cites work @@
+Q5475047
@@ Property / cites work: Q5475047 / rank @@
+Normal rank
@@ Property / cites work @@
+A quantile regression approach for estimating panel data models using instrumental variables
+Normal rank
@@ Property / cites work @@
+Estimating Vector Autoregressions with Panel Data
@@ Property / cites work: Estimating Vector Autoregressions with Panel Data / rank @@
+Normal rank
@@ Property / cites work @@
+Panels with non-stationary multifactor error structures
+Normal rank
@@ Property / cites work @@
+Q3874765
@@ Property / cites work: Q3874765 / rank @@
+Normal rank
@@ Property / cites work @@
+Some estimates of norms of random matrices
@@ Property / cites work: Some estimates of norms of random matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Analysis of interactive fixed effects dynamic linear panel regression with measurement error
+Normal rank
@@ Property / cites work @@
+Testing for a unit root in panels with dynamic factors
+Normal rank
@@ Property / cites work @@
+Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
+Normal rank
@@ Property / cites work @@
+Biases in Dynamic Models with Fixed Effects
@@ Property / cites work: Biases in Dynamic Models with Fixed Effects / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
+Normal rank
@@ Property / cites work @@
+Large panels with common factors and spatial correlation
+Normal rank
@@ Property / cites work @@
+Dynamic panel estimation and homogeneity testing under cross section dependence
+Normal rank
@@ Property / cites work @@
+On the eigenvectors of large dimensional sample covariance matrices
+Normal rank
@@ Property / cites work @@
+Forecasting Using Principal Components From a Large Number of Predictors
+Normal rank
@@ Property / cites work @@
+On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1017/s0266466615000328
+Normal rank
@@ Property / OpenAlex ID @@
+W1839363539
@@ Property / OpenAlex ID: W1839363539 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2981828