Linear panel regressions with two-way unobserved heterogeneity (Q6090548): Difference between revisions

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+GMM estimation of linear panel data models with time-varying individual effects
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+Panel data models with multiple time-varying individual effects
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+Q4558163
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+Inferential Theory for Factor Models of Large Dimensions
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+Panel Data Models With Interactive Fixed Effects
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+Determining the Number of Factors in Approximate Factor Models
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+Discretizing Unobserved Heterogeneity
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+Weak and strong cross‐section dependence and estimation of large panels
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+Estimating the Technology of Cognitive and Noncognitive Skill Formation
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+Split-panel Jackknife Estimation of Fixed-effect Models
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+Low-rank approximations of nonseparable panel models
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+Individual and time effects in nonlinear panel models with large \(N\), \(T\)
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+The Generalized Dynamic Factor Model
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+Non-parametric Panel Data Models with Interactive Fixed Effects
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+Rate-optimal graphon estimation
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+No-Bubble Condition: Model-Free Tests in Housing Markets
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+Rates of convergence for the empirical quantization error
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+An Econometric Model of Network Formation With Degree Heterogeneity
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+Approximation of bi-variate functions: singular value decomposition versus sparse grids
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+The impact of a Hausman pretest on the size of a hypothesis test: the panel data case
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+Estimating Vector Autoregressions with Panel Data
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+Fixed T dynamic panel data estimators with multifactor errors
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+Some estimates of norms of random matrices
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+Analysis of interactive fixed effects dynamic linear panel regression with measurement error
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+Determining the number of factors when the number of factors can increase with sample size
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+Shrinkage estimation of dynamic panel data models with interactive fixed effects
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+Bootstrap With Cluster‐Dependence in Two or More Dimensions
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+Estimation of random coefficients logit demand models with interactive fixed effects
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+Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
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+DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS
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+Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure
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+Asymptotics of the principal components estimator of large factor models with weakly influential factors
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+Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
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+Large panels with common factors and spatial correlation
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+IV estimation of panels with factor residuals
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+On the impact of error cross-sectional dependence in short dynamic panel estimation
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+TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS
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+Identifying Latent Structures in Panel Data
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+On time-varying factor models: estimation and testing
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+On the estimation and inference in factor-augmented panel regressions with correlated loadings
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+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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