Variable selection in panel models with breaks (Q2323384): Difference between revisions

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+W2905240961
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+Efficient estimation of models for dynamic panel data
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+Panel Data Models With Interactive Fixed Effects
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+Common breaks in means and variances for panel data
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+Priors for the Long Run
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+Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\)
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+Indirect inference for dynamic panel models
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+X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION
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+Structural changes in the cointegrated vector autoregressive model
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+Estimating a common deterministic time trend break in large panels with cross sectional dependence
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+The Bernstein-von Mises theorem under misspecification
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+MODEL SELECTION AND INFERENCE: FACTS AND FICTION
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+Biases in Dynamic Models with Fixed Effects
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+Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
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+Forecasting Time Series Subject to Multiple Structural Breaks
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+Interpreting Statistical Evidence by using Imperfect Models: Robust Adjusted Likelihood Functions
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+The Durbin-Watson Test for Serial Correlation with Extreme Sample Sizes or Many Regressors
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+Rates of convergence of posterior distributions.
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+Asymptotic Statistics
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+Rates of contraction of posterior distributions based on Gaussian process priors
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+Q128072119
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