Efficient estimation of heterogeneous coefficients in panel data models with common shocks (Q2173185): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2019.08.011
+Normal rank
@@ Property / OpenAlex ID @@
+W3119701859
@@ Property / OpenAlex ID: W3119701859 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q126815823
@@ Property / Wikidata QID: Q126815823 / rank @@
+Normal rank
@@ Property / cites work @@
+Eigenvalue Ratio Test for the Number of Factors
@@ Property / cites work: Eigenvalue Ratio Test for the Number of Factors / rank @@
+Normal rank
@@ Property / cites work @@
+GMM estimation of linear panel data models with time-varying individual effects
+Normal rank
@@ Property / cites work @@
+Panel data models with multiple time-varying individual effects
+Normal rank
@@ Property / cites work @@
+Q3231647
@@ Property / cites work: Q3231647 / rank @@
+Normal rank
@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+Inferential Theory for Factor Models of Large Dimensions
+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 @@
+Statistical analysis of factor models of high dimension
+Normal rank
@@ Property / cites work @@
+Theory and methods of panel data models with interactive effects
+Normal rank
@@ Property / cites work @@
+Determining the Number of Factors in Approximate Factor Models
+Normal rank
@@ Property / cites work @@
+Komlós-Major-Tusnády approximation under dependence
+Normal rank
@@ Property / cites work @@
+Inference on factor structures in heterogeneous panels
+Normal rank
@@ Property / cites work @@
+Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
+Normal rank
@@ Property / cites work @@
+Stochastic Limit Theory
@@ Property / cites work: Stochastic Limit Theory / rank @@
+Normal rank
@@ Property / cites work @@
+A two-step estimator for large approximate dynamic factor models based on Kalman filtering
+Normal rank
@@ Property / cites work @@
+High-dimensional covariance matrix estimation in approximate factor models
+Normal rank
@@ Property / cites work @@
+Large Covariance Estimation by Thresholding Principal Orthogonal Complements
+Normal rank
@@ Property / cites work @@
+Q4171478
@@ Property / cites work: Q4171478 / rank @@
+Normal rank
@@ Property / cites work @@
+Large Sample Properties of Generalized Method of Moments Estimators
+Normal rank
@@ Property / cites work @@
+Asymptotic Properties of Non-Linear Least Squares Estimators
+Normal rank
@@ Property / cites work @@
+Panels with non-stationary multifactor error structures
+Normal rank
@@ Property / cites work @@
+Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation
+Normal rank
@@ Property / cites work @@
+An approximation of partial sums of independent RV'-s, and the sample DF. I
+Normal rank
@@ Property / cites work @@
+Q5664695
@@ Property / cites work: Q5664695 / rank @@
+Normal rank
@@ Property / cites work @@
+Determining the number of factors when the number of factors can increase with sample size
+Normal rank
@@ Property / cites work @@
+Estimation of Panel Data Models with Parameter Heterogeneity when Group Membership is Unknown
+Normal rank
@@ Property / cites work @@
+Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
+Normal rank
@@ Property / cites work @@
+DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS
+Normal rank
@@ Property / cites work @@
+A theory of robust long-run variance estimation
@@ Property / cites work: A theory of robust long-run variance estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotics of the principal components estimator of large factor models with weakly influential factors
+Normal rank
@@ Property / cites work @@
+Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
+Normal rank
@@ Property / cites work @@
+Specification test for panel data models with interactive fixed effects
+Normal rank
@@ Property / cites work @@
+Identifying latent grouped patterns in panel data models with interactive fixed effects
+Normal rank
@@ Property / cites work @@
+Identifying Latent Structures in Panel Data
@@ Property / cites work: Identifying Latent Structures in Panel Data / rank @@
+Normal rank
@@ Property / cites work @@
+Fixed-Smoothing Asymptotics in a Two-Step Generalized Method of Moments Framework
+Normal rank
@@ Property / cites work @@
+Efficient Inference in a Random Coefficient Regression Model
+Normal rank
@@ Property / cites work @@
+An inter-battery method of factor analysis
@@ Property / cites work: An inter-battery method of factor analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Weak convergence and empirical processes. With applications to statistics
+Normal rank