Asymptotics for Panel Models with Common Shocks (Q5080153): Difference between revisions

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+GMM estimation of linear panel data models with time-varying individual effects
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+Cross-Section Regression with Common Shocks
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+Inferential Theory for Factor Models of Large Dimensions
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+Estimating cross-section common stochastic trends in nonstationary panel data
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+Determining the Number of Factors in Approximate Factor Models
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+Panel cointegration with global stochastic trends
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+Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
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+GMM estimation with cross sectional dependence
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+Q5226713
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+Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics
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+Sieve bootstrapt-tests on long-run average parameters
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+Q3911791
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+Spurious regression and residual-based tests for cointegration in panel data
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+Panels with non-stationary multifactor error structures
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+Testing for a unit root in panels with dynamic factors
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+ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED  TIME SERIES
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+Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
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+A pair-wise approach to testing for output and growth convergence
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+Statistical Inference in Instrumental Variables Regression with I(1) Processes
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+Linear Regression Limit Theory for Nonstationary Panel Data
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+Asymptotics for linear processes
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+Transition Modeling and Econometric Convergence Tests
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+Forecasting Using Principal Components From a Large Number of Predictors
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