Inferences in panel data with interactive effects using large covariance matrices (Q2398975): Difference between revisions

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+Eigenvalue Ratio Test for the Number of Factors
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+Normal rank
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+GMM estimation of linear panel data models with time-varying individual effects
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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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+Inference on Treatment Effects after Selection among High-Dimensional Controls
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+Covariance regularization by thresholding
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+Normal rank
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+Regularized estimation of large covariance matrices
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+GLS Estimation of Dynamic Factor Models
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+Normal rank
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+Optimal rates of convergence for sparse covariance matrix estimation
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+EFFICIENT ESTIMATION OF FACTOR MODELS
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+Stochastic Limit Theory
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+Normal rank
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+A two-step estimator for large approximate dynamic factor models based on Kalman filtering
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+Operator norm consistent estimation of large-dimensional sparse covariance matrices
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Large Covariance Estimation by Thresholding Principal Orthogonal Complements
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+The Generalized Dynamic Factor Model
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+Q4807277
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+Determining the Number of Factors in the General Dynamic Factor Model
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+Estimating and testing a quantile regression model with interactive effects
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+Asymptotics for Panel Models with Common Shocks
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+Normal rank
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+Sparsistency and rates of convergence in large covariance matrix estimation
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+Nonlinear shrinkage estimation of large-dimensional covariance matrices
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+Determining the number of factors when the number of factors can increase with sample size
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+Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
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+Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
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+Sparse permutation invariant covariance estimation
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+TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS
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+Specification test for panel data models with interactive fixed effects
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+Constrained Factor Models
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+On asymptotically optimal confidence regions and tests for high-dimensional models
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+On the estimation and inference in factor-augmented panel regressions with correlated loadings
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+Nearly unbiased variable selection under minimax concave penalty
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+Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models
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