Panel models with interactive effects (Q1792467): Difference between revisions

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+Comment on `IV estimation of panels with factor residuals' by D. Robertson and V. Sarafidis
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+Panel data models with multiple time-varying individual effects
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+GMM estimation of linear panel data models with time-varying individual effects
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+The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
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+Q3255781
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+Estimating linear statistical relationships
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+Estimation of Dynamic Models with Error Components
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+Formulation and estimation of dynamic models using panel data
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+Q3231647
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+The econometrics of panel data. Fundamental and recent developments in theory and practice.
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+Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
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+Panel Data Models With Interactive Fixed Effects
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+Fixed-Effects Dynamic Panel Models, a Factor Analytical Method
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+Theory and methods of panel data models with interactive effects
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+Determining the Number of Factors in Approximate Factor Models
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+Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods
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+Are more data always better for factor analysis?
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+Analysis of Covariance with Qualitative Data
@@ Property / cites work: Analysis of Covariance with Qualitative Data / rank @@
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+Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
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+Weak and strong cross‐section dependence and estimation of large panels
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+Estimating the standard errors of rotated factor loadings by jackknifing
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+Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence
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+On covariance estimators of factor loadings in factor analysis
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+Analysis of Panel Data
@@ Property / cites work: Analysis of Panel Data / rank @@
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+IV, GMM or likelihood approach to estimate dynamic panel models when either \(N\) or \(T\) or both are large
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+Statistical inference for panel dynamic simultaneous equations models
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+A note on Lawley's formulas for standard errors in maximum likelihood factor analysis
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+On Consistency and Sparsity for Principal Components Analysis in High Dimensions
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+Q5543899
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+Q5664695
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+Shrinkage estimation of dynamic panel data models with interactive fixed effects
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+Q4231779
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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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+On the Pooling of Time Series and Cross Section Data
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+Finite sample approximation results for principal component analysis: A matrix perturbation approach
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+Asymptotics of the principal components estimator of large factor models with weakly influential factors
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+Q5449216
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+Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
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+Linear Statistical Inference and its Applications
@@ Property / cites work: Linear Statistical Inference and its Applications / rank @@
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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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+Cross-Sectional Dependence in Panel Data Analysis
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+Q2707383
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+Cross-sectional averages versus principal components
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+Panel data models with cross-sectional dependence: a selective review
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