A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data (Q6190697): Difference between revisions

Latest revision as of 16:48, 27 August 2024

scientific article; zbMATH DE number 7813780

Language	Label	Description	Also known as
English	A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data	scientific article; zbMATH DE number 7813780

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instance of

scholarly article

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title

A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data (English)

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Journal of Business & Economic Statistics

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publication date

6 March 2024

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zbMATH Keywords

correlated random coefficients

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interactive effects

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panel data

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slope heterogeneity

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MaRDI profile type

MaRDI publication profile

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cites work

Eigenvalue Ratio Test for the Number of Factors

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Panel Data Models With Interactive Fixed Effects

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Theory and methods of panel data models with interactive effects

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Inferences in panel data with interactive effects using large covariance matrices

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Determining the Number of Factors in Approximate Factor Models

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Grouped Patterns of Heterogeneity in Panel Data

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Analysis of Covariance with Qualitative Data

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Two-stage instrumental variable estimation of linear panel data models with interactive effects

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Split-panel Jackknife Estimation of Fixed-effect Models

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Individual and time effects in nonlinear panel models with large \(N\), \(T\)

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Bootstrapping factor-augmented regression models

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Bootstrapping factor models with cross sectional dependence

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Asymptotic distribution of factor augmented estimators for panel regression

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The bootstrap and Edgeworth expansion

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Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large

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Efficient estimation of heterogeneous coefficients in panel data models with common shocks

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Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects

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On the Pooling of Time Series and Cross Section Data

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A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

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Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure

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Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure

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Testing slope homogeneity in large panels

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Estimation of factor-augmented panel regressions with weakly influential factors

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TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS

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Identifying latent grouped patterns in panel data models with interactive fixed effects

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Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects

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CCE in panels with general unknown factors

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Cross-sectional averages versus principal components

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Q2995584

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Identifiers

DOI

10.1080/07350015.2022.2077349

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Mathematics Subject Classification ID

62P20

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zbMATH DE Number

7813780

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Sitelinks

Mathematics(1 entry)

mardi Publication:6190697

@@ 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 @@
+Panel Data Models With Interactive Fixed Effects
@@ Property / cites work: Panel Data Models With Interactive Fixed Effects / rank @@
+Normal rank
@@ Property / cites work @@
+Theory and methods of panel data models with interactive effects
+Normal rank
@@ Property / cites work @@
+Inferences in panel data with interactive effects using large covariance matrices
+Normal rank
@@ Property / cites work @@
+Determining the Number of Factors in Approximate Factor Models
+Normal rank
@@ Property / cites work @@
+Grouped Patterns of Heterogeneity in Panel Data
@@ Property / cites work: Grouped Patterns of Heterogeneity in Panel Data / rank @@
+Normal rank
@@ Property / cites work @@
+Analysis of Covariance with Qualitative Data
@@ Property / cites work: Analysis of Covariance with Qualitative Data / rank @@
+Normal rank
@@ Property / cites work @@
+Two-stage instrumental variable estimation of linear panel data models with interactive effects
+Normal rank
@@ Property / cites work @@
+Split-panel Jackknife Estimation of Fixed-effect Models
+Normal rank
@@ Property / cites work @@
+Individual and time effects in nonlinear panel models with large \(N\), \(T\)
+Normal rank
@@ Property / cites work @@
+Bootstrapping factor-augmented regression models
@@ Property / cites work: Bootstrapping factor-augmented regression models / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrapping factor models with cross sectional dependence
+Normal rank
@@ Property / cites work @@
+Asymptotic distribution of factor augmented estimators for panel regression
+Normal rank
@@ Property / cites work @@
+The bootstrap and Edgeworth expansion
@@ Property / cites work: The bootstrap and Edgeworth expansion / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large
+Normal rank
@@ Property / cites work @@
+Efficient estimation of heterogeneous coefficients in panel data models with common shocks
+Normal rank
@@ Property / cites work @@
+Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
+Normal rank
@@ Property / cites work @@
+On the Pooling of Time Series and Cross Section Data
+Normal rank
@@ Property / cites work @@
+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
+Normal rank
@@ Property / cites work @@
+Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure
+Normal rank
@@ Property / cites work @@
+Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
+Normal rank
@@ Property / cites work @@
+Testing slope homogeneity in large panels
@@ Property / cites work: Testing slope homogeneity in large panels / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of factor-augmented panel regressions with weakly influential factors
+Normal rank
@@ Property / cites work @@
+TESTING HOMOGENEITY IN 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 @@
+Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects
+Normal rank
@@ Property / cites work @@
+CCE in panels with general unknown factors
@@ Property / cites work: CCE in panels with general unknown factors / rank @@
+Normal rank
@@ Property / cites work @@
+Cross-sectional averages versus principal components
+Normal rank
@@ Property / cites work @@
+Q2995584
@@ Property / cites work: Q2995584 / rank @@
+Normal rank