Pages that link to "Item:Q3418479"
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The following pages link to Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (Q3418479):
Displaying 50 items.
- Parameter cascading for panel models with unknown number of unobserved factors: an application to the credit spread puzzle (Q1623512) (← links)
- Sectoral inflation and the Phillips curve: what has changed Since the great recession? (Q1629635) (← links)
- Unified \(M\)-estimation of fixed-effects spatial dynamic models with short panels (Q1644255) (← links)
- Nonparametric testing for smooth structural changes in panel data models (Q1652957) (← links)
- Capital taxation and government debt policy with public discounting (Q1655774) (← links)
- Set identification of panel data models with interactive effects via quantile restrictions (Q1667930) (← links)
- Identification problem of GMM estimators for short panel data models with interactive fixed effects (Q1668021) (← links)
- Inference on modelling cross-sectional dependence for a varying-coefficient model (Q1670140) (← links)
- Unbiased CCE estimator for interactive fixed effects panels (Q1714060) (← links)
- On CCE estimation of factor-augmented models when regressors are not linear in the factors (Q1741728) (← links)
- Identifying latent grouped patterns in panel data models with interactive fixed effects (Q1792463) (← links)
- Panel models with interactive effects (Q1792467) (← links)
- On the asymptotic \(t\)-test for large nonstationary panel models (Q1927111) (← links)
- Macro-panels and reality (Q1934813) (← links)
- Real exchange rates and the balance of trade: does the J-curve effect really hold? (Q2002442) (← links)
- Inference without smoothing for large panels with cross-sectional and temporal dependence (Q2024477) (← links)
- Factor dimension determination for panel interactive effects models: an orthogonal projection approach (Q2033299) (← links)
- Dynamic spatial panel data models with common shocks (Q2043260) (← links)
- Real exchange rate misalignments in the euro area (Q2046998) (← links)
- Tests for the explanatory power of latent factors (Q2062414) (← links)
- Shrinkage estimation of panel data models with interactive effects (Q2070001) (← links)
- A wavelet method for panel models with jump discontinuities in the parameters (Q2074601) (← links)
- Quasi-maximum likelihood estimation of short panel data models with time-varying individual effects (Q2075041) (← links)
- Fast inference methods for high-dimensional factor copulas (Q2097684) (← links)
- A spatial panel quantile model with unobserved heterogeneity (Q2106401) (← links)
- Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence (Q2116326) (← links)
- Estimation of partially linear panel data models with cross-sectional dependence (Q2121167) (← links)
- A correlated random effects approach to the estimation of models with multiple fixed effects (Q2127333) (← links)
- Efficient estimation of heterogeneous coefficients in panel data models with common shocks (Q2173185) (← links)
- Estimation for varying coefficient panel data model with cross-sectional dependence (Q2175225) (← links)
- Testing slope homogeneity in panel data models with a multifactor error structure (Q2175649) (← links)
- Instrumental variables estimation in large heterogeneous panels with multifactor structure (Q2181488) (← links)
- Uncovering spatial productivity centers using asymmetric bidirectional spillovers (Q2183889) (← links)
- On the unbiased asymptotic normality of quantile regression with fixed effects (Q2190248) (← links)
- Changepoint in dependent and non-stationary panels (Q2208373) (← links)
- Financial crises and economic recovery: cross-country heterogeneity and cross-sectional dependence (Q2208879) (← links)
- Heterogeneous panel data models with cross-sectional dependence (Q2224885) (← links)
- Editorial: Celebrating 40 years of panel data analysis: past, present and future (Q2224972) (← links)
- Nonlinear factor models for network and panel data (Q2224978) (← links)
- On the robustness of the pooled CCE estimator (Q2224980) (← links)
- Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure (Q2224986) (← links)
- Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure (Q2224991) (← links)
- Nonstationary panel models with latent group structures and cross-section dependence (Q2225013) (← links)
- A joint test for serial correlation and heteroscedasticity in fixed-\(T\) panel regression models with interactive effects (Q2226824) (← links)
- Estimation and inference of change points in high-dimensional factor models (Q2227075) (← links)
- Forecasting mortality with international linkages: a global vector-autoregression approach (Q2234751) (← links)
- Recursive estimation in large panel data models: theory and practice (Q2236876) (← links)
- Inflation and demography through time (Q2246614) (← links)
- Are professional forecasters Bayesian? (Q2246688) (← links)
- Panel data partially linear model with fixed effects, spatial autoregressive error components and unspecified intertemporal correlation (Q2252886) (← links)
