Pages that link to "Item:Q5305251"
From MaRDI portal
The following pages link to Panel Data Models With Interactive Fixed Effects (Q5305251):
Displayed 50 items.
- Factor dimension determination for panel interactive effects models: an orthogonal projection approach (Q2033299) (← links)
- Mortality forecasting using factor models: time-varying or time-invariant factor loadings? (Q2034144) (← links)
- Dynamic spatial panel data models with common shocks (Q2043260) (← 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)
- Clustering and forecasting multiple functional time series (Q2080765) (← links)
- Sparse spatio-temporal autoregressions by profiling and bagging (Q2106397) (← 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)
- Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications (Q2137016) (← links)
- On the semi-varying coefficient dynamic panel data model with autocorrelated errors (Q2143011) (← 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)
- Estimation of a multiplicative correlation structure in the large dimensional case (Q2190234) (← 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)
- Estimating and testing high dimensional factor models with multiple structural changes (Q2224981) (← links)
- Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure (Q2224986) (← links)
- Estimation of a SAR model with endogenous spatial weights constructed by bilateral variables (Q2225011) (← 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)
- Panel threshold models with interactive fixed effects (Q2227077) (← links)
- Recursive estimation in large panel data models: theory and practice (Q2236876) (← links)
- A semiparametric latent factor model for large scale temporal data with heteroscedasticity (Q2237806) (← links)
- Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects (Q2274934) (← links)
- Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence (Q2280581) (← links)
- Assessing the causal effect of binary interventions from observational panel data with few treated units (Q2292398) (← links)
- Modelling regional patterns of inefficiency: a Bayesian approach to geoadditive panel stochastic frontier analysis with an application to cereal production in England and Wales (Q2294457) (← links)
- Determining individual or time effects in panel data models (Q2295800) (← links)
- Variable selection in panel models with breaks (Q2323384) (← links)
- Testing additive versus interactive effects in fixed-\(T\) panels (Q2328502) (← links)
- A diagnostic criterion for approximate factor structure (Q2330733) (← links)
- Semi-parametric single-index panel data models with interactive fixed effects: theory and practice (Q2330739) (← links)
- QML estimation of dynamic panel data models with spatial errors (Q2343773) (← links)
- Cross-sectional averages versus principal components (Q2343814) (← links)
- IV estimation of panels with factor residuals (Q2343825) (← links)
- Testing for individual and time effects in panel data models with interactive effects (Q2345165) (← links)
- Specification test for panel data models with interactive fixed effects (Q2346028) (← links)
- Semiparametric single-index panel data models with cross-sectional dependence (Q2354867) (← links)
- Inferences in panel data with interactive effects using large covariance matrices (Q2398975) (← links)
- On the estimation and inference in factor-augmented panel regressions with correlated loadings (Q2439796) (← links)
- Limit theory for panel data models with cross sectional dependence and sequential exogeneity (Q2439864) (← links)
- Theory and methods of panel data models with interactive effects (Q2448726) (← links)
- Bootstrapping factor-augmented regression models (Q2451810) (← links)
- Three-dimensional panel data models with interactive effects: estimation and simulation (Q2453016) (← links)