Pages that link to "Item:Q3018486"
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The following pages link to Weak and strong cross‐section dependence and estimation of large panels (Q3018486):
Displaying 21 items.
- Testing for Panel Cointegration Using Common Correlated Effects Estimators (Q5283413) (← links)
- Common Breaks in Means for Cross‐Correlated Fixed‐<i>T</i> Panel Data (Q5382478) (← links)
- Multistep forecast selection for panel data (Q5861003) (← links)
- Common factors and spatial dependence: an application to US house prices (Q5861047) (← links)
- Time varying factor models with possibly strongly correlated noises (Q5861570) (← links)
- Pairwise influences in dynamic choice: network-based model and application (Q5861584) (← links)
- Estimation of factor-augmented panel regressions with weakly influential factors (Q5862479) (← links)
- Fixed T dynamic panel data estimators with multifactor errors (Q5862505) (← links)
- Testing Weak Cross-Sectional Dependence in Large Panels (Q5863573) (← links)
- Determining the number of factors with potentially strong within-block correlations in error terms (Q5864656) (← links)
- Panel data measures of price discovery (Q5865511) (← links)
- Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting procedures (Q5865514) (← links)
- An augmented Anderson–Hsiao estimator for dynamic short-<i>T</i> panels<sup>†</sup> (Q5865520) (← links)
- Panel data nowcasting (Q5867566) (← links)
- Unified M-estimation of matrix exponential spatial dynamic panel specification (Q5867568) (← links)
- Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
- Learning Latent Factors From Diversified Projections and Its Applications to Over-Estimated and Weak Factors (Q5885115) (← links)
- Quantifying noise in survey expectations (Q6088815) (← links)
- Linear panel regressions with two-way unobserved heterogeneity (Q6090548) (← links)
- News-implied linkages and local dependency in the equity market (Q6108277) (← links)
- Factor models for high‐dimensional functional time series II: Estimation and forecasting (Q6135372) (← links)
