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Type Large-Dimensional Panel Data Econometrics 2020-09-01 Paper A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data...

Fixed Effects Panel Data Models with Weak Instruments 2020-11-10 Paper Large-Dimensional Panel Data Econometrics 2020-09-01 Paper High-Dimensional Econometrics...

dynamic panel models with interactive effects 2024-03-21 Paper Standard errors for panel data models with unknown clusters 2024-03-21 Paper Large-Scale Generalized...

cross-sectional independence in large heterogeneous panel data models* 2022-08-05 Paper CLT for linear spectral statistics of large dimensional sample covariance matrices...

linear or panel regressions 2022-07-26 Paper Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model...

Change Point in High-Dimensional Quantile Regression 2018-12-04 Paper Inferences in panel data with interactive effects using large covariance matrices...

Testing Weak Cross-Sectional Dependence in Large Panels 2022-06-03 Paper Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit 2022-05-31...

Paper Projected estimation for large-dimensional matrix factor models 2022-07-01 Paper Projected estimation for large-dimensional matrix factor models 2022-06-09...

analysis of large-scale panel choice models with unobserved heterogeneity 2022-09-01 Paper Bayesian and maximum likelihood analysis of large-scale panel choice...

effects in panel data under cross sectional error correlation -- a bootstrap approach to the Breusch Pagan test 2008-12-11 Paper VaR in High Dimensional Systems...

covariance structure of large-dimensional data based on Wald’s score test 2017-09-22 Paper Likelihood-based tests on moderate-high-dimensional mean vectors with...

and time effects in nonlinear panel models with large \(N\), \(T\) 2016-03-01 Paper Nonparametric identification in panels using quantiles 2015-08-13 Paper...

Publication Date of Publication Type A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR 2024-03-27 Paper Panel data models with time-varying latent...

Paper A high dimensional two-sample test under a low dimensional factor structure 2015-09-10 Paper Testing covariates in high-dimensional regression 2014-10-02...

High-Dimensional Approximately Sparse Quantile Regression Models 2019-08-27 Paper Nonseparable multinomial choice models in cross-section and panel data...

nonparametric regression 2015-10-26 Paper Shrinkage estimation of large dimensional precision matrix using random matrix theory 2015-10-08 Paper Difference-based...

Paper A tensor-EM method for large-scale latent class analysis with binary responses 2023-07-24 Paper A Joint MLE Approach to Large-Scale Structured Latent...

Paper Challenges for Panel Financial Analysis 2018-11-30 Paper JIVE FOR PANEL DYNAMIC SIMULTANEOUS EQUATIONS MODELS 2018-11-09 Paper Panel models with interactive...

Paper Factor-based imputation of missing values and covariances in panel data of large dimensions 2023-03-03 Paper Constructing Common Factors from Continuous...

finite difference schemes 2009-07-03 Paper Large-eddy simulation of a compressible flow in a three-dimensional open cavity at high Reynolds number 2005-04-15...