DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS (Q2981828)

From MaRDI portal

Revision as of 10:53, 30 July 2024 by Openalex240730090724 (talk | contribs) (Set OpenAlex properties.)

(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Jump to:navigation, search

scientific article

Language	Label	Description	Also known as
English	DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS	scientific article

Statements

scholarly article

0 references

DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS (English)

0 references

zbMATH Open document ID

0 references

10.1017/S0266466615000328

0 references

Hyungsik Roger Moon

0 references

0 references

Econometric Theory

0 references

publication date

10 May 2017

0 references

Mathematics Subject Classification ID

0 references

zbMATH DE Number

0 references

MaRDI profile type

MaRDI publication profile

0 references

GMM estimation of linear panel data models with time-varying individual effects

0 references

Estimation When a Parameter is on a Boundary

0 references

Testing When a Parameter is on the Boundary of the Maintained Hypothesis

0 references

0 references

Panel Data Models With Interactive Fixed Effects

0 references

Determining the Number of Factors in Approximate Factor Models

0 references

0 references

Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions

0 references

A note on the largest eigenvalue of a large dimensional sample covariance matrix

0 references

Automobile Prices in Market Equilibrium

0 references

Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets

0 references

An IV Model of Quantile Treatment Effects

0 references

Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors

0 references

Weak and strong cross‐section dependence and estimation of large panels

0 references

Common risk factors in the returns on stocks and bonds

0 references

A limit theorem for the norm of random matrices

0 references

Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large

0 references

BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS

0 references

0 references

A quantile regression approach for estimating panel data models using instrumental variables

0 references

Estimating Vector Autoregressions with Panel Data

0 references

Panels with non-stationary multifactor error structures

0 references

0 references

Some estimates of norms of random matrices

0 references

Analysis of interactive fixed effects dynamic linear panel regression with measurement error

0 references

Testing for a unit root in panels with dynamic factors

0 references

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

0 references

Biases in Dynamic Models with Fixed Effects

0 references

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

0 references

Large panels with common factors and spatial correlation

0 references

Dynamic panel estimation and homogeneity testing under cross section dependence

0 references

On the eigenvectors of large dimensional sample covariance matrices

0 references

Forecasting Using Principal Components From a Large Number of Predictors

0 references

On the limit of the largest eigenvalue of the large dimensional sample covariance matrix

0 references

full work available at URL

https://doi.org/10.1017/s0266466615000328

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:2981828

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2981828&oldid=37171916"