Pages that link to "Item:Q2439796"
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The following pages link to On the estimation and inference in factor-augmented panel regressions with correlated loadings (Q2439796):
Displaying 10 items.
- Panel data models with cross-sectional dependence: a selective review (Q729667) (← links)
- Estimation of heterogeneous panels with structural breaks (Q898593) (← links)
- On the robustness of the pooled CCE estimator (Q2224980) (← links)
- Inferences in panel data with interactive effects using large covariance matrices (Q2398975) (← links)
- Theory and methods of panel data models with interactive effects (Q2448726) (← links)
- On Estimation and Inference in Heterogeneous Panel Regressions with Interactive Effects (Q5237534) (← links)
- Time-specific average estimation of dynamic panel regressions (Q6039103) (← links)
- Linear panel regressions with two-way unobserved heterogeneity (Q6090548) (← links)
- Likelihood approach to dynamic panel models with interactive effects (Q6118710) (← links)
- Cross-section bootstrap for CCE regressions (Q6118712) (← links)
