Pages that link to "Item:Q2516312"

The following pages link to Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (Q2516312):

Displaying 31 items.

• An alternative semiparametric model for spatial panel data (Q73641) (← links)
• A multi-country approach to forecasting output growth using PMIs (Q281037) (← links)
• Statistical inference in a random coefficient panel model (Q284298) (← links)
• Inference on factor structures in heterogeneous panels (Q473358) (← links)
• A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models (Q524816) (← links)
• Panel data models with cross-sectional dependence: a selective review (Q729667) (← links)
• Estimation of heterogeneous panels with structural breaks (Q898593) (← links)
• Unbiased CCE estimator for interactive fixed effects panels (Q1714060) (← links)
• Identifying latent grouped patterns in panel data models with interactive fixed effects (Q1792463) (← links)
• Panel models with interactive effects (Q1792467) (← links)
• Tests for the explanatory power of latent factors (Q2062414) (← links)
• Financial crises and economic recovery: cross-country heterogeneity and cross-sectional dependence (Q2208879) (← links)
• Heterogeneous panel data models with cross-sectional dependence (Q2224885) (← links)
• Editorial: Celebrating 40 years of panel data analysis: past, present and future (Q2224972) (← links)
• On the robustness of the pooled CCE estimator (Q2224980) (← links)
• Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure (Q2224986) (← links)
• Variable selection in panel models with breaks (Q2323384) (← links)
• Specification test for panel data models with interactive fixed effects (Q2346028) (← links)
• Revisiting the location of FDI in China: a panel data approach with heterogeneous shocks (Q2658757) (← links)
• An incidental parameters free inference approach for panels with common shocks (Q2673194) (← links)
• INTEGRATION OF NORTH AND SOUTH AMERICAN PLAYERS IN JAPAN'S PROFESSIONAL BASEBALL LEAGUES (Q2819296) (← links)
• DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS (Q2981828) (← links)
• <i>F</i>-test and <i>z</i>-test for high-dimensional regression models with a factor structure (Q5040532) (← links)
• On the limit theory of mixed to unity VARs: Panel setting with weakly dependent errors (Q5135328) (← links)
• Double filter instrumental variable estimation of panel data models with weakly exogenous variables (Q5860959) (← links)
• Common factors and spatial dependence: an application to US house prices (Q5861047) (← links)
• Time-specific average estimation of dynamic panel regressions (Q6039103) (← links)
• Integrative Analysis for High-Dimensional Stratified Models (Q6069883) (← links)
• Variable selection in heterogeneous panel data models with cross‐sectional dependence (Q6075180) (← links)
• Quantifying noise in survey expectations (Q6088815) (← links)
• Profile GMM estimation of panel data models with interactive fixed effects (Q6108285) (← links)