Pages that link to "Item:Q2929841"
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The following pages link to EFFICIENCY IN LARGE DYNAMIC PANEL MODELS WITH COMMON FACTORS (Q2929841):
Displaying 5 items.
- Double instrumental variable estimation of interaction models with big data (Q1676366) (← links)
- Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects (Q1739883) (← links)
- Unified inference for nonlinear factor models from panels with fixed and large time span (Q2323363) (← links)
- LIKELIHOOD INFERENCE IN AN AUTOREGRESSION WITH FIXED EFFECTS (Q2976207) (← links)
- Semiparametric estimation of latent variable asset pricing models (Q6133354) (← links)
