Pages that link to "Item:Q3018486"
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The following pages link to Weak and strong cross‐section dependence and estimation of large panels (Q3018486):
Displayed 11 items.
- Maximum likelihood estimation of a spatial autoregressive Tobit model (Q70138) (← links)
- A nonlinear panel data model of cross-sectional dependence (Q469559) (← links)
- Inference on factor structures in heterogeneous panels (Q473358) (← links)
- Risks of large portfolios (Q494174) (← links)
- Asymptotic analysis of the squared estimation error in misspecified factor models (Q494175) (← links)
- Cross-sectional averages versus principal components (Q2343814) (← links)
- The effect of recursive detrending on panel unit root tests (Q2343821) (← links)
- On the estimation and inference in factor-augmented panel regressions with correlated loadings (Q2439796) (← links)
- Panel unit root tests in the presence of a multifactor error structure (Q2440389) (← links)
- Aggregation in large dynamic panels (Q2511786) (← links)
- Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (Q2516312) (← links)