Pages that link to "Item:Q3100981"

The following pages link to THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS (Q3100981):

Displaying 21 items.

• Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework (Q284309) (← links)
• Tests for skewness and kurtosis in the one-way error component model (Q391858) (← links)
• Bootstrap inference for linear dynamic panel data models with individual fixed effects (Q494176) (← links)
• A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data (Q515139) (← links)
• Beyond panel unit root tests: using multiple testing to determine the nonstationarity properties of individual series in a panel (Q527968) (← links)
• On bootstrapping panel factor series (Q528127) (← links)
• Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects (Q738124) (← links)
• Nonparametric testing for smooth structural changes in panel data models (Q1652957) (← links)
• Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework (Q1739594) (← links)
• Inference on difference-in-differences average treatment effects: a fixed-\(b\) approach (Q2000877) (← links)
• Inference without smoothing for large panels with cross-sectional and temporal dependence (Q2024477) (← links)
• Block bootstrapping for a panel mean break test (Q2131936) (← links)
• On the effects of macroprudential policies on growth-at-risk (Q2209566) (← links)
• Bootstrapping factor models with cross sectional dependence (Q2227057) (← links)
• Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence (Q2280581) (← links)
• Asymptotic theory and wild bootstrap inference with clustered errors (Q2330727) (← links)
• Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects (Q2448412) (← links)
• A robust test for serial correlation in panel data models (Q5040543) (← links)
• Tests for the existence of group effects and interactions for two-way models with dependent errors (Q6046056) (← links)
• Uniform inference in linear panel data models with two-dimensional heterogeneity (Q6108272) (← links)
• Binary response models for heterogeneous panel data with interactive fixed effects (Q6108322) (← links)