Pages that link to "Item:Q4979493"

The following pages link to TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS (Q4979493):

Displaying 42 items.

• A simple new test for slope homogeneity in panel data models with interactive effects (Q114806) (← links)
• Inference and testing breaks in large dynamic panels with strong cross sectional dependence (Q503563) (← links)
• A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models (Q524816) (← links)
• Shrinkage estimation of dynamic panel data models with interactive fixed effects (Q894645) (← links)
• Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso (Q898588) (← links)
• Nonparametric testing for smooth structural changes in panel data models (Q1652957) (← links)
• A practical test for strict exogeneity in linear panel data models with fixed effects (Q1672580) (← links)
• Identifying latent grouped patterns in panel data models with interactive fixed effects (Q1792463) (← links)
• On factor models with random missing: EM estimation, inference, and cross validation (Q2024446) (← links)
• Testing slope homogeneity in panel data models with a multifactor error structure (Q2175649) (← links)
• Identification and estimation in panel models with overspecified number of groups (Q2182146) (← links)
• Identifying latent group structures in nonlinear panels (Q2224976) (← links)
• Heterogeneous structural breaks in panel data models (Q2224988) (← links)
• Panel threshold models with interactive fixed effects (Q2227077) (← links)
• Panel threshold regressions with latent group structures (Q2294453) (← links)
• On time-varying factor models: estimation and testing (Q2294514) (← links)
• Semi-parametric single-index panel data models with interactive fixed effects: theory and practice (Q2330739) (← links)
• Non-separable models with high-dimensional data (Q2330742) (← links)
• Specification test for panel data models with interactive fixed effects (Q2346028) (← links)
• Inferences in panel data with interactive effects using large covariance matrices (Q2398975) (← links)
• Simultaneous confidence band for nonparametric fixed effects panel data models (Q2439793) (← links)
• Change-point detection for the link function in a single-index model (Q2670772) (← links)
• Detecting homogenous predictors in high-dimensional panel model with an MCMC algorithm (Q4607391) (← links)
• (Q5004051) (← links)
• Testing for heteroskedasticity in two-way fixed effects panel data models (Q5036967) (← links)
• INFERENCE ON A SEMIPARAMETRIC MODEL WITH GLOBAL POWER LAW AND LOCAL NONPARAMETRIC TRENDS (Q5221309) (← links)
• Persistence Heterogeneity Testing in Panels with Interactive Fixed Effects (Q5226147) (← links)
• THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS (Q5384842) (← links)
• TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION (Q5859565) (← links)
• Identifying Latent Groups in Spatial Panel Data Using a Markov Random Field Constrained Product Partition Model (Q6069477) (← links)
• Integrative Analysis for High-Dimensional Stratified Models (Q6069883) (← links)
• Linear panel regressions with two-way unobserved heterogeneity (Q6090548) (← links)
• Uniform inference in linear panel data models with two-dimensional heterogeneity (Q6108272) (← links)
• Profile GMM estimation of panel data models with interactive fixed effects (Q6108285) (← links)
• Estimation and identification of latent group structures in panel data (Q6108310) (← links)
• Binary response models for heterogeneous panel data with interactive fixed effects (Q6108322) (← links)
• Identifying latent group structures in spatial dynamic panels (Q6108336) (← links)
• Likelihood approach to dynamic panel models with interactive effects (Q6118710) (← links)
• Panel data models with time-varying latent group structures (Q6199628) (← links)
• Two-step estimation of quantile panel data models with interactive fixed effects (Q6542448) (← links)
• Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure (Q6617789) (← links)
• Sieve Estimation of Time-Varying Panel Data Models With Latent Structures (Q6634865) (← links)