Pages that link to "Item:Q4979493"
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The following pages link to TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS (Q4979493):
Displayed 28 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)
- 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)