Pages that link to "Item:Q530595"

The following pages link to Large panels with common factors and spatial correlation (Q530595):

Displaying 39 items.

• An alternative semiparametric model for spatial panel data (Q73641) (← links)
• High dimensional stochastic regression with latent factors, endogeneity and nonlinearity (Q82524) (← links)
• Kernel estimation of hazard functions when observations have dependent and common covariates (Q284290) (← links)
• A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks (Q341892) (← links)
• Tests for skewness and kurtosis in the one-way error component model (Q391858) (← links)
• Inference on factor structures in heterogeneous panels (Q473358) (← links)
• Spatial dynamic panel data models with interactive fixed effects (Q515141) (← links)
• Robust estimation under error cross section dependence (Q529792) (← links)
• Large panels with common factors and spatial correlation (Q530595) (← links)
• Panel data models with cross-sectional dependence: a selective review (Q729667) (← links)
• A spatio-temporal model of house prices in the USA (Q736568) (← links)
• Shrinkage estimation of dynamic panel data models with interactive fixed effects (Q894645) (← links)
• Estimation of heterogeneous panels with structural breaks (Q898593) (← links)
• Maximum likelihood estimation of spatially and serially correlated panels with random effects (Q1621373) (← links)
• Unified \(M\)-estimation of fixed-effects spatial dynamic models with short panels (Q1644255) (← links)
• Unbiased CCE estimator for interactive fixed effects panels (Q1714060) (← links)
• Mean group estimation in presence of weakly cross-correlated estimators (Q1714093) (← links)
• Identifying latent grouped patterns in panel data models with interactive fixed effects (Q1792463) (← links)
• Real exchange rates and the balance of trade: does the J-curve effect really hold? (Q2002442) (← links)
• On testing for sphericity with non-normality in a fixed effects panel data model (Q2018631) (← links)
• Dynamic spatial panel data models with common shocks (Q2043260) (← links)
• Estimation of partially linear panel data models with cross-sectional dependence (Q2121167) (← links)
• Instrumental variables estimation in large heterogeneous panels with multifactor structure (Q2181488) (← links)
• Recursive estimation in large panel data models: theory and practice (Q2236876) (← links)
• Empirical likelihood based inference for a categorical varying-coefficient panel data model with fixed effects (Q2274934) (← links)
• A new stochastic frontier model with cross-sectional effects in both noise and inefficiency terms (Q2280587) (← links)
• The SR approach: a new estimation procedure for non-linear and non-Gaussian dynamic term structure models (Q2343755) (← links)
• QML estimation of dynamic panel data models with spatial errors (Q2343773) (← links)
• Specification test for panel data models with interactive fixed effects (Q2346028) (← links)
• Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (Q2516312) (← links)
• Estimation and inference in heterogeneous spatial panels with a multifactor error structure (Q2673195) (← links)
• SIZE, OPENNESS, AND MACROECONOMIC INTERDEPENDENCE (Q2980199) (← links)
• DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS (Q2981828) (← links)
• Weak and strong cross‐section dependence and estimation of large panels (Q3018486) (← links)
• Testing for sphericity in a fixed effects panel data model (Q3018488) (← links)
• Integrative Analysis for High-Dimensional Stratified Models (Q6069883) (← links)
• Variable selection in heterogeneous panel data models with cross‐sectional dependence (Q6075180) (← links)
• Linear panel regressions with two-way unobserved heterogeneity (Q6090548) (← links)
• Cross-section bootstrap for CCE regressions (Q6118712) (← links)