Pages that link to "Item:Q2439864"
From MaRDI portal
The following pages link to Limit theory for panel data models with cross sectional dependence and sequential exogeneity (Q2439864):
Displaying 15 items.
- Kernel estimation of hazard functions when observations have dependent and common covariates (Q284290) (← links)
- Stable limit theorems for empirical processes under conditional neighborhood dependence (Q1740523) (← links)
- Linear IV regression estimators for structural dynamic discrete choice models (Q2024450) (← links)
- Efficient closed-form estimation of large spatial autoregressions (Q2106398) (← links)
- Spatial dynamic game models for coevolution of intertemporal economic decision-making and spatial networks (Q2246634) (← links)
- Unified inference for nonlinear factor models from panels with fixed and large time span (Q2323363) (← links)
- Limit theory for panel data models with cross sectional dependence and sequential exogeneity (Q2439864) (← links)
- An incidental parameters free inference approach for panels with common shocks (Q2673194) (← links)
- Modified first-difference estimator in a panel data model with unobservable factors both in the errors and the regressors when the time dimension is small (Q4606463) (← links)
- SPATIAL DEPENDENCE IN OPTION OBSERVATION ERRORS (Q4993886) (← links)
- LIMIT THEOREMS FOR FACTOR MODELS (Q5012632) (← links)
- JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS (Q5051520) (← links)
- A DECOMPOSITION ANALYSIS OF DIFFUSION OVER A LARGE NETWORK (Q5059134) (← links)
- ESTIMATION OF SPATIAL AUTOREGRESSIONS WITH STOCHASTIC WEIGHT MATRICES (Q5378500) (← links)
- Econometric inference on a large Bayesian game with heterogeneous beliefs (Q6090550) (← links)