Pages that link to "Item:Q5080589"
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The following pages link to Nonparametric Estimation in Large Panels with Cross-Sectional Dependence (Q5080589):
Displayed 9 items.
- Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels (Q1683643) (← links)
- Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence (Q2116326) (← links)
- Estimation of partially linear panel data models with cross-sectional dependence (Q2121167) (← links)
- Estimation for varying coefficient panel data model with cross-sectional dependence (Q2175225) (← links)
- Recursive estimation in large panel data models: theory and practice (Q2236876) (← links)
- (Q5004051) (← links)
- An Overview of Dependence in Cross-Section, Time-Series, and Panel Data (Q5080583) (← links)
- A multilevel model with autoregressive components for the analysis of tribal art prices (Q5130328) (← links)
- Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation (Q5862515) (← links)