Determining individual or time effects in panel data models
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Recommendations
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- Individual and time effects in nonlinear panel models with large \(N\), \(T\)
Cites work
- A completely automatic french curve: fitting spline functions by cross validation
- A cross-validatory method for dependent data
- Alternative Tests of the Error Components Model
- Analysis of panel data
- Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes
- Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
- Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors
- Consistent cross-validatory model-selection for dependent data: hv-block cross-validation
- Determining the Number of Factors in Approximate Factor Models
- Econometric analysis of cross section and panel data.
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
- Estimation of and testing for random effects in dynamic panel data models
- GMM estimation with cross sectional dependence
- HAC estimation in a spatial framework
- Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects
- scientific article; zbMATH DE number 3483405 (Why is no real title available?)
- scientific article; zbMATH DE number 5245028 (Why is no real title available?)
- Identifying latent structures in panel data
- Jackknife model averaging
- Jackknife model averaging for quantile regressions
- Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters
- Linear Model Selection by Cross-Validation
- MODEL SELECTION AND INFERENCE: FACTS AND FICTION
- Moment-based tests for individual and time effects in panel data models
- Monte Carlo results on several new and existing tests for the error component model
- Nonparametric statistics for stochastic processes. Estimation and prediction.
- Panel Data and Unobservable Individual Effects
- Panel Data Econometrics
- Panel data models with interactive fixed effects
- Semiparametric trending panel data models with cross-sectional dependence
- Series estimation under cross-sectional dependence
- Specification Tests in Econometrics
- Split-panel jackknife estimation of fixed-effect models
- Testing the Error Components Model with Non-Normal Disturbances
- Tests for the error component model in the presence of local misspecification
- The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
- The Predictive Sample Reuse Method with Applications
- The Relationship between Variable Selection and Data Agumentation and a Method for Prediction
Cited in
(5)- Testing for individual and time effects in panel data models with interactive effects
- Moment-based tests for individual and time effects in panel data models
- Determination of different types of fixed effects in three-dimensional panels
- Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence
- POST-SELECTION INFERENCE IN THREE-DIMENSIONAL PANEL DATA
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