Estimation and inference in high-dimensional panel data models with interactive fixed effects

Cites work

A Testing Procedure for Determining the Number of Factors in Approximate Factor Models With Large Datasets
Asymptotics of the principal components estimator of large factor models with weakly influential factors
Canonical thresholding for nonsparse high-dimensional linear regression
CCE in panels with general unknown factors
Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
Confidence intervals for low dimensional parameters in high dimensional linear models
Efficient estimation of approximate factor models via penalized maximum likelihood
Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
GMM estimation for high-dimensional panel data models
High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi}
scientific article; zbMATH DE number 7626791 (Why is no real title available?)
Inference in High-Dimensional Panel Models With an Application to Gun Control
Inference on treatment effects after selection among high-dimensional controls
Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors' reply
Large panels with common factors and spatial correlation
Linear regression for panel with unknown number of factors as interactive fixed effects
On asymptotically optimal confidence regions and tests for high-dimensional models
On cross-validated Lasso in high dimensions
On the estimation and inference in factor-augmented panel regressions with correlated loadings
On the robustness of the pooled CCE estimator
On the role of the rank condition in CCE estimation of factor-augmented panel regressions
Oracle efficient variable selection in random and fixed effects panel data models
Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models
Panel data models with interactive fixed effects
Panels with non-stationary multifactor error structures
Principal component analysis.
Restricted eigenvalue properties for correlated Gaussian designs
Shrinkage estimation of dynamic panel data models with interactive fixed effects
Significance testing in non-sparse high-dimensional linear models
Statistics for high-dimensional data. Methods, theory and applications.
The factor-Lasso and \(k\)-step bootstrap approach for inference in high-dimensional economic applications
Uniform inference in high-dimensional dynamic panel data models with approximately sparse fixed effects
Weak and strong cross-section dependence and estimation of large panels

This page was built for publication: Estimation and inference in high-dimensional panel data models with interactive fixed effects

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6850438)