Higher-Order Expansions and Inference for Panel Data Models
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Cites work
- Applied longitudinal analysis.
- Berry-Esseen theorems under weak dependence
- Bootstrap testing of hypotheses on co-integration relations in vector autoregressive models
- Bootstrap With Cluster‐Dependence in Two or More Dimensions
- Economic Predictions With Big Data: The Illusion of Sparsity
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation
- Longitudinal Data Analysis
- Network vector autoregression
- Nonlinear factor models for network and panel data
- Nonlinear system theory: Another look at dependence
- On the Convergence Rate in the Central Limit Theorem for m-Dependent Random Variables
- Panel data models with interactive fixed effects
- Residual-Based Block Bootstrap for Unit Root Testing
- Self-Normalization for Time Series: A Review of Recent Developments
- Sharp connections between Berry-Esseen characteristics and Edgeworth expansions for stationary processes
- Simultaneous inference of linear models with time varying coefficients
- Tapered block bootstrap
- The dependent wild bootstrap
- The moving blocks bootstrap for panel linear regression models with individual fixed effects
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