Inference on factor structures in heterogeneous panels
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- A simple panel stationarity test in the presence of serial correlation and a common factor
Cites work
- scientific article; zbMATH DE number 4064244 (Why is no real title available?)
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- A dynamic factor approach to mortality modeling
- A test of cross section dependence for a linear dynamic panel model with regressors
- Bootstrap confidence intervals and hypothesis tests for extrema of parameters
- Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
- DECIDING BETWEEN I(0) AND I(1) VIA FLIL-BASED BOUNDS
- Determining the Number of Factors in Approximate Factor Models
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
- Extremal theory for stochastic processes
- Inferential Theory for Factor Models of Large Dimensions
- Large panels with common factors and spatial correlation
- Limit Theorems for the Maximum Term in Stationary Sequences
- On spatial processes and asymptotic inference under near-epoch dependence
- On strong invariance principles under dependence assumptions
- Panel data models with interactive fixed effects
- Probability inequalities.
- REGRESSION, AUTOREGRESSION MODELS
- Testing for cross-sectional dependence in a panel factor model using the wild bootstrap \(F\) test
- Testing for no factor structures: on the use of Hausman-type statistics
- Weak and strong cross-section dependence and estimation of large panels
Cited in
(24)- Efficient estimation of heterogeneous coefficients in panel data models with common shocks
- Detecting granular time series in large panels
- Inferential theory for heterogeneity and cointegration in large panels
- Simultaneous Spatial Panel Data Models with Common Shocks
- Inference in group factor models with an application to mixed-frequency data
- Evaluating latent and observed factors in macroeconomics and finance
- Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting procedures
- Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors
- scientific article; zbMATH DE number 7370530 (Why is no real title available?)
- Panel threshold models with interactive fixed effects
- Structure identification in panel data analysis
- A randomized sequential procedure to determine the number of factors
- On the estimation and inference in factor-augmented panel regressions with correlated loadings
- Tests for the explanatory power of latent factors
- Heterogeneous structural breaks in panel data models
- Factor dimension determination for panel interactive effects models: an orthogonal projection approach
- Hausman-type tests for individual and time effects in the panel regression model with incomplete data
- Panel data models with cross-sectional dependence: a selective review
- Testing for no factor structures: on the use of Hausman-type statistics
- A CUSUM test for common trends in large heterogeneous panels
- First-differenced inference for panel factor series
- Testing for the null of block zero restrictions in common factor models
- Testing for time-varying factor loadings in high-dimensional factor models
- A diagnostic criterion for approximate factor structure
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