Oracle Efficient Estimation of Heterogeneous Dynamic Panel Data Models with Interactive Fixed Effects
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Cites work
- scientific article; zbMATH DE number 5245019 (Why is no real title available?)
- Analysis of panel data
- Bootstrap-assisted unit root testing with piecewise locally stationary errors
- Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
- Conditional independence, conditional mixing and conditional association
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- Dynamic linear panel regression models with interactive fixed effects
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- Eigenvalue ratio test for the number of factors
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
- Inference on factor structures in heterogeneous panels
- Inferential Theory for Factor Models of Large Dimensions
- Kernel estimation for panel data with heterogeneous dynamics
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- Manifesto for a growth econometrics
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- On the role of the rank condition in CCE estimation of factor-augmented panel regressions
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- Panel data analysis with heterogeneous dynamics
- Panel data models with interactive fixed effects
- Shrinkage estimation of dynamic panel data models with interactive fixed effects
- Spurious factor analysis
- Testing for structural changes in factor models via a nonparametric regression
- Testing homogeneity in panel data models with interactive fixed effects
- Testing slope homogeneity in large panels
- The Generalized Dynamic Factor Model
- The dependent wild bootstrap
- The heterogeneous effects of the minimum wage on employment across states
- Transition Modeling and Econometric Convergence Tests
- Uniform inference in linear panel data models with two-dimensional heterogeneity
Cited in
(6)- Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects
- Unified Inference for Panel Autoregressive Models With Unobserved Grouped Heterogeneity
- On generalized cce estimation
- Five lessons for applied researchers from twenty years of common correlated effects estimation
- Variable selection in high-dimensional varying coefficient panel data models with fixed effects
- Shrinkage estimation of spatial panel data models with multiple structural breaks and a multifactor error structure
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