Pseudo Panel Data Models With Cohort Interactive Effects
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Cites work
- scientific article; zbMATH DE number 762919 (Why is no real title available?)
- A test of cross section dependence for a linear dynamic panel model with regressors
- Alternative Approximations to the Distributions of Instrumental Variable Estimators
- Asymptotic theory for heterogeneous dynamic pseudo-panels
- Cross-Sectional Dependence in Panel Data Analysis
- Efficient estimation and inference in linear pseudo-panel data models
- Estimating dynamic models from repeated cross-sections
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
- Estimation of \(\text{AR}(1)\) models with unequally spaced pseudo-panels
- GMM estimation of linear panel data models with time-varying individual effects
- IV estimation of panels with factor residuals
- Identification and estimation of dynamic models with a time series of repeated cross-sections
- Instrumental variable estimation based on grouped data
- Limit theory for panel data models with cross sectional dependence and sequential exogeneity
- Linear regression for panel with unknown number of factors as interactive fixed effects
- Notation in econometrics: a proposal for a standard
- Panel data from time series of cross-sections
- Panel data models with interactive fixed effects
- Panel data models with multiple time-varying individual effects
- Testing Parameters in GMM Without Assuming that They Are Identified
- The econometrics of panel data. Fundamental and recent developments in theory and practice.
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