Panel models with interactive effects
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Publication:1792467
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Cites work
- scientific article; zbMATH DE number 3117083 (Why is no real title available?)
- scientific article; zbMATH DE number 3136275 (Why is no real title available?)
- scientific article; zbMATH DE number 1261669 (Why is no real title available?)
- scientific article; zbMATH DE number 3258664 (Why is no real title available?)
- scientific article; zbMATH DE number 3396952 (Why is no real title available?)
- A note on Lawley's formulas for standard errors in maximum likelihood factor analysis
- Analysis of Covariance with Qualitative Data
- Analysis of panel data
- Are more data always better for factor analysis?
- Asymptotics of sample eigenstructure for a large dimensional spiked covariance model
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- Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence
- Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
- Cross-Sectional Dependence in Panel Data Analysis
- Cross-sectional averages versus principal components
- Determining the Number of Factors in Approximate Factor Models
- Dynamic linear panel regression models with interactive fixed effects
- Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods
- Estimating linear statistical relationships
- Estimating the standard errors of rotated factor loadings by jackknifing
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
- Estimation of Dynamic Models with Error Components
- Finite sample approximation results for principal component analysis: A matrix perturbation approach
- Fixed-effects dynamic panel models, a factor analytical method
- Formulation and estimation of dynamic models using panel data
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- IV estimation of panels with factor residuals
- IV, GMM or likelihood approach to estimate dynamic panel models when either \(N\) or \(T\) or both are large
- Linear Statistical Inference and its Applications
- Linear regression for panel with unknown number of factors as interactive fixed effects
- Measurement error and latent variables in econometrics
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- On covariance estimators of factor loadings in factor analysis
- On the Pooling of Time Series and Cross Section Data
- On the impact of error cross-sectional dependence in short dynamic panel estimation
- Panel data models with cross-sectional dependence: a selective review
- Panel data models with interactive fixed effects
- Panel data models with multiple time-varying individual effects
- Shrinkage estimation of dynamic panel data models with interactive fixed effects
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- Statistical inference for panel dynamic simultaneous equations models
- The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
- The econometrics of panel data. Fundamental and recent developments in theory and practice.
- Theory and methods of panel data models with interactive effects
- Weak and strong cross-section dependence and estimation of large panels
Cited in
(7)- Transformed Estimation for Panel Interactive Effects Models
- An LM Test for the Conditional Independence between Regressors and Factor Loadings in Panel Data Models with Interactive Effects
- Factor dimension determination for panel interactive effects models: an orthogonal projection approach
- Shrinkage estimation of network spillovers with factor structured errors
- Three-dimensional panel data models with interactive effects: estimation and simulation
- Panel data models with interactive fixed effects
- Theory and methods of panel data models with interactive effects
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