Nonlinear factor models for network and panel data

DOI10.1016/j.jeconom.2020.04.004zbMath1464.62499arXiv1412.5647OpenAlexW2807979056MaRDI QIDQ2224978

Martin Weidner, Mingli Chen, Iván Fernández-Val

Publication date: 4 February 2021

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.5647

zbMATH Keywords

panel datafactor modelsbias correctionnetwork datainteractive fixed effectsincidental parameter problemgravity equation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Factor analysis and principal components; correspondence analysis (62H25)

Related Items (11)

A James-Stein-type adjustment to bias correction in fixed effects panel models ⋮ SONIC: social network analysis with influencers and communities ⋮ Maximum likelihood estimation and inference for high dimensional generalized factor models with application to factor-augmented regressions ⋮ Robust estimation of panel data regression models and applications ⋮ On Generalized Latent Factor Modeling and Inference for High-Dimensional Binomial Data ⋮ Quantifying noise in survey expectations ⋮ Binary response models for heterogeneous panel data with interactive fixed effects ⋮ Group fused Lasso for large factor models with multiple structural breaks ⋮ Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity ⋮ Network and panel quantile effects via distribution regression ⋮ Nonparametric identification of discrete choice models with lagged dependent variables

Uses Software

• probitfe

Cites Work

• Unnamed Item
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