Asymptotics for panel models with common shocks
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Publication:5080153
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- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
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Cited in
(11)- Asymptotic distribution of factor augmented estimators for panel regression
- Structural breaks in panel data: large number of panels and short length time series
- On estimation and inference in heterogeneous panel regressions with interactive effects
- Cross-Section Regression with Common Shocks
- Efficiency in large dynamic panel models with common factors
- Inferences in panel data with interactive effects using large covariance matrices
- Limit theory for panel data models with cross sectional dependence and sequential exogeneity
- On bootstrapping panel factor series
- Model-free classification of panel data via the \(\epsilon\)-complexity theory
- Asymptotic properties of the CUSUM estimator for the time of change in linear panel data models
- An incidental parameters free inference approach for panels with common shocks
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