Factor and Factor Loading Augmented Estimators for Panel Regression With Possibly Nonstrong Factors
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Cites work
- A Multilinear Singular Value Decomposition
- Analysis of individual differences in multidimensional scaling via an \(n\)-way generalization of ``Eckart-Young decomposition
- Asymptotic distribution of factor augmented estimators for panel regression
- Determining the Number of Factors in Approximate Factor Models
- Double instrumental variable estimation of interaction models with big data
- Double/debiased machine learning for treatment and structural parameters
- Dynamic linear panel regression models with interactive fixed effects
- Eigenvalue ratio test for the number of factors
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
- Estimation of factor-augmented panel regressions with weakly influential factors
- Linear regression for panel with unknown number of factors as interactive fixed effects
- Panel data models with interactive fixed effects
- Tensor Decompositions and Applications
- Time series and panel data econometrics
- Weak and strong cross-section dependence and estimation of large panels
Cited in
(5)- Testing for sparse idiosyncratic components in factor-augmented regression models
- A simple and computationally trivial estimator for grouped fixed effects models
- Diffusion index forecasting with tensor data
- Nuclear norm regularized estimation of panel regression models
- Life-cycle wages and human capital investments: selection and missing data
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