Pages that link to "Item:Q2448726"

The following pages link to Theory and methods of panel data models with interactive effects (Q2448726):

Displaying 23 items.

• Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity (Q114810) (← links)
• Structure identification in panel data analysis (Q292885) (← links)
• Estimation of average treatment effects with panel data: asymptotic theory and implementation (Q506048) (← links)
• Evaluating the size of the bootstrap method for fund performance evaluation (Q1673520) (← links)
• Regime switching panel data models with interactive fixed effects (Q1738414) (← links)
• Identifying latent grouped patterns in panel data models with interactive fixed effects (Q1792463) (← links)
• Panel models with interactive effects (Q1792467) (← links)
• Estimation of large dimensional factor models with an unknown number of breaks (Q1792477) (← links)
• Dynamic spatial panel data models with common shocks (Q2043260) (← links)
• Quasi-maximum likelihood estimation of short panel data models with time-varying individual effects (Q2075041) (← links)
• Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications (Q2137016) (← links)
• Efficient estimation of heterogeneous coefficients in panel data models with common shocks (Q2173185) (← links)
• Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure (Q2224986) (← links)
• Recursive estimation in large panel data models: theory and practice (Q2236876) (← links)
• A semiparametric latent factor model for large scale temporal data with heteroscedasticity (Q2237806) (← links)
• A note on statistical analysis of factor models of high dimension (Q2238502) (← links)
• Fixed-effects dynamic spatial panel data models and impulse response analysis (Q2294515) (← links)
• Theory and methods of panel data models with interactive effects (Q2448726) (← links)
• Revisiting the location of FDI in China: a panel data approach with heterogeneous shocks (Q2658757) (← links)
• Robust projected principal component analysis for large-dimensional semiparametric factor modeling (Q2692929) (← links)
• Tests for the existence of group effects and interactions for two-way models with dependent errors (Q6046056) (← links)
• Homogeneity tests for one-way models with dependent errors under correlated groups (Q6114848) (← links)
• Likelihood approach to dynamic panel models with interactive effects (Q6118710) (← links)