Pages that link to "Item:Q2981828"
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The following pages link to DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS (Q2981828):
Displayed 45 items.
- Asymptotic analysis of the squared estimation error in misspecified factor models (Q494175) (← links)
- Spatial dynamic panel data models with interactive fixed effects (Q515141) (← links)
- Shrinkage estimation of dynamic panel data models with interactive fixed effects (Q894645) (← 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)
- Estimation of random coefficients logit demand models with interactive fixed effects (Q1792466) (← links)
- Panel models with interactive effects (Q1792467) (← links)
- Analysis of interactive fixed effects dynamic linear panel regression with measurement error (Q1925892) (← links)
- On factor models with random missing: EM estimation, inference, and cross validation (Q2024446) (← links)
- Factor dimension determination for panel interactive effects models: an orthogonal projection approach (Q2033299) (← links)
- Dynamic spatial panel data models with common shocks (Q2043260) (← 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)
- Editorial: Celebrating 40 years of panel data analysis: past, present and future (Q2224972) (← links)
- Nonlinear factor models for network and panel data (Q2224978) (← links)
- On the robustness of the pooled CCE estimator (Q2224980) (← links)
- Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure (Q2224986) (← links)
- Estimation of a SAR model with endogenous spatial weights constructed by bilateral variables (Q2225011) (← links)
- Nonstationary panel models with latent group structures and cross-section dependence (Q2225013) (← links)
- Panel threshold models with interactive fixed effects (Q2227077) (← links)
- Variable selection in panel models with breaks (Q2323384) (← links)
- QML estimation of dynamic panel data models with spatial errors (Q2343773) (← links)
- IV estimation of panels with factor residuals (Q2343825) (← links)
- Specification test for panel data models with interactive fixed effects (Q2346028) (← links)
- An incidental parameters free inference approach for panels with common shocks (Q2673194) (← links)
- Factor models with local factors -- determining the number of relevant factors (Q2673197) (← links)
- Shrinkage estimation of network spillovers with factor structured errors (Q2688651) (← links)
- High-dimensional VARs with common factors (Q2688656) (← links)
- (Q5004051) (← links)
- A UNIFORM BOUND ON THE OPERATOR NORM OF SUB-GAUSSIAN RANDOM MATRICES AND ITS APPLICATIONS (Q5059129) (← links)
- Cross-Sectional Dependence in Panel Data Analysis (Q5080156) (← links)
- A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence (Q5080554) (← links)
- ON THE PROPERTIES OF QUANTILE REGRESSION FOR DYNAMIC PANEL DATA MODEL USING TWO-STAGE APPROACH (Q5229480) (← links)
- TWO-STAGE QUANTILE REGRESSION FOR DYNAMIC PANEL DATA MODELS WITH FIXED EFFECTS: MONTE CARLO SIMULATION STUDY (Q5237613) (← links)
- THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS (Q5384842) (← links)
- Common factors and spatial dependence: an application to US house prices (Q5861047) (← links)
- Matrix Completion Methods for Causal Panel Data Models (Q5881958) (← links)
- Time-specific average estimation of dynamic panel regressions (Q6039103) (← links)
- Linear panel regressions with two-way unobserved heterogeneity (Q6090548) (← links)
- Profile GMM estimation of panel data models with interactive fixed effects (Q6108285) (← links)
- Approximate factor models with weaker loadings (Q6108332) (← links)
- Likelihood approach to dynamic panel models with interactive effects (Q6118710) (← links)
- Robust Estimation of Large Panels with Factor Structures (Q6144755) (← links)
- Simultaneous Spatial Panel Data Models with Common Shocks (Q6149872) (← links)
- Panel data models with time-varying latent group structures (Q6199628) (← links)