Pages that link to "Item:Q3018486"
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The following pages link to Weak and strong cross‐section dependence and estimation of large panels (Q3018486):
Displaying 50 items.
- Maximum likelihood estimation of a spatial autoregressive Tobit model (Q70138) (← links)
- An alternative semiparametric model for spatial panel data (Q73641) (← links)
- Cross-sectional dependence robust block bootstrap panel unit root tests (Q102088) (← links)
- Kernel estimation of hazard functions when observations have dependent and common covariates (Q284290) (← links)
- A nonlinear panel data model of cross-sectional dependence (Q469559) (← links)
- Inference on factor structures in heterogeneous panels (Q473358) (← links)
- Risks of large portfolios (Q494174) (← links)
- Asymptotic analysis of the squared estimation error in misspecified factor models (Q494175) (← links)
- Inference and testing breaks in large dynamic panels with strong cross sectional dependence (Q503563) (← links)
- On the role of the rank condition in CCE estimation of factor-augmented panel regressions (Q506045) (← links)
- Large panels with common factors and spatial correlation (Q530595) (← links)
- Panel data models with cross-sectional dependence: a selective review (Q729667) (← links)
- Panels with non-stationary multifactor error structures (Q737289) (← links)
- Editorial. Factor structures for panel and multivariate time series data (Q737935) (← links)
- Infinite-dimensional VARs and factor models (Q737936) (← links)
- Estimation of heterogeneous panels with structural breaks (Q898593) (← links)
- Revisiting useful approaches to data-rich macroeconomic forecasting (Q1659116) (← links)
- Intercept homogeneity test for fixed effect models under cross-sectional dependence: some insights (Q1669821) (← links)
- Unbiased CCE estimator for interactive fixed effects panels (Q1714060) (← links)
- Identifying latent grouped patterns in panel data models with interactive fixed effects (Q1792463) (← links)
- Panel models with interactive effects (Q1792467) (← links)
- Real exchange rates and the balance of trade: does the J-curve effect really hold? (Q2002442) (← links)
- Quasi-maximum likelihood estimation of short panel data models with time-varying individual effects (Q2075041) (← links)
- Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence (Q2116326) (← links)
- Estimation of partially linear panel data models with cross-sectional dependence (Q2121167) (← links)
- Consistent estimation of high-dimensional factor models when the factor number is over-estimated (Q2192324) (← links)
- Econometric analysis of production networks with dominant units (Q2224893) (← links)
- On the robustness of the pooled CCE estimator (Q2224980) (← links)
- Detecting granular time series in large panels (Q2224994) (← links)
- Recursive estimation in large panel data models: theory and practice (Q2236876) (← links)
- A new stochastic frontier model with cross-sectional effects in both noise and inefficiency terms (Q2280587) (← links)
- Exponent of cross-sectional dependence for residuals (Q2297944) (← links)
- Testing for sphericity in a fixed effects panel data model with time-varying variances (Q2311151) (← links)
- Cross-sectional averages versus principal components (Q2343814) (← links)
- The effect of recursive detrending on panel unit root tests (Q2343821) (← links)
- On the estimation and inference in factor-augmented panel regressions with correlated loadings (Q2439796) (← links)
- Panel unit root tests in the presence of a multifactor error structure (Q2440389) (← links)
- Aggregation in large dynamic panels (Q2511786) (← links)
- Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (Q2516312) (← links)
- Detection of units with pervasive effects in large panel data models (Q2658758) (← links)
- The factor analytical approach in near unit root interactive effects panels (Q2658760) (← links)
- Estimation and inference in spatial models with dominant units (Q2658761) (← links)
- An integrated panel data approach to modelling economic growth (Q2673191) (← links)
- Factor models with local factors -- determining the number of relevant factors (Q2673197) (← links)
- High-dimensional VARs with common factors (Q2688656) (← links)
- Information criteria for latent factor models: a study on factor pervasiveness and adaptivity (Q2688660) (← links)
- Most powerful test against a sequence of high dimensional local alternatives (Q2697980) (← links)
- SIZE, OPENNESS, AND MACROECONOMIC INTERDEPENDENCE (Q2980199) (← links)
- DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS (Q2981828) (← links)
- On Estimation and Inference in Heterogeneous Panel Regressions with Interactive Effects (Q5237534) (← links)
