Pages that link to "Item:Q3418479"
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The following pages link to Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (Q3418479):
Displaying 50 items.
- An alternative semiparametric model for spatial panel data (Q73641) (← links)
- Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity (Q114808) (← links)
- Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity (Q114810) (← links)
- Panel data analysis with heterogeneous dynamics (Q130132) (← links)
- Kernel estimation of hazard functions when observations have dependent and common covariates (Q284290) (← links)
- Statistical inference in a random coefficient panel model (Q284298) (← links)
- Testing slope homogeneity in large panels (Q290939) (← links)
- Evolution of forecast disagreement in a Bayesian learning model (Q295391) (← links)
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large (Q295707) (← links)
- A test of cross section dependence for a linear dynamic panel model with regressors (Q301972) (← links)
- Consistent noisy independent component analysis (Q302095) (← links)
- Panel cointegration with global stochastic trends (Q302100) (← links)
- Dynamic panels with threshold effect and endogeneity (Q337767) (← links)
- A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks (Q341892) (← links)
- The long-run determinants of fertility: one century of demographic change 1900--1999 (Q381050) (← links)
- A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris (Q413964) (← links)
- A nonlinear panel data model of cross-sectional dependence (Q469559) (← links)
- Inference on factor structures in heterogeneous panels (Q473358) (← links)
- Efficient minimum distance estimator for quantile regression fixed effects panel data (Q476212) (← links)
- Testing for no factor structures: on the use of Hausman-type statistics (Q500536) (← links)
- Factor-augmented regression models with structural change (Q500558) (← links)
- Estimation of fractionally integrated panels with fixed effects and cross-section dependence (Q503560) (← 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)
- On the determination of the number of factors using information criteria with data-driven penalty (Q513695) (← links)
- Spatial dynamic panel data models with interactive fixed effects (Q515141) (← links)
- Penalized least squares estimation with weakly dependent data (Q525888) (← links)
- Recent advances in panel data, nonlinear and nonparametric models: a festschrift in honor of Peter C.B. Phillips (Q527963) (← links)
- Sieve estimation of panel data models with cross section dependence (Q527969) (← links)
- Asymptotic distribution of factor augmented estimators for panel regression (Q527972) (← links)
- A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model (Q528032) (← links)
- Semiparametric trending panel data models with cross-sectional dependence (Q528077) (← links)
- Robust estimation under error cross section dependence (Q529792) (← links)
- Large panels with common factors and spatial correlation (Q530595) (← links)
- Model specification in panel data unit root tests with an unknown break (Q543445) (← links)
- Panel data models with cross-sectional dependence: a selective review (Q729667) (← links)
- A spatio-temporal model of house prices in the USA (Q736568) (← links)
- Knowledge spillovers in US patents: a dynamic patent intensity model with secret common innovation factors (Q736686) (← 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)
- Changepoint estimation for dependent and non-stationary panels. (Q778562) (← links)
- Estimation of dynamic mixed double factors model in high-dimensional panel data (Q781313) (← links)
- Series estimation under cross-sectional dependence (Q894633) (← links)
- Shrinkage estimation of dynamic panel data models with interactive fixed effects (Q894645) (← links)
- Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso (Q898588) (← links)
- Estimation of heterogeneous panels with structural breaks (Q898593) (← links)
- Unobserved heterogeneity in panel time series models (Q959319) (← links)
- Econometric issues in the analysis of contagion (Q1017035) (← links)
- Sieve bootstrapt-tests on long-run average parameters (Q1023676) (← links)
