Pages that link to "Item:Q379922"
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The following pages link to Testing for cross-sectional dependence in a panel factor model using the wild bootstrap \(F\) test (Q379922):
Displayed 6 items.
- Inference on factor structures in heterogeneous panels (Q473358) (← links)
- On the determination of the number of factors using information criteria with data-driven penalty (Q513695) (← links)
- Wild bootstrap tests for autocorrelation in vector autoregressive models (Q1685299) (← links)
- A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix (Q2065308) (← links)
- Quantifying the data-dredging bias in structural break tests (Q2122806) (← links)
- Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting procedures (Q5865514) (← links)