Pages that link to "Item:Q5305251"

The following pages link to Panel Data Models With Interactive Fixed Effects (Q5305251):

Displaying 50 items.

• Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data (Q91408) (← links)
• A simple new test for slope homogeneity in panel data models with interactive effects (Q114806) (← 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)
• Statistical inference in a random coefficient panel model (Q284298) (← 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)
• Testing for cross-sectional dependence in a panel factor model using the wild bootstrap \(F\) test (Q379922) (← links)
• Panel data models with multiple time-varying individual effects (Q386936) (← links)
• Detecting big structural breaks in large factor models (Q469568) (← links)
• Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data (Q473354) (← links)
• Inference on factor structures in heterogeneous panels (Q473358) (← 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)
• Efficient estimation of nonstationary factor models (Q505082) (← links)
• Spatial dynamic panel data models with interactive fixed effects (Q515141) (← links)
• A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models (Q524816) (← links)
• Tests of equal accuracy for nested models with estimated factors (Q524817) (← 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)
• Robust estimation under error cross section dependence (Q529792) (← links)
• Large panels with common factors and spatial correlation (Q530595) (← links)
• Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends (Q553875) (← links)
• Value at risk and efficiency under dependence and heavy-tailedness: models with common shocks (Q635960) (← links)
• Factor models and variable selection in high-dimensional regression analysis (Q661163) (← links)
• Panel data models with cross-sectional dependence: a selective review (Q729667) (← 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)
• Estimation of heterogeneous panels with structural breaks (Q898593) (← links)
• Parameter cascading for panel models with unknown number of unobserved factors: an application to the credit spread puzzle (Q1623512) (← links)
• Unified \(M\)-estimation of fixed-effects spatial dynamic models with short panels (Q1644255) (← links)
• Nonparametric testing for smooth structural changes in panel data models (Q1652957) (← links)
• Set identification of panel data models with interactive effects via quantile restrictions (Q1667930) (← links)
• Identification problem of GMM estimators for short panel data models with interactive fixed effects (Q1668021) (← links)
• The Balassa-Samuelson hypothesis in the developed and developing countries revisited (Q1668500) (← links)
• Inference on modelling cross-sectional dependence for a varying-coefficient model (Q1670140) (← links)
• Evaluating the size of the bootstrap method for fund performance evaluation (Q1673520) (← links)
• Unbiased CCE estimator for interactive fixed effects panels (Q1714060) (← links)
• Regime switching panel data models with interactive fixed effects (Q1738414) (← links)
• ArCo: an artificial counterfactual approach for high-dimensional panel time-series data (Q1739593) (← links)
• On CCE estimation of factor-augmented models when regressors are not linear in the factors (Q1741728) (← links)
• A note on the asymptotic properties of least squares estimation in high dimensional constrained factor models (Q1788006) (← 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)