Pages that link to "Item:Q5393892"
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The following pages link to Cross-Section Regression with Common Shocks (Q5393892):
Displayed 50 items.
- Estimating dynamic local interactions models (Q280285) (← links)
- Kernel estimation of hazard functions when observations have dependent and common covariates (Q284290) (← links)
- Panel cointegration with global stochastic trends (Q302100) (← 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)
- Inference and testing breaks in large dynamic panels with strong cross sectional dependence (Q503563) (← links)
- A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model (Q528032) (← links)
- Large panels with common factors and spatial correlation (Q530595) (← links)
- Value at risk and efficiency under dependence and heavy-tailedness: models with common shocks (Q635960) (← links)
- Asymptotic theory for nonparametric regression with spatial data (Q738039) (← links)
- Estimation of dynamic mixed double factors model in high-dimensional panel data (Q781313) (← links)
- Rank-based tests of cross-sectional dependence in panel data models (Q830595) (← links)
- Series estimation under cross-sectional dependence (Q894633) (← links)
- Estimation of heterogeneous panels with structural breaks (Q898593) (← links)
- Unified \(M\)-estimation of fixed-effects spatial dynamic models with short panels (Q1644255) (← links)
- Intercept homogeneity test for fixed effect models under cross-sectional dependence: some insights (Q1669821) (← links)
- On the consistency of a cross-sectional GMM estimator in the presence of an observable stochastic common data shock (Q1687213) (← links)
- On the asymptotic \(t\)-test for large nonstationary panel models (Q1927111) (← links)
- Linear IV regression estimators for structural dynamic discrete choice models (Q2024450) (← links)
- Simple and trustworthy cluster-robust GMM inference (Q2024463) (← links)
- Inference without smoothing for large panels with cross-sectional and temporal dependence (Q2024477) (← links)
- Test for the covariance matrix in time-varying coefficients panel data models with fixed effects (Q2132006) (← links)
- Instrumental variables estimation in large heterogeneous panels with multifactor structure (Q2181488) (← links)
- Unified inference for nonlinear factor models from panels with fixed and large time span (Q2323363) (← links)
- Testing additive versus interactive effects in fixed-\(T\) panels (Q2328502) (← links)
- A diagnostic criterion for approximate factor structure (Q2330733) (← links)
- QML estimation of dynamic panel data models with spatial errors (Q2343773) (← links)
- Specification test for panel data models with interactive fixed effects (Q2346028) (← links)
- Semiparametric single-index panel data models with cross-sectional dependence (Q2354867) (← links)
- Limit theory for panel data models with cross sectional dependence and sequential exogeneity (Q2439864) (← links)
- On the robustness of location estimators in models of firm growth under heavy-tailedness (Q2451782) (← links)
- Factor models with many assets: strong factors, weak factors, and the two-pass procedure (Q2673198) (← links)
- EFFICIENCY IN LARGE DYNAMIC PANEL MODELS WITH COMMON FACTORS (Q2929841) (← links)
- Testing for sphericity in a fixed effects panel data model (Q3018488) (← links)
- Two-Step Estimation of Endogenous and Exogenous Group Effects (Q3086365) (← links)
- THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS (Q3100981) (← links)
- Panel vector autoregression under cross-sectional dependence (Q3521272) (← links)
- Portfolio diversification and value at risk under thick-tailedness† (Q3645198) (← links)
- Modified first-difference estimator in a panel data model with unobservable factors both in the errors and the regressors when the time dimension is small (Q4606463) (← links)
- TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS (Q4979493) (← links)
- What is the value of the cross-sectional approach to deep reinforcement learning? (Q5079398) (← links)
- Asymptotics for Panel Models with Common Shocks (Q5080153) (← links)
- Testing for error cross-sectional uncorrelatedness in a two-way error components panel data model (Q5154116) (← links)
- A note on a cross-sectional GMM estimator in the presence of an observable common shock (Q5222214) (← links)
- Inference for High-Dimensional Exchangeable Arrays (Q6077550) (← links)
- Econometric inference on a large Bayesian game with heterogeneous beliefs (Q6090550) (← links)
- Using large samples in econometrics (Q6108284) (← links)
- Cross-section bootstrap for CCE regressions (Q6118712) (← links)
- Robust Estimation of Large Panels with Factor Structures (Q6144755) (← links)