Pages that link to "Item:Q894633"

The following pages link to Series estimation under cross-sectional dependence (Q894633):

Displaying 23 items.

• Estimation of a nonparametric model for bond prices from cross-section and time series information (Q104342) (← links)
• A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks (Q341892) (← links)
• Sieve semiparametric two-step GMM under weak dependence (Q496156) (← links)
• Inference on modelling cross-sectional dependence for a varying-coefficient model (Q1670140) (← links)
• Nonparametric specification testing via the trinity of tests (Q1706455) (← links)
• Inference without smoothing for large panels with cross-sectional and temporal dependence (Q2024477) (← links)
• Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect (Q2155293) (← links)
• Heterogeneous panel data models with cross-sectional dependence (Q2224885) (← links)
• Editorial: Celebrating 40 years of panel data analysis: past, present and future (Q2224972) (← links)
• Determining individual or time effects in panel data models (Q2295800) (← links)
• Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions (Q2516315) (← links)
• Estimation and inference in semiparametric quantile factor models (Q2658787) (← links)
• Estimation in a semiparametric panel data model with nonstationarity (Q5860938) (← links)
• Treatment effect models with strategic interaction in treatment decisions (Q6054401) (← links)
• Bootstrap inference under cross‐sectional dependence (Q6067224) (← links)
• Variable selection in heterogeneous panel data models with cross‐sectional dependence (Q6075180) (← links)
• Binary response models for heterogeneous panel data with interactive fixed effects (Q6108322) (← links)
• Testing nonparametric shape restrictions (Q6183865) (← links)
• Nonparametric estimation for high-frequency data incorporating trading information (Q6199631) (← links)
• Robust inference on infinite and growing dimensional time-series regression (Q6536576) (← links)
• Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure (Q6617789) (← links)
• Uniform Nonparametric Inference for Spatially Dependent Panel Data (Q6626233) (← links)
• GMM estimation for high-dimensional panel data models (Q6664631) (← links)