Pages that link to "Item:Q894645"
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The following pages link to Shrinkage estimation of dynamic panel data models with interactive fixed effects (Q894645):
Displaying 30 items.
- Spatial dynamic panel data models with interactive fixed effects (Q515141) (← links)
- Identifying latent grouped patterns in panel data models with interactive fixed effects (Q1792463) (← links)
- Panel models with interactive effects (Q1792467) (← links)
- On factor models with random missing: EM estimation, inference, and cross validation (Q2024446) (← links)
- Factor dimension determination for panel interactive effects models: an orthogonal projection approach (Q2033299) (← links)
- Dynamic spatial panel data models with common shocks (Q2043260) (← links)
- A spatial panel quantile model with unobserved heterogeneity (Q2106401) (← links)
- Asymptotic inference for \(\mathrm{AR}(1)\) panel data (Q2221511) (← links)
- Nonstationary panel models with latent group structures and cross-section dependence (Q2225013) (← links)
- Panel threshold models with interactive fixed effects (Q2227077) (← links)
- On time-varying factor models: estimation and testing (Q2294514) (← links)
- An incidental parameters free inference approach for panels with common shocks (Q2673194) (← links)
- Shrinkage estimation of network spillovers with factor structured errors (Q2688651) (← links)
- High-dimensional VARs with common factors (Q2688656) (← links)
- (Q5004051) (← links)
- UNIFORM INFERENCE IN HIGH-DIMENSIONAL DYNAMIC PANEL DATA MODELS WITH APPROXIMATELY SPARSE FIXED EFFECTS (Q5378498) (← links)
- Determination of different types of fixed effects in three-dimensional panels* (Q5861054) (← links)
- Estimating and Accounting for Unobserved Covariates in High-Dimensional Correlated Data (Q5881079) (← links)
- Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence (Q6067223) (← links)
- Variable selection in heterogeneous panel data models with cross‐sectional dependence (Q6075180) (← links)
- Linear panel regressions with two-way unobserved heterogeneity (Q6090548) (← links)
- Machine learning panel data regressions with heavy-tailed dependent data: theory and application (Q6090578) (← links)
- POST-SELECTION INFERENCE IN THREE-DIMENSIONAL PANEL DATA (Q6098442) (← links)
- Profile GMM estimation of panel data models with interactive fixed effects (Q6108285) (← links)
- Two-step estimation of quantile panel data models with interactive fixed effects (Q6542448) (← links)
- Robust inference of panel data models with interactive fixed effects under long memory: a frequency domain approach (Q6554225) (← links)
- Shrinkage Estimation of Factor Models With Global and Group-Specific Factors (Q6617732) (← links)
- Network-Based Clustering for Varying Coefficient Panel Data Models (Q6620885) (← links)
- Estimation and Inference on Time-Varying FAVAR Models (Q6626221) (← links)
- GMM estimation for high-dimensional panel data models (Q6664631) (← links)
