Testing homogeneity in panel data models with interactive fixed effects
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Cites work
- scientific article; zbMATH DE number 2161246 (Why is no real title available?)
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- Asymptotic distribution of factor augmented estimators for panel regression
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- Large panels with common factors and spatial correlation
- On Conditional Independence, Mixing, and Association
- Panel data models with interactive fixed effects
- Sieve estimation of panel data models with cross section dependence
- Testing for common trends in semi-parametric panel data models with fixed effects
- Testing for structural change in conditional models
- Testing slope homogeneity in large panels
Cited in
(59)- Shrinkage estimation of dynamic panel data models with interactive fixed effects
- Binary response models for heterogeneous panel data with interactive fixed effects
- Detecting homogenous predictors in high-dimensional panel model with an MCMC algorithm
- Integrative Analysis for High-Dimensional Stratified Models
- On time-varying panel data models with time-varying interactive fixed effects
- Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects
- Panel threshold regressions with latent group structures
- On factor models with random missing: EM estimation, inference, and cross validation
- Semi-parametric single-index panel data models with interactive fixed effects: theory and practice
- Testing for structural changes in factor models via a nonparametric regression
- Persistence heterogeneity testing in panels with interactive fixed effects
- Inferences in panel data with interactive effects using large covariance matrices
- Homogeneous vs. heterogeneous transition functions in panel smooth transition regressions
- Testing for individual and time effects in panel data models with interactive effects
- Panel threshold models with interactive fixed effects
- Non-separable models with high-dimensional data
- Inference on a semiparametric model with global power law and local nonparametric trends
- Policy Analysis Using Multilevel Regression Models with Group Interactive Fixed Effects
- Oracle Efficient Estimation of Heterogeneous Dynamic Panel Data Models with Interactive Fixed Effects
- Simultaneous confidence band for nonparametric fixed effects panel data models
- Heterogeneous structural breaks in panel data models
- Estimation and identification of latent group structures in panel data
- Testing for heteroskedasticity in two-way fixed effects panel data models
- On time-varying factor models: estimation and testing
- Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure
- A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data
- Nonparametric Quantile Regression for Homogeneity Pursuit in Panel Data Models
- Nonparametric testing for smooth structural changes in panel data models
- Sieve Estimation of Time-Varying Panel Data Models With Latent Structures
- Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso
- Identifying latent grouped patterns in panel data models with interactive fixed effects
- Intercept homogeneity test for fixed effect models under cross-sectional dependence: some insights
- Panel data models with time-varying latent group structures
- Panel threshold mixed data sampling models with a covariate-dependent threshold
- On generalized cce estimation
- Identifying Latent Groups in Spatial Panel Data Using a Markov Random Field Constrained Product Partition Model
- Shrinkage estimation of censored quantile regression for panel data models with grouped latent heterogeneity
- Change-point detection for the link function in a single-index model
- A practical test for strict exogeneity in linear panel data models with fixed effects
- scientific article; zbMATH DE number 7376773 (Why is no real title available?)
- The factor-Lasso and \(k\)-step bootstrap approach for inference in high-dimensional economic applications
- Nonparametric time-varying panel data models with heterogeneity
- Linear panel regressions with two-way unobserved heterogeneity
- Testing slope homogeneity in panel data models with a multifactor error structure
- Uniform inference in linear panel data models with two-dimensional heterogeneity
- Identification and estimation in panel models with overspecified number of groups
- Specification test for panel data models with interactive fixed effects
- Test for serial correlation in panel data models with interactive fixed effects
- Inference and testing breaks in large dynamic panels with strong cross sectional dependence
- A simple new test for slope homogeneity in panel data models with interactive effects
- Testing slope homogeneity in large panels
- Identifying latent group structures in spatial dynamic panels
- Profile GMM estimation of panel data models with interactive fixed effects
- Two-step estimation of quantile panel data models with interactive fixed effects
- Sieve estimation of state-varying factor models
- Identifying latent group structures in nonlinear panels
- Likelihood approach to dynamic panel models with interactive effects
- Lagrange multiplier type tests for slope homogeneity in panel data models
- A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models
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