Weighted-average least squares estimation of panel data models
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Cites work
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- Robust model averaging prediction of longitudinal response with ultrahigh-dimensional covariates
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- The horseshoe estimator for sparse signals
- Theory of Preliminary Test and Stein‐Type Estimation With Applications
- UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES
- Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market
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