Pages that link to "Item:Q3018486"
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The following pages link to Weak and strong cross‐section dependence and estimation of large panels (Q3018486):
Displaying 48 items.
- Most powerful test against a sequence of high dimensional local alternatives (Q2697980) (← links)
- SIZE, OPENNESS, AND MACROECONOMIC INTERDEPENDENCE (Q2980199) (← links)
- DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS (Q2981828) (← links)
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (Q3418479) (← links)
- Panel vector autoregression under cross-sectional dependence (Q3521272) (← links)
- Multilateral Resistance and the Euro Effects on Trade Flows (Q4555378) (← links)
- Challenges for Panel Financial Analysis (Q4558820) (← links)
- ASYMPTOTICALLY EFFICIENT MODEL SELECTION FOR PANEL DATA FORECASTING (Q4967795) (← links)
- A robust test for serial correlation in panel data models (Q5040543) (← links)
- Cross-Sectional Dependence in Panel Data Analysis (Q5080156) (← links)
- An Overview of Dependence in Cross-Section, Time-Series, and Panel Data (Q5080583) (← links)
- Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit (Q5080585) (← links)
- A Generalized Spatial Panel Data Model with Random Effects (Q5080586) (← links)
- A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models* (Q5095204) (← links)
- On Estimation and Inference in Heterogeneous Panel Regressions with Interactive Effects (Q5237534) (← links)
- Testing for Panel Cointegration Using Common Correlated Effects Estimators (Q5283413) (← links)
- Common Breaks in Means for Cross‐Correlated Fixed‐<i>T</i> Panel Data (Q5382478) (← links)
- Multistep forecast selection for panel data (Q5861003) (← links)
- Common factors and spatial dependence: an application to US house prices (Q5861047) (← links)
- Time varying factor models with possibly strongly correlated noises (Q5861570) (← links)
- Pairwise influences in dynamic choice: network-based model and application (Q5861584) (← links)
- Estimation of factor-augmented panel regressions with weakly influential factors (Q5862479) (← links)
- Fixed T dynamic panel data estimators with multifactor errors (Q5862505) (← links)
- Testing Weak Cross-Sectional Dependence in Large Panels (Q5863573) (← links)
- Determining the number of factors with potentially strong within-block correlations in error terms (Q5864656) (← links)
- Panel data measures of price discovery (Q5865511) (← links)
- Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting procedures (Q5865514) (← links)
- An augmented Anderson–Hsiao estimator for dynamic short-<i>T</i> panels<sup>†</sup> (Q5865520) (← links)
- Panel data nowcasting (Q5867566) (← links)
- Unified M-estimation of matrix exponential spatial dynamic panel specification (Q5867568) (← links)
- Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
- Learning Latent Factors From Diversified Projections and Its Applications to Over-Estimated and Weak Factors (Q5885115) (← links)
- Quantifying noise in survey expectations (Q6088815) (← links)
- Linear panel regressions with two-way unobserved heterogeneity (Q6090548) (← links)
- News-implied linkages and local dependency in the equity market (Q6108277) (← links)
- Factor models for high‐dimensional functional time series II: Estimation and forecasting (Q6135372) (← links)
- Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 (Q6190678) (← links)
- Spatial dependence in small cooperative bank risk behavior and its effects on bank competitiveness and SMEs (Q6579705) (← links)
- Inference in Sparsity-Induced Weak Factor Models (Q6586893) (← links)
- Estimation of Sparsity-Induced Weak Factor Models (Q6586902) (← links)
- Factor and Factor Loading Augmented Estimators for Panel Regression With Possibly Nonstrong Factors (Q6586906) (← links)
- Focused Information Criterion and Model Averaging for Large Panels With a Multifactor Error Structure (Q6617736) (← links)
- Bias-Corrected Common Correlated Effects Pooled Estimation in Dynamic Panels (Q6617755) (← links)
- Statistical Inference on Panel Data Models: A Kernel Ridge Regression Method (Q6617758) (← links)
- Community Detection in Partial Correlation Network Models (Q6620846) (← links)
- Interpretable Sparse Proximate Factors for Large Dimensions (Q6620981) (← links)
- Unit Root Inference in Generally Trending and Cross-Correlated Fixed-<i>T</i> Panels (Q6623198) (← links)
- System Estimation of Panel Data Models Under Long-Range Dependence (Q6634835) (← links)
