Pages that link to "Item:Q2343814"
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The following pages link to Cross-sectional averages versus principal components (Q2343814):
Displaying 23 items.
- On the role of the rank condition in CCE estimation of factor-augmented panel regressions (Q506045) (← links)
- Panel data models with cross-sectional dependence: a selective review (Q729667) (← links)
- Unbiased CCE estimator for interactive fixed effects panels (Q1714060) (← links)
- Panel models with interactive effects (Q1792467) (← links)
- Tests for the explanatory power of latent factors (Q2062414) (← links)
- Testing slope homogeneity in panel data models with a multifactor error structure (Q2175649) (← links)
- On the robustness of the pooled CCE estimator (Q2224980) (← links)
- Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure (Q2224986) (← links)
- Component analysis in cross-sectional and longitudinal data (Q2639522) (← links)
- The factor analytical approach in near unit root interactive effects panels (Q2658760) (← links)
- <i>F</i>-test and <i>z</i>-test for high-dimensional regression models with a factor structure (Q5040532) (← links)
- Testing for Panel Cointegration Using Common Correlated Effects Estimators (Q5283413) (← links)
- Common factors and spatial dependence: an application to US house prices (Q5861047) (← links)
- Estimation of factor-augmented panel regressions with weakly influential factors (Q5862479) (← 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)
- Cross-section bootstrap for CCE regressions (Q6118712) (← links)
- A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data (Q6190697) (← links)
- A method to evaluate the rank condition for CCE estimators (Q6585630) (← links)
- Focused Information Criterion and Model Averaging for Large Panels With a Multifactor Error Structure (Q6617736) (← links)
- The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation (Q6620939) (← links)
- The PCDID Approach: Difference-in-Differences When Trends Are Potentially Unparallel and Stochastic (Q6620941) (← links)
- An LM Test for the Conditional Independence between Regressors and Factor Loadings in Panel Data Models with Interactive Effects (Q6626243) (← links)
