Pages that link to "Item:Q2343825"
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The following pages link to IV estimation of panels with factor residuals (Q2343825):
Displaying 28 items.
- Another look at the instrumental variable estimation of error-components models (Q98310) (← links)
- Parameter cascading for panel models with unknown number of unobserved factors: an application to the credit spread puzzle (Q1623512) (← links)
- Neighbourhood GMM estimation of dynamic panel data models (Q1659141) (← links)
- Identification problem of GMM estimators for short panel data models with interactive fixed effects (Q1668021) (← links)
- On CCE estimation of factor-augmented models when regressors are not linear in the factors (Q1741728) (← links)
- Panel models with interactive effects (Q1792467) (← links)
- Quasi-maximum likelihood estimation of short panel data models with time-varying individual effects (Q2075041) (← links)
- Instrumental variables estimation in large heterogeneous panels with multifactor structure (Q2181488) (← links)
- Level-based estimation of dynamic panel models (Q2181491) (← links)
- Editorial: Celebrating 40 years of panel data analysis: past, present and future (Q2224972) (← links)
- Nonlinear factor models for network and panel data (Q2224978) (← 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)
- Dynamic panels with MIDAS covariates: nonlinearity, estimation and fit (Q2224996) (← links)
- Testing additive versus interactive effects in fixed-\(T\) panels (Q2328502) (← links)
- Comment on `IV estimation of panels with factor residuals' by D. Robertson and V. Sarafidis (Q2343826) (← links)
- Many IVs estimation of dynamic panel regression models with measurement error (Q2399538) (← links)
- Factor-GMM estimation with large sets of possibly weak instruments (Q2445717) (← links)
- An incidental parameters free inference approach for panels with common shocks (Q2673194) (← links)
- Treatment effects in interactive fixed effects models with a small number of time periods (Q2688658) (← links)
- Panel structural modeling with weak instrumentation and covariance restrictions (Q2878820) (← links)
- Cross-Sectional Dependence in Panel Data Analysis (Q5080156) (← links)
- Fixed T dynamic panel data estimators with multifactor errors (Q5862505) (← links)
- Linear panel regressions with two-way unobserved heterogeneity (Q6090548) (← links)
- Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when <i>T</i> is Fixed (Q6190691) (← links)
- A Linear Estimator for Factor-Augmented Fixed-T Panels With Endogenous Regressors (Q6620828) (← links)
- Pseudo Panel Data Models With Cohort Interactive Effects (Q6623160) (← links)
- Unit Root Inference in Generally Trending and Cross-Correlated Fixed-<i>T</i> Panels (Q6623198) (← links)
