Pages that link to "Item:Q4614297"

The following pages link to Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects (Q4614297):

Displaying 50 items.

• Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity (Q114810) (← links)
• Statistical inference in a random coefficient panel model (Q284298) (← links)
• Estimation of fractionally integrated panels with fixed effects and cross-section dependence (Q503560) (← links)
• Identification and estimation of a large factor model with structural instability (Q506054) (← links)
• Spatial dynamic panel data models with interactive fixed effects (Q515141) (← links)
• Shrinkage estimation of dynamic panel data models with interactive fixed effects (Q894645) (← links)
• Regime switching panel data models with interactive fixed effects (Q1738414) (← links)
• Knowing factors or factor loadings, or neither? Evaluating estimators of large covariance matrices with noisy and asynchronous data (Q1739632) (← links)
• On CCE estimation of factor-augmented models when regressors are not linear in the factors (Q1741728) (← links)
• Identifying latent grouped patterns in panel data models with interactive fixed effects (Q1792463) (← links)
• Estimation of random coefficients logit demand models with interactive fixed effects (Q1792466) (← links)
• Panel models with interactive effects (Q1792467) (← links)
• Estimation of large dimensional factor models with an unknown number of breaks (Q1792477) (← links)
• Nonparametric estimation of large covariance matrices with conditional sparsity (Q2024473) (← links)
• Factor dimension determination for panel interactive effects models: an orthogonal projection approach (Q2033299) (← links)
• Dynamic spatial panel data models with common shocks (Q2043260) (← links)
• A spatial panel quantile model with unobserved heterogeneity (Q2106401) (← links)
• Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence (Q2116326) (← links)
• Efficient estimation of heterogeneous coefficients in panel data models with common shocks (Q2173185) (← links)
• Identification and estimation in panel models with overspecified number of groups (Q2182146) (← 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)
• Likelihood inference and the role of initial conditions for the dynamic panel data model (Q2225010) (← links)
• Estimation of a SAR model with endogenous spatial weights constructed by bilateral variables (Q2225011) (← links)
• Nonstationary panel models with latent group structures and cross-section dependence (Q2225013) (← links)
• Panel threshold models with interactive fixed effects (Q2227077) (← links)
• Recursive estimation in large panel data models: theory and practice (Q2236876) (← links)
• On time-varying factor models: estimation and testing (Q2294514) (← links)
• Variable selection in panel models with breaks (Q2323384) (← links)
• A diagnostic criterion for approximate factor structure (Q2330733) (← links)
• Specification test for panel data models with interactive fixed effects (Q2346028) (← links)
• Inferences in panel data with interactive effects using large covariance matrices (Q2398975) (← links)
• Revisiting the location of FDI in China: a panel data approach with heterogeneous shocks (Q2658757) (← links)
• The factor analytical approach in near unit root interactive effects panels (Q2658760) (← links)
• Augmented factor models with applications to validating market risk factors and forecasting bond risk premia (Q2658786) (← links)
• Shrinkage estimation of network spillovers with factor structured errors (Q2688651) (← links)
• Information criteria for latent factor models: a study on factor pervasiveness and adaptivity (Q2688660) (← links)
• DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS (Q2981828) (← links)
• (Q5004051) (← links)
• Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency (Q5034246) (← links)
• Testing for heteroskedasticity in two-way fixed effects panel data models (Q5036967) (← links)
• A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence (Q5080554) (← links)
• On Estimation and Inference in Heterogeneous Panel Regressions with Interactive Effects (Q5237534) (← links)
• THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS (Q5384842) (← links)
• TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION (Q5859565) (← links)
• Identification of the linear factor model (Q5860978) (← links)
• Matrix Completion Methods for Causal Panel Data Models (Q5881958) (← links)
• On Robustness of Principal Component Regression (Q5881959) (← links)
• Learning Latent Factors From Diversified Projections and Its Applications to Over-Estimated and Weak Factors (Q5885115) (← links)