Pages that link to "Item:Q473358"
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The following pages link to Inference on factor structures in heterogeneous panels (Q473358):
Displaying 23 items.
- Evaluating latent and observed factors in macroeconomics and finance (Q292037) (← links)
- Structure identification in panel data analysis (Q292885) (← links)
- First-differenced inference for panel factor series (Q356606) (← links)
- Testing for no factor structures: on the use of Hausman-type statistics (Q500536) (← links)
- Panel data models with cross-sectional dependence: a selective review (Q729667) (← links)
- Hausman-type tests for individual and time effects in the panel regression model with incomplete data (Q1657866) (← links)
- Factor dimension determination for panel interactive effects models: an orthogonal projection approach (Q2033299) (← links)
- Tests for the explanatory power of latent factors (Q2062414) (← links)
- Efficient estimation of heterogeneous coefficients in panel data models with common shocks (Q2173185) (← links)
- Heterogeneous structural breaks in panel data models (Q2224988) (← links)
- Inferential theory for heterogeneity and cointegration in large panels (Q2224989) (← links)
- Detecting granular time series in large panels (Q2224994) (← links)
- Panel threshold models with interactive fixed effects (Q2227077) (← links)
- Testing for the null of block zero restrictions in common factor models (Q2300345) (← links)
- A diagnostic criterion for approximate factor structure (Q2330733) (← links)
- On the estimation and inference in factor-augmented panel regressions with correlated loadings (Q2439796) (← links)
- A Randomized Sequential Procedure to Determine the Number of Factors (Q4559712) (← links)
- (Q4998879) (← links)
- Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors (Q5093209) (← links)
- Inference in Group Factor Models With an Application to Mixed‐Frequency Data (Q5239833) (← links)
- Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting procedures (Q5865514) (← links)
- Testing for time-varying factor loadings in high-dimensional factor models (Q5867577) (← links)
- Simultaneous Spatial Panel Data Models with Common Shocks (Q6149872) (← links)