Pages that link to "Item:Q959319"
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The following pages link to Unobserved heterogeneity in panel time series models (Q959319):
Displaying 14 items.
- Unequal spacing in dynamic panel data: identification and estimation (Q503572) (← links)
- Large panels with common factors and spatial correlation (Q530595) (← links)
- Early warning systems for sovereign debt crises: The role of heterogeneity (Q1010489) (← links)
- Editorial: 2nd special issue on statistical signal extraction and filtering (Q1020884) (← links)
- Sieve bootstrapt-tests on long-run average parameters (Q1023676) (← links)
- The Fisher effect in the presence of time-varying coefficients (Q1659137) (← links)
- Efficient estimation of heterogeneous coefficients in panel data models with common shocks (Q2173185) (← links)
- Heterogeneous structural breaks in panel data models (Q2224988) (← links)
- Nonstationary panel models with latent group structures and cross-section dependence (Q2225013) (← links)
- One-step robust estimation of fixed-effects panel data models (Q2359510) (← links)
- Factor-GMM estimation with large sets of possibly weak instruments (Q2445717) (← links)
- Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (Q2516312) (← links)
- A new panel data treatment for heterogeneity in time trends (Q2890706) (← links)
- An LM Test for the Conditional Independence between Regressors and Factor Loadings in Panel Data Models with Interactive Effects (Q6626243) (← links)
