Pages that link to "Item:Q290939"
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The following pages link to Testing slope homogeneity in large panels (Q290939):
Displaying 48 items.
- A simple new test for slope homogeneity in panel data models with interactive effects (Q114806) (← links)
- Panel data analysis with heterogeneous dynamics (Q130132) (← links)
- Multivariate trend function testing with mixed stationary and integrated disturbances (Q272058) (← links)
- A joint serial correlation test for linear panel data models (Q295708) (← links)
- Panel cointegration with global stochastic trends (Q302100) (← links)
- Inference and testing breaks in large dynamic panels with strong cross sectional dependence (Q503563) (← links)
- A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models (Q524816) (← links)
- Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso (Q898588) (← links)
- Estimation of heterogeneous panels with structural breaks (Q898593) (← links)
- Currency misalignments in the BRIICS countries: fixed vs. floating exchange rates (Q1628351) (← links)
- Identifying latent grouped patterns in panel data models with interactive fixed effects (Q1792463) (← links)
- On the asymptotic \(t\)-test for large nonstationary panel models (Q1927111) (← links)
- Inference without smoothing for large panels with cross-sectional and temporal dependence (Q2024477) (← links)
- International fiscal-financial spillovers: the effect of fiscal shocks on cross-border bank lending (Q2047007) (← links)
- The role of heterogeneous risk preferences, discount rates, and earnings expectations in college major choice (Q2088269) (← links)
- Rank-based test for slope homogeneity in high-dimensional panel data models (Q2142463) (← links)
- Testing slope homogeneity in panel data models with a multifactor error structure (Q2175649) (← links)
- Financial crises and economic recovery: cross-country heterogeneity and cross-sectional dependence (Q2208879) (← links)
- Heterogeneous panel data models with cross-sectional dependence (Q2224885) (← links)
- Editorial: Celebrating 40 years of panel data analysis: past, present and future (Q2224972) (← links)
- Estimation of heterogeneous panels with systematic slope variations (Q2224984) (← links)
- Inferential theory for heterogeneity and cointegration in large panels (Q2224989) (← links)
- Are professional forecasters Bayesian? (Q2246688) (← links)
- Expectation of quadratic forms in normal and nonnormal variables with applications (Q2266889) (← links)
- On time-varying factor models: estimation and testing (Q2294514) (← links)
- Estimation of heterogeneous autoregressive parameters with short panel data (Q2354865) (← links)
- Testing slope homogeneity in large panels with serial correlation (Q2453036) (← links)
- Testing for heteroskedasticity in fixed effects models (Q2512616) (← links)
- NEYMAN’S C(<i>α</i>) TEST FOR UNOBSERVED HETEROGENEITY (Q2981823) (← links)
- Heterogeneity in dynamic discrete choice models (Q3563650) (← links)
- Detecting homogenous predictors in high-dimensional panel model with an MCMC algorithm (Q4607391) (← links)
- TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS (Q4979493) (← links)
- A Test for Slope Heterogeneity in Fixed Effects Models (Q5080477) (← links)
- A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence (Q5080554) (← links)
- Lagrange multiplier type tests for slope homogeneity in panel data models (Q5093938) (← links)
- Testing for parameter constancy in the time series direction in panel data models (Q5220921) (← links)
- Persistence Heterogeneity Testing in Panels with Interactive Fixed Effects (Q5226147) (← links)
- Uniform inference in linear panel data models with two-dimensional heterogeneity (Q6108272) (← links)
- Cross-section bootstrap for CCE regressions (Q6118712) (← links)
- A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR (Q6122159) (← links)
- A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data (Q6190697) (← links)
- Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity (Q6190707) (← links)
- Technological innovation, natural resources, financial inclusion, and environmental degradation in BRI economies (Q6198955) (← links)
- Panel data models with time-varying latent group structures (Q6199628) (← links)
- Synthetic Control Estimation Beyond Comparative Case Studies: Does the Minimum Wage Reduce Employment? (Q6620949) (← links)
- Testing for Slope Heterogeneity Bias in Panel Data Models (Q6634903) (← links)
- Detection and localization of changes in a panel of densities (Q6656668) (← links)
- Validating approximate slope homogeneity in large panels (Q6664673) (← links)
