Pages that link to "Item:Q506045"

The following pages link to On the role of the rank condition in CCE estimation of factor-augmented panel regressions (Q506045):

Displaying 22 items.

• Asymptotic distribution of factor augmented estimators for panel regression (Q527972) (← links)
• Unbiased CCE estimator for interactive fixed effects panels (Q1714060) (← links)
• On CCE estimation of factor-augmented models when regressors are not linear in the factors (Q1741728) (← links)
• Tests for the explanatory power of latent factors (Q2062414) (← links)
• On the robustness of the pooled CCE estimator (Q2224980) (← links)
• On the estimation and inference in factor-augmented panel regressions with correlated loadings (Q2439796) (← links)
• The factor analytical approach in near unit root interactive effects panels (Q2658760) (← links)
• Canonical correlation-based model selection for the multilevel factors (Q2688648) (← links)
• <i>F</i>-test and <i>z</i>-test for high-dimensional regression models with a factor structure (Q5040532) (← links)
• A self-reliant projected information criterion for the number of factors (Q5077197) (← links)
• On the limit theory of mixed to unity VARs: Panel setting with weakly dependent errors (Q5135328) (← links)
• Common factors and spatial dependence: an application to US house prices (Q5861047) (← links)
• Learning Latent Factors From Diversified Projections and Its Applications to Over-Estimated and Weak Factors (Q5885115) (← links)
• Profile GMM estimation of panel data models with interactive fixed effects (Q6108285) (← links)
• Cross-section bootstrap for CCE regressions (Q6118712) (← links)
• Two-step estimation of quantile panel data models with interactive fixed effects (Q6542448) (← links)
• A method to evaluate the rank condition for CCE estimators (Q6585630) (← links)
• Focused Information Criterion and Model Averaging for Large Panels With a Multifactor Error Structure (Q6617736) (← links)
• Bias-Corrected Common Correlated Effects Pooled Estimation in Dynamic Panels (Q6617755) (← links)
• The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation (Q6620939) (← links)
• An LM Test for the Conditional Independence between Regressors and Factor Loadings in Panel Data Models with Interactive Effects (Q6626243) (← links)
• Moment-based estimation of linear panel data models with factor-augmented errors (Q6656777) (← links)