Pages that link to "Item:Q5080153"
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The following pages link to Asymptotics for Panel Models with Common Shocks (Q5080153):
Displaying 8 items.
- On bootstrapping panel factor series (Q528127) (← links)
- Inferences in panel data with interactive effects using large covariance matrices (Q2398975) (← links)
- An incidental parameters free inference approach for panels with common shocks (Q2673194) (← links)
- EFFICIENCY IN LARGE DYNAMIC PANEL MODELS WITH COMMON FACTORS (Q2929841) (← links)
- ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS (Q2986523) (← links)
- On Estimation and Inference in Heterogeneous Panel Regressions with Interactive Effects (Q5237534) (← links)
- Structural breaks in panel data: Large number of panels and short length time series (Q5860947) (← links)
- Model-free classification of panel data via the ϵ-complexity theory (Q5867450) (← links)