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DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS (Q2981828)

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Language	Label	Description	Also known as
English	DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS	scientific article

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scholarly article

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DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS (English)

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Hyungsik Roger Moon

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Econometric Theory

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publication date

10 May 2017

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MaRDI profile type

MaRDI publication profile

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GMM estimation of linear panel data models with time-varying individual effects

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Estimation When a Parameter is on a Boundary

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Testing When a Parameter is on the Boundary of the Maintained Hypothesis

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Panel Data Models With Interactive Fixed Effects

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Determining the Number of Factors in Approximate Factor Models

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Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions

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A note on the largest eigenvalue of a large dimensional sample covariance matrix

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Automobile Prices in Market Equilibrium

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Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets

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An IV Model of Quantile Treatment Effects

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Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors

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Weak and strong cross‐section dependence and estimation of large panels

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Common risk factors in the returns on stocks and bonds

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A limit theorem for the norm of random matrices

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Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large

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BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS

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A quantile regression approach for estimating panel data models using instrumental variables

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Estimating Vector Autoregressions with Panel Data

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Panels with non-stationary multifactor error structures

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Some estimates of norms of random matrices

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Analysis of interactive fixed effects dynamic linear panel regression with measurement error

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Testing for a unit root in panels with dynamic factors

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Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects

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Biases in Dynamic Models with Fixed Effects

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Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure

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Large panels with common factors and spatial correlation

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Dynamic panel estimation and homogeneity testing under cross section dependence

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On the eigenvectors of large dimensional sample covariance matrices

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Forecasting Using Principal Components From a Large Number of Predictors

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On the limit of the largest eigenvalue of the large dimensional sample covariance matrix

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full work available at URL

https://doi.org/10.1017/s0266466615000328

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Identifiers

zbMATH Open document ID

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10.1017/S0266466615000328

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:2981828

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