Validating approximate slope homogeneity in large panels

DOI10.1016/J.JECONOM.2024.105898MaRDI QIDQ6664673

Could not fetch data.

Publication date: 16 January 2025

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

panel dataself-normalizationslope homogeneitylarge intersections

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• Title not available (Why is that?)
• Innovated higher criticism for detecting sparse signals in correlated noise
• Panel data analysis with heterogeneous dynamics
• A theory of robust long-run variance estimation
• Testing slope homogeneity in large panels
• Self-normalized Cramér-type moderate deviations under dependence
• Mixing: Properties and examples
• Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline
• Relevant change points in high dimensional time series
• The asymptotic distributions of the largest entries of sample correlation matrices.
• Hypothesis testing for high-dimensional time series via self-normalization
• Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
• Tests alternative to higher criticism for high-dimensional means under sparsity and column-wise dependence
• Testing slope homogeneity in large panels with serial correlation
• The econometrics of panel data. Fundamental and recent developments in theory and practice.
• Banded and tapered estimates for autocovariance matrices and the linear process bootstrap
• A Panel Analysis of Liquidity Constraints and Firm Investment
• Dynamic panel estimation and homogeneity testing under cross section dependence
• Testing That a Dependent Process Is Uncorrelated
• Identifying Latent Structures in Panel Data
• Power Enhancement in High-Dimensional Cross-Sectional Tests
• A Self-Normalized Approach to Confidence Interval Construction in Time Series
• Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings
• Inference on Causal and Structural Parameters using Many Moment Inequalities
• Testing Relevant Hypotheses in Functional Time Series via Self-Normalization
• Two-Sample Test of High Dimensional Means Under Dependence
• Lagrange multiplier type tests for slope homogeneity in panel data models
• Testing for Change Points in Time Series
• A Two-Sample Test for Equality of Means in High Dimension
• Self-Normalization for Time Series: A Review of Recent Developments
• Efficient Inference in a Random Coefficient Regression Model
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• Testing for practically significant dependencies in high dimensions via bootstrapping maxima of \(U\)-statistics
• Testing for Slope Heterogeneity Bias in Panel Data Models

This page was built for publication: Validating approximate slope homogeneity in large panels

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6664673)