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subject:"Panel"
subject:"Stochastic process"
~isPartOf:"Journal of econometrics"
~person:"Ai, Chunrong"
~person:"Fernández-Val, Iván"
~subject:"Estimation"
~subject:"Forecasting model"
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Ai, Chunrong
Fernández-Val, Iván
Su, Liangjun
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9
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1
Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models
Ai, Chunrong
;
Linton, Oliver
;
Zhang, Zheng
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10013441723
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2
Nonlinear factor models for network and panel data
Chen, Mingli
;
Fernández-Val, Iván
;
Weidner, Martin
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 296-324
Persistent link: https://www.econbiz.de/10012618515
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3
Individual and time effects in nonlinear panel models with large N, T
Fernández-Val, Iván
;
Weidner, Martin
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 291-312
Persistent link: https://www.econbiz.de/10011617154
Saved in:
4
Estimation of panel data partly specified Tobit regression with fixed effects
Ai, Chunrong
;
Li, Hongjun
;
Lin, Zhongjian
;
Meng, Meixia
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 316-326
Persistent link: https://www.econbiz.de/10011500476
Saved in:
5
Bias corrections for two-step fixed panel data estimators
Fernández-Val, Iván
;
Vella, Francis
- In:
Journal of econometrics
163
(
2011
)
2
,
pp. 144-162
Persistent link: https://www.econbiz.de/10009270615
Saved in:
6
An alternative root-n consistent estimator for panel data binary choice models
Ai, Chunrong
;
Gan, Li
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 93-100
Persistent link: https://www.econbiz.de/10008661839
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