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Linear regression for panel with unknown number of factors as interactive fixed effects
Moon, Hyungsik Roger; Weidner, Martin - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 4, pp. 1543-1579
Persistent link: https://www.econbiz.de/10011405087
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Estimation of a censored dynamic panel data model
Hu, Luojia - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 6, pp. 2499-2517
Persistent link: https://www.econbiz.de/10001713917
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The time series and cross section asymptotics of dynamic panel data estimators
Alvarez, Javier; Arellano, Manuel - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 4, pp. 1121-1159
Persistent link: https://www.econbiz.de/10001792653
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Jacknife and analytical bias reduction for nonlinear panel models
Hahn, Jinyong; Newey, Whitney K. - In: Econometrica : journal of the Econometric Society, an … 72 (2004) 4, pp. 1295-1319
Persistent link: https://www.econbiz.de/10002132596
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Robust priors in nonlinear panel data models
Arellano, Manuel; Bonhomme, Stéphane - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 2, pp. 489-536
Persistent link: https://www.econbiz.de/10003841264
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Panel data models with interactive fixed effects
Bai, Jushan - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 4, pp. 1229-1279
Persistent link: https://www.econbiz.de/10003881957
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Identification and estimation of average partial effects in "irregular" correlated random coefficient panel data models
Graham, Bryan S.; Powell, James - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 5, pp. 2105-2152
Persistent link: https://www.econbiz.de/10009665470
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Estimation and inference in large heterogeneous panels with a multifactor error structure
Pesaran, M. Hashem - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 4, pp. 967-1012
Persistent link: https://www.econbiz.de/10003346168
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Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions
Bai, Jushan; Ng, Serena - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 4, pp. 1133-1150
Persistent link: https://www.econbiz.de/10003346183
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Transition modeling and econometric convergence tests
Phillips, Peter C. B.; Sul, Donggyu - In: Econometrica : journal of the Econometric Society, an … 75 (2007) 6, pp. 1771-1855
Persistent link: https://www.econbiz.de/10003611996