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Semiparametric single-index panel data models with cross-sectional dependence

Dong, Chaohua; Gao, Jiti; Peng, Bin - In: Journal of econometrics 188 (2015) 1, pp. 301-312

Persistent link: https://www.econbiz.de/10011500361

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

Recursive estimation in large panel data models : theory and practice

Jiang, Bin; Yang, Yanrong; Gao, Jiti; Hsiao, Cheng - In: Journal of econometrics 224 (2021) 2, pp. 439-465

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Estimation of random coefficients logit demand models with interactive fixed effects

Moon, Hyungsik Roger; Shum, Matthew; Weidner, Martin - In: Journal of econometrics 206 (2018) 2, pp. 613-644

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A varying-coefficient panel data model with fixed effects : theory and an application to US commercial banks

Feng, Guohua; Gao, Jiti; Peng, Bin; Zhang, Xiaohui - In: Journal of econometrics 196 (2017) 1, pp. 68-82

Persistent link: https://www.econbiz.de/10011743780

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

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An integrated panel data approach to modelling economic growth

Feng, Guohua; Gao, Jiti; Peng, Bin - In: Journal of econometrics 228 (2022) 2, pp. 379-397

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Binary response models for heterogeneous panel data with interactive fixed effects

Gao, Jiti; Liu, Fei; Peng, Bin; Yan, Yayi - In: Journal of econometrics 235 (2023) 2, pp. 1654-1679

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Approximate functional differencing

Dhaene, Geert; Weidner, Martin - In: SERIEs : Journal of the Spanish Economic Association 14 (2023) 3/4, pp. 379-416

Inference on common parameters in panel data models with individual-specific fixed effects is a classic example of Neyman and Scott's (Econometrica 36:1-32, 1948) incidental parameter problem (IPP). One solution to this IPP is functional differencing (Bonhomme in Econometrica 80(4):1337-1385,...

Persistent link: https://www.econbiz.de/10014462258