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Predictive functional linear models with diverging number of semiparametric single-index interactions
Liu, Yanghui; Li, Yehua; Carroll, Raymond J.; Wang, Naisyin - In: Journal of econometrics 230 (2022) 2, pp. 221-239
Persistent link: https://www.econbiz.de/10013463776
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A nonlinear panel data model of cross-sectional dependence
Kapetanios, George; Mitchell, James; Shin, Yongcheol - In: Journal of econometrics 179 (2014) 2, pp. 134-157
Persistent link: https://www.econbiz.de/10010372654
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Identifying latent group structures in nonlinear panels
Wang, Wuyi; Su, Liangjun - In: Journal of econometrics 220 (2021) 2, pp. 272-295
Persistent link: https://www.econbiz.de/10012618514
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Inference without smoothing for large panels with cross-sectional and temporal dependence
Hidalgo, Javier; Schafgans, Marcia M. A. - In: Journal of econometrics 223 (2021) 1, pp. 125-160
Persistent link: https://www.econbiz.de/10012619963
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What's trending in difference-in-differences? : a synthesis of the recent econometrics literature
Roth, Jonathan; Sant'Anna, Pedro H. C.; Bilinski, Alyssa; … - In: Journal of econometrics 235 (2023) 2, pp. 2218-2244
Persistent link: https://www.econbiz.de/10014471452
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What is a standard error? : (and how should we compute it?)
Wooldridge, Jeffrey M. - In: Journal of econometrics 237 (2023) 2,1, pp. 1-8
Persistent link: https://www.econbiz.de/10014471508