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Time-varying panel data models with an additive factor structure

Liu, Fei; Gao, Jiti; Yang, Yanrong - 2020

Persistent link: https://www.econbiz.de/10012610885

Too much on the plate? : how executive job demands harm firm innovation and reduce share of exploratory innovations

Zhu, David H.; Jia, Liangding; Liu, Fei - In: Academy of Management journal : AMJ 65 (2022) 2, pp. 606-633

Persistent link: https://www.econbiz.de/10013207045

Forecasting and trading high frequency volatility on large indices

Liu, Fei; Pantelous, Athanasios A.; Mettenheim, … - In: Quantitative finance 18 (2018) 5, pp. 737-748

Persistent link: https://www.econbiz.de/10011907914

Pricing inefficiencies and feedback trading: evidence from country ETFs

Kallinterakis, Vasileios; Liu, Fei; Pantelous, Athanasios A. - In: International review of financial analysis 70 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012317646

Nonparametric Time-Varying Panel Data Models with Heterogeneity

Liu, Fei - 2020

Panel data subject to heterogeneity in both cross-sectional and time-serial directions are commonly encountered across social and scientific fields. To address this problem, we propose a class of time-varying panel data models with individual-specific regression coefficients and interactive...

Persistent link: https://www.econbiz.de/10014090325

Technical Supplement to 'Nonparametric Time-Varying Panel Data Models with Heterogeneity'

Liu, Fei - 2023

This technical supplement contains the online Appendix D of "Nonparametric Time-Varying Panel Data Models with Heterogeneity". The proof of Lemma B.9 is provided in Appendix D.1 and Appendix D.2 proves Lemmas C.1 to C.9

Persistent link: https://www.econbiz.de/10014265142