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result is shown to hold for pure latent factor models as well as for panel regressions with latent factors. Small sample …
Persistent link: https://www.econbiz.de/10012602162
strong. This result is shown to hold for pure latent factor models as well as for panel regressions with latent factors. The …
Persistent link: https://www.econbiz.de/10014078058
The importance of units with pervasive impacts on a large number of other units in a network has become increasingly recognized in the literature. In this paper we propose a new method to detect such pervasive units by basing our analysis on unit-speci c residual error variances in the context...
Persistent link: https://www.econbiz.de/10012897156
Fixed effects estimation of nonlinear dynamic panel models is subject to the incidental parameter issue, leading to a … allowing for both serial and cross-sectional dependence is missing. In this paper we investigate the large-N,T theory of the …
Persistent link: https://www.econbiz.de/10014165042
The importance of units with pervasive impacts on a large number of other units in a network has become increasingly recognized in the literature. In this paper we propose a new method to detect such influential or dominant units by basing our analysis on unit-specific residual error variances...
Persistent link: https://www.econbiz.de/10012892182
The importance of units with pervasive impacts on a large number of other units in a network has become increasingly recognized in the literature. In this paper we propose a new method to detect such influential or dominant units by basing our analysis on unit-specific residual error variances...
Persistent link: https://www.econbiz.de/10011942707
makes use of a spatial dynamic panel data (SDPD) model that accounts for both space and time fixed effects, besides dealing …
Persistent link: https://www.econbiz.de/10013249470
an application to the estimation of panel data models with an infinite number of weak factors and a finite number of …
Persistent link: https://www.econbiz.de/10003854425
Persistent link: https://www.econbiz.de/10003425526
Persistent link: https://www.econbiz.de/10003583088