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  • Search: subject:"fixed-T"
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Year of publication
Subject
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Panel 14 Panel study 14 Estimation theory 10 Schätztheorie 10 Estimation 8 Schätzung 8 fixed-T 8 Factor analysis 5 Faktorenanalyse 5 Method of moments 5 Momentenmethode 5 Theorie 4 Theory 4 factor model 4 Causality analysis 3 Dynamic panel data 3 Fixed T consistency 3 Kausalanalyse 3 Monte Carlo simulation 3 Monte-Carlo-Simulation 3 Panel data 3 causal inference 3 panel treatment effect 3 Bias correction 2 Capital income 2 Correlation 2 Difference-in-differences 2 Fixed T Consistency 2 Induktive Statistik 2 Kapitaleinkommen 2 Korrelation 2 Latent factor analysis 2 Maximum likelihood estimation 2 Maximum-Likelihood-Schätzung 2 Semiparametric efficiency 2 Statistical inference 2 VAR model 2 VAR-Modell 2 Wasserversorgung 2 Water supply 2
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Online availability
All
Free 15 Undetermined 4
Type of publication
All
Book / Working Paper 13 Article 7
Type of publication (narrower categories)
All
Working Paper 10 Arbeitspapier 7 Graue Literatur 7 Non-commercial literature 7 Article in journal 6 Aufsatz in Zeitschrift 6
Language
All
English 17 Undetermined 3
Author
All
Brown, Nicholas 6 Butts, Kyle 5 Juodis, Artūras 5 Sarafidis, Vasilis 4 Fortin, Alain-Philippe 3 Gagliardini, Patrick 3 Scaillet, Olivier 3 Juodis, Arturas 2 Westerlund, Joakim 2 Brown, Nicholas L. 1 Gao, Jiti 1 Karavias, Yiannis 1 Sarafid, Vasilis 1 Silvapulle, Mervyn J. 1 Tzavalis, Elias 1 Zhu, Huanjun 1
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Institution
All
Granger Centre for Time Series Econometrics, School of Economics 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
All
Queen's Economics Department working paper 3 Queen’s Economics Department Working Paper 3 Econometric reviews 2 Working paper / Department of Econometrics and Business Statistics, Monash University 2 Discussion Papers / Granger Centre for Time Series Econometrics, School of Economics 1 Discussion papers in economics / Center for Economic Analysis, Department of Economics, University of Colorado at Boulder : Working paper 1 Economics Letters 1 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of econometric methods 1 Journal of financial econometrics 1 MPRA Paper 1 Research paper series / Swiss Finance Institute 1 Swiss Finance Institute Research Paper 1
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Source
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ECONIS (ZBW) 14 EconStor 3 RePEc 3
Showing 1 - 10 of 20
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Moment-based estimation of linear panel data models with factor-augmented errors
Brown, Nicholas L. - In: Journal of econometric methods 13 (2024) 2, pp. 299-317
Persistent link: https://www.econbiz.de/10015117674
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Dynamic treatment effect estimation with interactive fixed effects and short panels
Butts, Kyle - 2023
Persistent link: https://www.econbiz.de/10014531197
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Difference-in-differences via common correlated effects
Brown, Nicholas; Butts, Kyle; Westerlund, Joakim - 2023
We study the effect of treatment on an outcome when parallel trends hold conditional on an interactive fixed effects structure. In contrast to the majority of the literature, we propose identification using time-varying covariates. We assume the untreated outcomes and covariates follow a common...
Persistent link: https://www.econbiz.de/10014451078
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Cover Image
Difference-in-differences via common correlated effects
Brown, Nicholas; Butts, Kyle; Westerlund, Joakim - 2023
We study the effect of treatment on an outcome when parallel trends hold conditional on an interactive fixed effects structure. In contrast to the majority of the literature, we propose identification using time-varying covariates. We assume the untreated outcomes and covariates follow a common...
Persistent link: https://www.econbiz.de/10013556879
Saved in:
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Eigenvalue tests for the number of latent factors in short panels
Fortin, Alain-Philippe; Gagliardini, Patrick; Scaillet, … - In: Journal of financial econometrics 23 (2025) 1, pp. 1-41
Persistent link: https://www.econbiz.de/10015339146
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Optimal maximin GMM tests for sphericity in latent factor analysis of short panels
Fortin, Alain-Philippe; Gagliardini, Patrick; Scaillet, … - 2025
Persistent link: https://www.econbiz.de/10015358019
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Information equivalence among transformations of semiparametric nonlinear panel data models
Brown, Nicholas - 2022
This paper considers transformations of nonlinear semiparametric mean functions that yield moment conditions for estimation. Such transformations are said to be information equivalent if they yield the same asymptotic efficiency bound. I derive a unified theory of algebraic equivalence for...
Persistent link: https://www.econbiz.de/10014451089
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A unified framework for dynamic treatment effect estimation in interactive fixed effect models
Brown, Nicholas; Butts, Kyle - 2022
We present a unifying identification strategy of dynamic average treatment effect parameters for staggered interventions when parallel trends are valid only after controlling for interactive fixed effects. This setting nests the usual parallel trends assumption, but allows treated units to have...
Persistent link: https://www.econbiz.de/10014451103
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Information equivalence among transformations of semiparametric nonlinear panel data models
Brown, Nicholas - 2022 - Date of draft: December 1, 2022
This paper considers transformations of nonlinear semiparametric mean functions that yield moment conditions for estimation. Such transformations are said to be information equivalent if they yield the same asymptotic efficiency bound. I derive a unified theory of algebraic equivalence for...
Persistent link: https://www.econbiz.de/10013556749
Saved in:
Cover Image
A unified framework for dynamic treatment effect estimation in interactive fixed effect models
Brown, Nicholas; Butts, Kyle - 2022
We present a unifying identification strategy of dynamic average treatment effect parameters for staggered interventions when parallel trends are valid only after controlling for interactive fixed effects. This setting nests the usual parallel trends assumption, but allows treated units to have...
Persistent link: https://www.econbiz.de/10013556783
Saved in:
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