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Linear regression for panel with unknown number of factors as interactive fixed effects
Moon, Hyungsik Roger; Weidner, Martin - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 4, pp. 1543-1579
Persistent link: https://www.econbiz.de/10011405087
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Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions
Bai, Jushan; Ng, Serena - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 4, pp. 1133-1150
Persistent link: https://www.econbiz.de/10003346183
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Transition modeling and econometric convergence tests
Phillips, Peter C. B.; Sul, Donggyu - In: Econometrica : journal of the Econometric Society, an … 75 (2007) 6, pp. 1771-1855
Persistent link: https://www.econbiz.de/10003611996
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IV quantile regression for group-level treatments, with an application to the distributional effects of trade
Chetverikov, Denis; Larsen, Bradley J.; Palmer, … - In: Econometrica : journal of the Econometric Society, an … 84 (2016) 2, pp. 809-833
Persistent link: https://www.econbiz.de/10011552584
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Earnings and consumption dynamics : a nonlinear panel data framework
Arellano, Manuel; Blundell, Richard W.; Bonhomme, Stéphane - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 3, pp. 693-734
Persistent link: https://www.econbiz.de/10011778768
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Estimation of a censored dynamic panel data model
Hu, Luojia - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 6, pp. 2499-2517
Persistent link: https://www.econbiz.de/10001713917
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The time series and cross section asymptotics of dynamic panel data estimators
Alvarez, Javier; Arellano, Manuel - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 4, pp. 1121-1159
Persistent link: https://www.econbiz.de/10001792653
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Jacknife and analytical bias reduction for nonlinear panel models
Hahn, Jinyong; Newey, Whitney K. - In: Econometrica : journal of the Econometric Society, an … 72 (2004) 4, pp. 1295-1319
Persistent link: https://www.econbiz.de/10002132596
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Robust priors in nonlinear panel data models
Arellano, Manuel; Bonhomme, Stéphane - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 2, pp. 489-536
Persistent link: https://www.econbiz.de/10003841264
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Panel data models with interactive fixed effects
Bai, Jushan - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 4, pp. 1229-1279
Persistent link: https://www.econbiz.de/10003881957