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Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Phillips, Peter C. B.; Sul, Donggyu - In: Journal of econometrics 137 (2007) 1, pp. 162-188
Persistent link: https://www.econbiz.de/10003425526
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Inference and testing breaks in large dynamic panels with strong cross sectional dependence
Hidalgo, Javier; Schafgans, Marcia M. A. - In: Journal of econometrics 196 (2017) 2, pp. 259-274
Persistent link: https://www.econbiz.de/10011818291
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Detection of units with pervasive effects in large panel data models
Kapetanios, George; Pesaran, M. Hashem; Reese, S. - In: Journal of econometrics 221 (2021) 2, pp. 510-541
Persistent link: https://www.econbiz.de/10012619248
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Bootstrapping factor models with cross sectional dependence
Gonçalves, Sílvia; Perron, Benoit - In: Journal of econometrics 218 (2020) 2, pp. 476-495
Persistent link: https://www.econbiz.de/10012483168
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Generalized dynamic panel data models with random effects for cross-section and time
Mesters, G.; Koopman, Siem Jan - In: Journal of econometrics 180 (2014) 2, pp. 127-140
Persistent link: https://www.econbiz.de/10010433402
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Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models
Kock, Anders Bredahl - In: Journal of econometrics 195 (2016) 1, pp. 71-85
Persistent link: https://www.econbiz.de/10011705233
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Correlated random effects models with unbalanced panels
Wooldridge, Jeffrey M. - In: Journal of econometrics 211 (2019) 1, pp. 137-150
Persistent link: https://www.econbiz.de/10012303605
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Nonparametric difference-in-differences in repeated cross-sections with continuous treatments
D'Haultfœuille, Xavier; Hoderlein, Stefan; Sasaki, Yuya - In: Journal of econometrics 234 (2023) 2, pp. 664-690
Persistent link: https://www.econbiz.de/10014434361
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Sieve estimation of panel data models with cross section dependence
Su, Liangjun; Jin, Sainan - In: Journal of econometrics 169 (2012) 1, pp. 34-47
Persistent link: https://www.econbiz.de/10009666770
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Limit theory for panel data models with cross sectional dependence and sequential exogeneity
Kuersteiner, Guido M.; Prucha, Ingmar R. - In: Journal of econometrics 174 (2013) 2, pp. 107-126
Persistent link: https://www.econbiz.de/10009751241