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Panel data quantile regression with grouped fixed effects
Gu, Jiaying; Volgushev, Stanislav - In: Journal of econometrics 213 (2019) 1, pp. 68-91
Persistent link: https://www.econbiz.de/10012304543
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On the unbiased asymptotic normality of quantile regression with fixed effects
Galvao, Antonio Fialho <Jr.>; Gu, Jiaying; Volgushev, … - In: Journal of econometrics 218 (2020) 1, pp. 178-215
Persistent link: https://www.econbiz.de/10012482937
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Spectral clustering with variance information for group structure estimation in panel data
Yu, Lu; Gu, Jiaying; Volgushev, Stanislav - In: Journal of econometrics 241 (2024) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10015075141
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Dynamic factor models: a genealogy
Barigozzi, Matteo; Hallin, Marc - 2023
Persistent link: https://www.econbiz.de/10014391458
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Pseudo-Gaussian and rank-based optimal tests for random individual effects in large small panels
Bennala, Nezar; Hallin, Marc; Paindaveine, Davy - In: Journal of econometrics 170 (2012) 1, pp. 50-67
Persistent link: https://www.econbiz.de/10009673156
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Dynamic factors in the presence of blocks
Hallin, Marc; Liška, Roman - In: Journal of econometrics 163 (2011) 1, pp. 29-41
Persistent link: https://www.econbiz.de/10009270594
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Dynamic factor models with infinite-dimensional factor space : asymptotic analysis
Forni, Mario; Hallin, Marc; Lippi, Marco; Zaffaroni, Paolo - 2015
Persistent link: https://www.econbiz.de/10011289217
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Dynamic factor models with infinite-dimensional factor space : asymptotic analysis
Forni, Mario; Hallin, Marc; Lippi, Marco; Zaffaroni, Paolo - 2015
Persistent link: https://www.econbiz.de/10011289241
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Dynamic factors in the presence of block structure
Hallin, Marc (contributor); Liška, Roman (contributor) - 2008
Persistent link: https://www.econbiz.de/10003724330
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Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis
Forni, Mario; Hallin, Marc; Lippi, Marco; Zaffaroni, Paolo - In: Journal of econometrics 199 (2017) 1, pp. 74-92
Persistent link: https://www.econbiz.de/10011818962