Linear regression for panel with unknown number of factors as interactive fixed effects

Citations

Cited by:

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   • Ivan Fernandez-Val & Martin Weidner, 2014. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers CWP32/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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   • Ivan Fernandez-Val & Martin Weidner, 2015. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers CWP17/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
2. Jörg Breitung & Philipp Hansen, 2021. "Alternative estimation approaches for the factor augmented panel data model with small T," Empirical Economics, Springer, vol. 60(1), pages 327-351, January.
3. Johannes Boehm, 2014. "The Impact of Contract Enforcement Costs on Outsourcing and Aggregate Productivity," 2014 Meeting Papers 340, Society for Economic Dynamics.
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   • Boehm, Johannes, 2015. "The impact of contract enforcement costs onoutsourcing and aggregate productivity," LSE Research Online Documents on Economics 64997, London School of Economics and Political Science, LSE Library.
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   • Johannes Boehm, 2015. "The Impact of Contract Enforcement Costs on Outsourcing and Aggregate Productivity," CEP Discussion Papers dp1382, Centre for Economic Performance, LSE.
   • Johannes Boehm, 2018. "The Impact of Contract Enforcement Costs on Outsourcing and Aggregate Productivity," SciencePo Working papers hal-03393113, HAL.
   • Johannes Boehm, 2015. "The Impact of Contract Enforcement Costs on Outsourcing and Aggregate Productivity," Discussion Papers 1528, Centre for Macroeconomics (CFM).
   • Boehm, Johannes, 2015. "The impact of contract enforcement costs on outsourcing and aggregate productivity," LSE Research Online Documents on Economics 86281, London School of Economics and Political Science, LSE Library.
   • Johannes Boehm, 2017. "The Impact of Contract Enforcement Costs on Outsourcing and Aggregate Productivity," 2017 Meeting Papers 801, Society for Economic Dynamics.
   • Johannes Boehm, 2018. "The Impact of Contract Enforcement Costs on Outsourcing and Aggregate Productivity," Working Papers hal-03393113, HAL.
   • Johannes Boehm, 2018. "The Impact of Contract Enforcement Costs on Outsourcing and Aggregate Productivity," SciencePo Working papers Main hal-03393113, HAL.
4. Tingting Cheng & Chaohua Dong & Jiti Gao & Oliver Linton, 2022. "GMM Estimation for High-Dimensional Panel Data Models," Monash Econometrics and Business Statistics Working Papers 11/22, Monash University, Department of Econometrics and Business Statistics.
5. Su, Liangjun & Jin, Sainan & Zhang, Yonghui, 2015. "Specification test for panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 186(1), pages 222-244.
   • Liangjun Su & Sainan Jin & Yonghui Zhang, 2014. "Specification Test for Panel Data Models with Interactive Fixed Effects," Working Papers 08-2014, Singapore Management University, School of Economics.
6. Ando, Tomohiro & Bai, Jushan & Li, Kunpeng, 2022. "Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 230(1), pages 20-38.
7. Norkutė, Milda & Sarafidis, Vasilis & Yamagata, Takashi & Cui, Guowei, 2021. "Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure," Journal of Econometrics, Elsevier, vol. 220(2), pages 416-446.
   • Milda Norkuté & Vasilis Sarafidis & Takashi Yamagata & Guowei Cui, 2018. "Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure," ISER Discussion Paper 1019r, Institute of Social and Economic Research, Osaka University, revised Apr 2019.
   • Milda Norkute & Vasilis Sarafidis & Takashi Yamagata & Guowei Cui, 2019. "Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure," Monash Econometrics and Business Statistics Working Papers 32/19, Monash University, Department of Econometrics and Business Statistics.
8. Daniel Czarnowske & Amrei Stammann, 2020. "Inference in Unbalanced Panel Data Models with Interactive Fixed Effects," Papers 2004.03414, arXiv.org.
9. Johannes Boehm & Ezra Oberfield, 2020. "Misallocation in the Market for Inputs: Enforcement and the Organization of Production," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 135(4), pages 2007-2058.
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   • Johannes Boehm & Ezra Oberfield, 2018. "Misallocation in the Market for Inputs: Enforcement and the Organization of Production," NBER Working Papers 24937, National Bureau of Economic Research, Inc.
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   • Johannes Boehm & Ezra Oberfield, 2018. "Misallocation in the market for inputs: enforcement and the organization of production," CEP Discussion Papers dp1572, Centre for Economic Performance, LSE.
   • Johannes Boehm & Ezra Oberfield, 2020. "Misallocation in the Market for Inputs: Enforcement and the Organization of Production," SciencePo Working papers hal-03391855, HAL.
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16. Jianqing Fan & Ricardo Masini & Marcelo C. Medeiros, 2021. "Bridging factor and sparse models," Papers 2102.11341, arXiv.org, revised Sep 2022.
17. Moon, Hyungsik Roger & Weidner, Martin, 2017. "Dynamic Linear Panel Regression Models With Interactive Fixed Effects," Econometric Theory, Cambridge University Press, vol. 33(1), pages 158-195, February.
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    • Hyungsik Roger Moon & Martin Weidner, 2014. "Dynamic linear panel regression models with interactive fixed effects," CeMMAP working papers CWP47/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
18. Fei Liu & Jiti Gao & Yanrong Yang, 2019. "Nonparametric Estimation in Panel Data Models with Heterogeneity and Time Varyingness," Monash Econometrics and Business Statistics Working Papers 24/19, Monash University, Department of Econometrics and Business Statistics.
19. Otilia Boldea & Bettina Drepper & Zhuojiong Gan, 2020. "Change point estimation in panel data with time‐varying individual effects," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(6), pages 712-727, September.
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20. Hyungsik Roger Moon & Martin Weidner, 2018. "Nuclear Norm Regularized Estimation of Panel Regression Models," Papers 1810.10987, arXiv.org, revised Jun 2023.
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