1. Estimation of heterogeneous panels with structural breaks. (2016). Kao, Chihwa ; Feng, Qu ; Baltagi, Badi.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:191:y:2016:i:1:p:176-195.

   Full description at Econpapers || Download paper

2. Nonparametric testing for anomaly effects in empirical asset pricing models. (2015). Su, Liangjun ; Jin, Sainan ; Zhang, Yonghui.
   In: Empirical Economics.
   RePEc:spr:empeco:v:48:y:2015:i:1:p:9-36.

   Full description at Econpapers || Download paper

3. Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models. (2014). Su, Liangjun ; Jin, Sainan ; Zhang, Yonghui.
   In: Working Papers.
   RePEc:siu:wpaper:09-2014.

   Full description at Econpapers || Download paper

1. Ahn, S. C., Lee, Y. H., Schmidt, P., 2001. GMM estimation of linear panel data models with timevarying individual effects. Journal of Econometrics 101, 219-255.

2. Ahn, S. C., Lee, Y. H., Schmidt, P., 2013. Panel data models with multiple time-varying individual effects. Journal of Econometrics 174, 1-14.

3. Andrews, D. W. K., 2005. Cross-section regression with common shocks. Econometrica 73, 1551-1585.

4. Avarucci, M., Zafaroni, P., 2012. Generalized least squares estimation of panel with common shocks. Working paper, Imperial College London.
   Paper not yet in RePEc: Add citation now
   

5. Bai, J., 2009. Panel data models with interactive fixed effects. Econometrica 77, 1229-1279.

6. Bai, J., Li, K., 2012. Statistical analysis of factor models of high dimension. Annals of Statistics 40, 436-465.
   Paper not yet in RePEc: Add citation now
   

7. Bai, J., Ng, S., 2002. Determining the number of factors in approximate factor models. Econometrica 70, 191-221.

8. Bai, J., Ng, S., 2006. Evaluating latent and observed factors in macroeconomics and finance. Journal of Econometrics 131, 507-537.

9. Barro, R., 1991. Economic growth in a cross section of countries. Quarterly Journal of Economics 106, 407-443.

10. Bernstein, D. S., 2005. Matrix Mathematics: Theory, Facts, and Formulas with Application to Linear Systems Theory. Princeton University Press, Princeton.
    Paper not yet in RePEc: Add citation now
    

11. Bierens, H. J., 1982. Consistent model specification tests. Journal of Econometrics 20, 105-134.

12. Bierens, H. J., 1990. A consistent conditional moment test of functional form. Econometrica 58, 14431458.

13. Bond, S., Leblebicioglu, A., Schiantarelli, F., 2010. Capital accumulation and growth: a new look at the empirical evidence. Journal of Applied Econometrics 25, 1073-1099.

14. Carneiro, P., Hansen, K., Heckman, J., 2003. Estimating distributions of counterfactuals with an application to the returns to schooling and measurement of the effect of uncertainty on schooling choice. International Economic Review 44, 361-422.

15. Chen, S., Gao, J., 2007. An adaptive empirical likelihood test for parametric time series regression models. Journal of Econometrics 141, 950-972.

16. Chudik, A., Pesaran M. H., 2013. Common correlated effects estimation of heterogenous dynamic panel data models with weakly exogenous regressors. Working paper, Department of Economics, University of Southern California.

17. Cunha, F., Heckman, J., Navarro, S., 2005. Separating uncertainty from heterogeneity in life cycle earnings. Oxford Economic Papers 57, 191-261.

18. de Jong, P., 1987. A central limit theorem for generalized quadratic form. Probability Theory and Related Fields 75, 261-277.
    Paper not yet in RePEc: Add citation now
    

19. Fan, Y., Li, Q., 1996. Consistent model specification tests: omitted variables and semiparametric functional forms. Econometrica 64, 865-890.

20. Feldstein, M., Horioka, C., 1980. Domestic saving and international capital flows. The Economic Journal 90, 314-329.

21. Freyberger, J., 2012. Nonparametric panel data models with interactive fixed effects. Working paper, Department of Economics, Northwestern University.
    Paper not yet in RePEc: Add citation now
    
22. Gagliardini, P., Gouriéroux, C., 2012. Efficiency in large dynamic panel models with common factor. Working paper, Swiss Finance Institute.
    Paper not yet in RePEc: Add citation now
    

23. Gao, J., Gijbels, I., 2008. Bandwidth selection in nonparametric kernel testing. Journal of the American Statistical Association 103, 1584-1594.

24. Giannone, D., Lenza, M., 2010. The Feldstein-Horioka fact, in The NBER International Seminar on Macroeconomics, Reichlin L. & K. West (eds.), University of Chicago Press, 103-117.

25. Greenaway-McGrevy, R. C., Han, C., Sul, D., 2012. Asymptotic distribution of factor augmented estimators for panel regression. Journal of Econometrics 169, 48-53.

26. Härdle, W., Mammen, E., 1993. Comparing nonparametric versus parametric regression fits. Annals of Statistics 21, 1926-1947.
    Paper not yet in RePEc: Add citation now
    

27. Hahn, J., Kuersteiner, G., 2011. Bias reduction for dynamic nonlinear panel models with fixed effects.

28. Hall, P., Heyde C. C., 1980. Martingale Limit Theory and Its Applications. Academic Press, New York.
    Paper not yet in RePEc: Add citation now
    

29. Hansen, B. E., 1999. Testing for linearity. Journal of Economic Surveys 13, 551-576.

30. Hansen, B. E., 2000. Testing for structural change in conditional models. Journal of Econometrics 97, 93-115.

31. Hansen, B. E., 2008. Uniform convergence rates for kernel estimation with dependent data. Econometric Theory 24, 726-748.

32. Hausman, J. A., 1978. Specification testing in econometrics. Econometrica 46, 1251-1271.
    Paper not yet in RePEc: Add citation now
    
33. Hjellvik, V., Tjøstheim, D., 1995. Nonparametric tests of linearity for time series. Biometrika 82, 351368.
    Paper not yet in RePEc: Add citation now
    

34. Hjellvik, V., Yao, Q., Tjøstheim, D., 1998. Linearity testing using local polynomial approximation. Journal of Statistical Planning and Inference 68, 295-321.

35. Hong, Y., White, H., 1995. Consistent specification testing via nonparametric series regression. Econometrica 63, 1133-1159.

36. Horowitz, J. L., Spokoiny, V. G., 2001. An adaptive, rate-optimal test of a parametric mean-regression model against a nonparametric alternative. Econometrica 69, 599-631.

37. Hsiao, C., Li Q., Racine, J., 2007. A consistent model specification test with mixed discrete and continuous data. Journal of Econometrics 140, 802—826.

38. Jin, S., Su, L., 2013. A nonparametric poolability test for panel data models with cross section dependence. Econometric Reviews 32, 469-512.

39. Jones, C., 1995. Time series tests of endogenous growth models. Quarterly Journal of Economics 110, 495-525.

40. Kapetanios, G., Pesaran, M. H., 2007. Alternative approaches to estimation and inference in large multifactor panels: small sample results with an application to modelling of asset returns. In The Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis, Phillips G. & E. Tzavalis (eds.), Cambridge University Press, Ch.11, 239-281.

41. Lee, Y., 2013. Nonparametric estimation of dynamic panel models with fixed effects. Econometric Theory, forthcoming.
    Paper not yet in RePEc: Add citation now
    

42. Li, Q., Wang, S., 1998. A simple consistent bootstrap test for a parametric regression function. Journal of Econometrics 87, 145-165.

43. Lin, Z., Li, Q., Sun, Y., 2014. A consistent nonparametric test of parametric regression functional form in fixed-effects panel data models. Journal of Econometrics 178, 167-179.

44. Liu, Z., Stegnos, T., 1999. Non-linearities in cross-country growth regression: a semiparametric approach. Journal of Applied Econometrics 14, 527-538.

45. Lu, X., Su, L., 2013. Shrinkage estimation of dynamic panel data models with interactive fixed effects. Working paper, HKUST.
    Paper not yet in RePEc: Add citation now
    

46. Lucas, R., 1988. On the mechanics of economic development. Journal of Monetary Economics 22, 3-42.

47. Ludvigson S. C., Ng, S., 2009. Macro factors in bond risk premia. The Review of Financial Studies 22, 5027-5067.

48. Ludvigson S. C., Ng, S., 2011. A factor analysis of bond risk premia. Handbook of Empirical Economics and Finance, Ullah A. & D. Giles (eds.), Chapman and Hall, pp. 313-372.
    Paper not yet in RePEc: Add citation now
    

49. Moon, H., Weidner, M., 2010. Dynamic linear panel regression models with interactive fixed effects. Working paper, Department of Economics, USC.

50. Moon, H., Weidner, M., 2013. Linear regression for panel with unknown number of factors as interactive fixed effects. Working paper, Department of Economics, University College London.

51. Onatski, A., 2009. Testing hypotheses about the number of factors in large factor models. Econometrica 77, 1447-1479.

52. Pesaran, M. H., 2006. Estimation and inference in large heterogeneous panels with a multifactor error structure. Econometrica 74, 967-1012.

53. Pesaran, M. H., Tosetti, E., 2011. Large panels with common factors and spatial correlation. Journal of Econometrics 161, 182-202.

54. Prakasa Rao, B. L. S., 2009. Conditional independence, conditional mixing and conditional association. Annals of the Institute of Statistical Mathematics 61, 441-460.

55. Ramsey, J. B., 1969. Tests for specification errors in classical linear least squares regression analysis. Journal of the Royal Statistical Society: Series B 31, 350-371.
    Paper not yet in RePEc: Add citation now
    

56. Romer, P., 1986. Increasing returns and long-run growth. Journal of Political Economy 94, 1002-1037.

57. Ross, S., 1976. The arbitrage theory of capital asset pricing. Journal of Economic Theory 13, 341-360.

58. Roussas, G. G., 2008. On conditional independence, mixing and association. Stochastic Analysis and Applications 26, 1274-1309.
    Paper not yet in RePEc: Add citation now
    

59. Solow, R.,1956. A contribution to the theory of economic growth. Quarterly Journal of Economics 70, 65-94.

60. Song, M., 2013. Asymptotic theory for dynamic heterogeneous panels with cross-sectional dependence and its applications. Working paper, Columbia University.
    Paper not yet in RePEc: Add citation now
    

61. Stinchcombe, M., White, H., 1998. Consistent specification testing with nuisance parameters present only under alternative. Econometric Theory 14, 295-324.

62. Su, L., Chen, Q., 2013. Testing homogeneity in panel data models with interactive fixed effects. Econometric Theory 29, 1079-1135.

63. Su, L., Jin, S., 2012. Sieve estimation of panel data model with cross section dependence. Journal of Econometrics 169, 34-47.

64. Su, L., Lu, X., 2013. Nonparametric dynamic panel data models: kernel estimation and specification testing. Journal of Econometrics 176, 112-133.

65. Su, L., Ullah, A., 2013. A nonparametric goodness-of-fit-based test for conditional heteroskedasticity. Econometric Theory 29, 187-212.

66. Su, L., Zhang, Y., 2013. Nonparametric dynamic panel data models with interactive fixed effects: sieve estimation and specification testing. Working paper, Singapore Management University.
    Paper not yet in RePEc: Add citation now
    
67. Sun, S., Chiang, C-Y., 1997. Limiting behavior of the perturbed empirical distribution functions evaluated at U-statistics for strongly mixing sequences of random variables. Journal of Applied Mathematics and Stochastic Analysis 10, 3-20.
    Paper not yet in RePEc: Add citation now
    

68. Wooldridge, J. M., 1992. A test for functional form against nonparametric alternatives. Econometric Theory 8, 452-475.

69. Yatchew, A. J., 1992. Nonparametric regression tests based on least squares. Econometric Theory 8, 435-451.

70. Zheng, X., 1996. Consistent test of functional form via nonparametric estimation technique. Journal of Econometrics 75, 263-289.

1. Treatment Effects in Interactive Fixed Effects Models. (2020). Callaway, Brantly ; Karami, Sonia.
   In: Papers.
   RePEc:arx:papers:2006.15780.

   Full description at Econpapers || Download paper

2. Consistent Estimation in Large Heterogeneous Panels with Multifactor Structure and Endogeneity. (2015). Forchini, Giovanni ; Jiang, Bin ; Peng, Bin.
   In: School of Economics Discussion Papers.
   RePEc:sur:surrec:0315.

   Full description at Econpapers || Download paper

3. Specification test for panel data models with interactive fixed effects. (2015). Su, Liangjun ; Jin, Sainan ; Zhang, Yonghui.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:186:y:2015:i:1:p:222-244.

   Full description at Econpapers || Download paper

4. Evaluating the effectiveness of Chinas financial reform—The efficiency of Chinas domestic banks. (2015). hsiao, cheng ; Bian, Wenlong ; Shen, Yan.
   In: China Economic Review.
   RePEc:eee:chieco:v:35:y:2015:i:c:p:70-82.

   Full description at Econpapers || Download paper

5. Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity. (2015). Prucha, Ingmar ; Kuersteiner, Guido.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_5445.

   Full description at Econpapers || Download paper

6. Consistent Estimation of Panel Data Models with a Multifactor Error Structure when the Cross Section Dimension is Large. (2014). Forchini, Giovanni ; Peng, Bin.
   In: Working Paper Series.
   RePEc:uts:ecowps:20.

   Full description at Econpapers || Download paper

7. Estimation of random coefficients logit demand models with interactive fixed effects. (2014). Weidner, Martin ; Shum, Matthew ; Moon, Hyungsik.
   In: CeMMAP working papers.
   RePEc:ifs:cemmap:20/14.

   Full description at Econpapers || Download paper

8. A Factor Analytical Method to Interactive Effects Dynamic Panel Models with or without Unit Root. (2014). Westerlund, Joakim ; Norkute, Milda .
   In: Working Papers.
   RePEc:hhs:lunewp:2014_012.

   Full description at Econpapers || Download paper

9. Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects. (2014). Pesaran, M ; Hayakawa, Kazuhiko ; Smith, Vanessa .
   In: Cambridge Working Papers in Economics.
   RePEc:cam:camdae:1412.

   Full description at Econpapers || Download paper

10. Likelihood approach to dynamic panel models with interactive effects. (2013). Bai, Jushan.
    In: MPRA Paper.
    RePEc:pra:mprapa:50267.

    Full description at Econpapers || Download paper

11. Dynamic linear panel regression models with interactive fixed effects. (2013). Weidner, Martin ; Moon, Hyungsik.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:63/13.

    Full description at Econpapers || Download paper

12. Limit theory for panel data models with cross sectional dependence and sequential exogeneity. (2013). Prucha, Ingmar ; Kuersteiner, Guido.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:174:y:2013:i:2:p:107-126.

    Full description at Econpapers || Download paper

13. Panel data models with multiple time-varying individual effects. (2013). Lee, Young Hoon ; Ahn, Seung ; Schmidt, Peter.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:174:y:2013:i:1:p:1-14.

    Full description at Econpapers || Download paper

14. Stochastic frontier analysis using Stata. (2012). Ilardi, Giuseppe ; Daidone, Silvio ; Belotti, Federico ; Atella, Vincenzo.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:251.

    Full description at Econpapers || Download paper

15. Estimation of random coefficients logit demand models with interactive fixed effects. (2012). Weidner, Martin ; Shum, Matthew ; Moon, Hyungsik.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:08/12.

    Full description at Econpapers || Download paper

16. Asymptotic distribution of factor augmented estimators for panel regression. (2012). Sul, Donggyu ; Han, Chirok ; Greenaway-McGrevy, Ryan.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:169:y:2012:i:1:p:48-53.

    Full description at Econpapers || Download paper

17. Large covariance estimation by thresholding principal orthogonal complements. (2011). Liao, Yuan ; Fan, Jianqing ; Mincheva, Martina .
    In: MPRA Paper.
    RePEc:pra:mprapa:38697.

    Full description at Econpapers || Download paper

18. Heterogeneity and tests of risk sharing. (2011). Schulhofer-Wohl, Sam.
    In: Staff Report.
    RePEc:fip:fedmsr:462.

    Full description at Econpapers || Download paper

19. IV Estimation of Panels with Factor Residuals. (2010). Sarafidis, Vasilis ; Robertson, Donald ; Symons, James .
    In: MPRA Paper.
    RePEc:pra:mprapa:26166.

    Full description at Econpapers || Download paper

20. Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence. (2010). Yamagata, Takashi ; Sarafidis, Vasilis.
    In: MPRA Paper.
    RePEc:pra:mprapa:25182.

    Full description at Econpapers || Download paper

21. Cross-sectional Dependence in Panel Data Analysis. (2010). Sarafidis, Vasilis ; Wansbeek, Tom.
    In: MPRA Paper.
    RePEc:pra:mprapa:20367.

    Full description at Econpapers || Download paper

22. The impact of piped water provision on infant mortality in Brazil: A quantile panel data approach. (2010). Khan, Shakeeb ; Timmins, Christopher ; Gamper-Rabindran, Shanti .
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:92:y:2010:i:2:p:188-200.

    Full description at Econpapers || Download paper

23. Estimation of Temporal Variations in Fan Loyalty: Application of Multi-Factor Models. (2009). Lee, Young Hoon.
    In: Working Papers.
    RePEc:sgo:wpaper:0902.

    Full description at Econpapers || Download paper

24. The Impact of Postseason Restructuring on the Competitive Balance and Fan Demand in Major League Baseball. (2009). Lee, Young Hoon.
    In: Working Papers.
    RePEc:sgo:wpaper:0901.

    Full description at Econpapers || Download paper

25. A test of cross section dependence for a linear dynamic panel model with regressors. (2009). Yamagata, Takashi ; Sarafidis, Vasilis ; Robertson, Donald.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:148:y:2009:i:2:p:149-161.

    Full description at Econpapers || Download paper

26. Estimation methods in panel data models with observed and unobserved components: a Monte Carlo study. (2008). Rossi, Eduardo ; Castagnetti, Carolina.
    In: MPRA Paper.
    RePEc:pra:mprapa:26196.

    Full description at Econpapers || Download paper

27. A joint serial correlation test for linear panel data models. (2008). Yamagata, Takashi.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:146:y:2008:i:1:p:135-145.

    Full description at Econpapers || Download paper

28. Fixed effects instrumental variables estimation in correlated random coefficient panel data models. (2008). Wooldridge, Jeffrey ; Murtazashvili, Irina.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:142:y:2008:i:1:p:539-552.

    Full description at Econpapers || Download paper

29. Efficient estimation and inference in linear pseudo-panel data models. (2008). Inoue, Atsushi.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:142:y:2008:i:1:p:449-466.

    Full description at Econpapers || Download paper

30. Comments on: Panel data analysis—advantages and challenges. (2007). Meijer, Erik ; Wansbeek, Tom.
    In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
    RePEc:spr:testjl:v:16:y:2007:i:1:p:33-36.

    Full description at Econpapers || Download paper

31. Stochastic frontier models with multiple time-varying individual effects. (2007). Schmidt, Peter ; Lee, Young Hoon ; Ahn, Seung.
    In: Journal of Productivity Analysis.
    RePEc:kap:jproda:v:27:y:2007:i:1:p:1-12.

    Full description at Econpapers || Download paper

32. Gravity models of intra-EU trade: application of the CCEP-HT estimation in heterogeneous panels with unobserved common time-specific factors. (2007). shin, yongcheol ; Serlenga, Laura.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:22:y:2007:i:2:p:361-381.

    Full description at Econpapers || Download paper

33. Fixed-effect estimation of technical efficiency with time-invariant dummies. (2007). Horrace, William ; Feng, Qu.
    In: Economics Letters.
    RePEc:eee:ecolet:v:95:y:2007:i:2:p:247-252.

    Full description at Econpapers || Download paper

34. Panel Data Models with Multiple Time-Varying Individual Effects. (2007). Schmidt, Peter ; Lee, Young Hoon ; Ahn, Seung.
    In: Working Papers.
    RePEc:crt:wpaper:0702.

    Full description at Econpapers || Download paper

35. Omitted Variables in Multilevel Models. (2006). Kim, Jee-Seon ; Frees, Edward.
    In: Psychometrika.
    RePEc:spr:psycho:v:71:y:2006:i:4:p:659-690.

    Full description at Econpapers || Download paper

36. The Asymptotics for Panel Models with Common Shocks. (2006). Urga, Giovanni ; Trapani, Lorenzo ; Kao, Chihwa.
    In: Center for Policy Research Working Papers.
    RePEc:max:cprwps:77.

    Full description at Econpapers || Download paper

37. The common and specific components of dynamic volatility. (2006). LINTON, OLIVER ; Korajczyk, Robert ; Connor, Gregory.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:132:y:2006:i:1:p:231-255.

    Full description at Econpapers || Download paper

38. Consumption growth and spatial poverty traps: an analysis of the effect of social services and community infrastructures on living standards in rural Peru. (2005). Mesplé-Somps, Sandrine ; Herrera, Javier ; De Vreyer, Philippe.
    In: Ibero America Institute for Econ. Research (IAI) Discussion Papers.
    RePEc:got:iaidps:124.

    Full description at Econpapers || Download paper

39. Estimation of a panel data model with parametric temporal variation in individual effects. (2005). Schmidt, Peter ; Orea, Luis ; Han, Chirok.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:126:y:2005:i:2:p:241-267.

    Full description at Econpapers || Download paper

40. General Diagnostic Tests for Cross Section Dependence in Panels. (2004). Pesaran, M.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp1240.

    Full description at Econpapers || Download paper

41. Random Coefficient Panel Data Models. (2004). Pesaran, M ; hsiao, cheng.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp1236.

    Full description at Econpapers || Download paper

42. Gravity Models of the Intra-EU Trade: Application of the Hausman-Taylor Estimation in Heterogeneous Panels with Common Time-specific Factors. (2004). shin, yongcheol ; Serlenga, Laura.
    In: ESE Discussion Papers.
    RePEc:edn:esedps:105.

    Full description at Econpapers || Download paper

43. Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure. (2004). Pesaran, M.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1331.

    Full description at Econpapers || Download paper

44. Random Coefficient Panel Data Models. (2004). Pesaran, M ; hsiao, cheng.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1233.

    Full description at Econpapers || Download paper

45. General Diagnostic Tests for Cross Section Dependence in Panels. (2004). Pesaran, M.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1229.

    Full description at Econpapers || Download paper

46. ‘General Diagnostic Tests for Cross Section Dependence in Panels’. (2004). Pesaran, M.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0435.

    Full description at Econpapers || Download paper

47. ‘Random Coefficient Panel Data Models’. (2004). Pesaran, M ; hsiao, cheng.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0434.

    Full description at Econpapers || Download paper

48. Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence. (2003). Pesaran, M.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_869.

    Full description at Econpapers || Download paper

49. Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence. (2003). Pesaran, M.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0305.

    Full description at Econpapers || Download paper

50. Consistent estimation of discrete-choice models for panel data with multiplicative effects. (2002). Thomas, Alban.
    In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
    RePEc:cpd:pd2002:d6-2.

    Full description at Econpapers || Download paper

Report date: 2025-02-27 04:24:34 || Missing content? Let us know