SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Asymptotic distribution of factor augmented estimators for panel regression · Study

ArticleShelves

ArticleAsymptotic distribution of factor augmented estimators for panel regression

Ryan Greenaway‐McGrevy2012

Article2012

Asymptotic distribution of factor augmented estimators for panel regression

Ryan Greenaway‐McGrevy · Chirok Han · Donggyu Sul

98 citations·0/0 files stored·Journal of Econometrics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Spatial and Panel Data Analysis Statistical Methods and Inference Advanced Statistical Methods and Models

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 98 citations exist upstream.

References

2006Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure 2002Determining the Number of Factors in Approximate Factor Models 2002Forecasting Using Principal Components From a Large Number of Predictors 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach 2003Inferential Theory for Factor Models of Large Dimensions 2009Panel Data Models With Interactive Fixed Effects 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach*2006Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions

Cited by

2015Shrinkage estimation of dynamic panel data models with interactive fixed effects 2014Dynamic Panel Analysis under Cross-Sectional Dependence 2019CCE in fixed‐ T panels 2014Specification test for panel data models with interactive fixed effects 2020On the robustness of the pooled CCE estimator

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2016Econometric Analysis of Large Factor Modelsreview · 9 shared references 2015DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTSarticle · 8 shared references 2014Detecting big structural breaks in large factor modelsarticle · 7 shared references 2014Theory and methods of panel data models with interactive effectsarticle · 7 shared references 2008Large Dimensional Factor Analysisarticle · 6 shared references 2016Time-Varying Risk Premium in Large Cross-Sectional Equity Data Setsarticle · 6 shared references

Details

Year2012

Typearticle

Published2012-01-21

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations98

Files0 public / 0

ShelfSpatial and Panel Data Analysis

Identifiers

doi10.1016/j.jeconom.2012.01.003

openalex_workW2034698389

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2020

Revisiting the location of FDI in China: A panel data approach with heterogeneous shocks

2020The comparative African regional economics of globalization in financial allocation efficiency: the pre-crisis era revisited

2012Exchange Rates as Exchange Rate Common Factors