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Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
16 references·16 citing·41 second hopsampled
Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects (2015)Linear Regression for Panel With Unknown …Split-panel Jackknife Estimation of Fixed-effect Models (2015)Split-panel Jackknife Estimat…Asymptotics of the principal components estimator of large factor models with weakly influential factors (2012)Asymptotics of the principal …Weak and strong cross‐section dependence and estimation of large panels (2011)Weak and strong cross‐section…Panel Data Models With Interactive Fixed Effects (2009)Panel Data Models With Intera…Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Estimation and Inference in L…Did Unilateral Divorce Laws Raise Divorce Rates? A Reconciliation and New Results (2006)Did Unilateral Divorce Laws R…Forecasting Using Principal Components From a Large Number of Predictors (2002)Forecasting Using Principal C…Determining the Number of Factors in Approximate Factor Models (2002)Determining the Number of Fac…Marriage and Divorce (2001)Marriage and DivorceDivorce-Law Changes, Household Bargaining, and Married Women's Labor Supply (1998)Divorce-Law Changes, Househol…Did Unilateral Divorce Raise Divorce Rates? Evidence from Panel Data (1998)Did Unilateral Divorce Raise …Marriage and Divorce: Reply (1992)Marriage and Divorce: ReplyMarriage and divorce: comment. (1992)Marriage and divorce: comment.Estimating Vector Autoregressions with Panel Data (1988)Estimating Vector Autoregress…Marriage and divorce: informational constraints and private contracting (1986)Marriage and divorce: informa…Biases in Dynamic Models with Fixed Effects (1981)Biases in Dynamic Models with…A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors (2021)A Bias-Corrected CD Test for …Nonlinear factor models for network and panel data (2020)Nonlinear factor models for n…Misallocation in the Market for Inputs: Enforcement and the Organization of Production* (2020)Misallocation in the Market f…Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure (2020)Instrumental variable estimat…A diagnostic Criterion for approximate factor structure (2019)A diagnostic Criterion for ap…Spatial dynamic panel data models with interactive fixed effects (2017)Spatial dynamic panel data mo…Non-parametric Panel Data Models with Interactive Fixed Effects (2017)Non-parametric Panel Data Mod…Knowing Factors or Factor Loadings, or Neither? Evaluating Estimators of Large Covariance Matrices with Noisy and Asynchronous Data (2017)Knowing Factors or Factor Loa…Court-Ordered Finance Reforms in the Adequacy Era: Heterogeneous Causal Effects and Sensitivity (2017)Court-Ordered Finance Reforms…Identification and estimation of a large factor model with structural instability (2016)Identification and estimation…Econometric Analysis of Large Factor Models (2016)Econometric Analysis of Large…Shrinkage estimation of dynamic panel data models with interactive fixed effects (2015)Shrinkage estimation of dynam…Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks (2015)Panel Data Models With Intera…DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS (2015)DYNAMIC LINEAR PANEL REGRESSI…TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS (2013)TESTING HOMOGENEITY IN PANEL …DIVORCE LAW REFORMS AND DIVORCE RATES IN THE USA: AN INTERACTIVE FIXED‐EFFECTS APPROACH (2013)DIVORCE LAW REFORMS AND DIVOR…An Economic Analysis of Marital Instability (1977)Bargaining in the Shadow of the Law: The Case of Divorce (1979)A Treatise on the Family (1991)Incentive Effects of the U.S. Welfare System: A Review (1992)Marriage Market, Divorce Legislation, and Household Labor Supply (2002)Explaining Changes in Female Labor Supply in a Life-Cycle Model (2008)Bargaining in the Shadow of the Law: Divorce Laws and Family Distress (2006)The Quiet Revolution That Transformed Women's Employment, Education, and Family (2006)The Changing of the Boards: The Impact on Firm Valuation of Mandated Female Board Representation * (2012)American Economic Review (2019)Tests for Unit Roots: A Monte Carlo Investigation (1989)Forecasting inflation (1999)Inferential Theory for Factor Models of Large Dimensions (2003)A PANIC Attack on Unit Roots and Cointegration (2004)Macroeconomic Forecasting Using Diffusion Indexes (2002)Measuring Uncertainty (2015)Specification Tests in Econometrics (1978)Common risk factors in the returns on stocks and bonds (1993)Cross-section dependence in nonstationary panel models: a novel estimator (2009)A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model (2012)Dynamic panels with threshold effect and endogeneity (2016)Econometric Analysis of Panel Data (2021)The arbitrage theory of capital asset pricing (1976)Spatial Econometrics: Methods and Models (1988)A simple panel unit root test in the presence of cross‐section dependence (2007)PRODUCTIVITY ANALYSIS IN GLOBAL MANUFACTURING PRODUCTION (2010)Estimating Panel Time-Series Models with Heterogeneous Slopes (2012)Public debt and growth: Heterogeneity and non-linearity (2015)Estimating long-run relationships from dynamic heterogeneous panels (1995)General Diagnostic Tests for Cross Section Dependence in Panels (2004)Testing slope homogeneity in large panels (2007)General diagnostic tests for cross-sectional dependence in panels (2020)Earnings Losses of Displaced Workers (1992)Identifying the Effect of Unemployment on Crime (2001)Why Have Women Become Left-Wing? 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References

  • 1981Biases in Dynamic Models with Fixed Effects8,724 cited
  • 2006Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure5,067 cited
  • 1988Estimating Vector Autoregressions with Panel Data4,242 cited
  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 2002Forecasting Using Principal Components From a Large Number of Predictors2,990 cited
  • 2009Panel Data Models With Interactive Fixed Effects1,685 cited
  • 2006Did Unilateral Divorce Laws Raise Divorce Rates? A Reconciliation and New Results950 cited
  • 2011Weak and strong cross‐section dependence and estimation of large panels691 cited
  • 1998Did Unilateral Divorce Raise Divorce Rates? Evidence from Panel Data514 cited
  • 1986Marriage and divorce: informational constraints and private contracting448 cited
  • 2015Split-panel Jackknife Estimation of Fixed-effect Models422 cited
  • 2012Asymptotics of the principal components estimator of large factor models with weakly influential factors315 cited
  • 1998Divorce-Law Changes, Household Bargaining, and Married Women's Labor Supply259 cited
  • 2001Marriage and Divorce171 cited
  • 1992Marriage and divorce: comment.

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154 cited
  • 1992Marriage and Divorce: Reply109 cited
  • Cited by

    • 2015DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS190 cited
    • 2021A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors167 cited
    • 2020Misallocation in the Market for Inputs: Enforcement and the Organization of Production*157 cited
    • 2017Spatial dynamic panel data models with interactive fixed effects128 cited
    • 2013TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS127 cited
    • 2015Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks110 cited
    • 2017Court-Ordered Finance Reforms in the Adequacy Era: Heterogeneous Causal Effects and Sensitivity107 cited
    • 2020Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure95 cited
    • 2019A diagnostic Criterion for approximate factor structure92 cited
    • 2015Shrinkage estimation of dynamic panel data models with interactive fixed effects92 cited
    • 2016Econometric Analysis of Large Factor Models88 cited
    • 2020Nonlinear factor models for network and panel data85 cited
    • 2017Non-parametric Panel Data Models with Interactive Fixed Effects79 cited
    • 2013DIVORCE LAW REFORMS AND DIVORCE RATES IN THE USA: AN INTERACTIVE FIXED‐EFFECTS APPROACH73 cited
    • 2016Identification and estimation of a large factor model with structural instability54 cited
    • 2017Knowing Factors or Factor Loadings, or Neither? Evaluating Estimators of Large Covariance Matrices with Noisy and Asynchronous Data53 cited