References

• 1995Estimating long-run relationships from dynamic heterogeneous panels5,585 cited
• 2006Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure5,330 cited
• 2013Common Correlated Effects Estimation of Heterogenous Dynamic Panel Data Models with Weakly Exogenous Regressors2,671 cited
• 2009Panel Data Models With Interactive Fixed Effects1,685 cited
• 2006Panels with Nonstationary Multifactor Error Structures977 cited
• 2010Large panels with common factors and spatial correlation583 cited
• 2011Quantile regression for dynamic panel data with fixed effects424 cited
• 2010Robust penalized quantile regression estimation for panel data393 cited
• 2015Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects299 cited
• 2013Panel unit root tests in the presence of a multifactor error structure277 cited
• 2012Asymptotics for panel quantile regression models with individual effects236 cited
• 2015DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS190 cited
• 2012Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit159 cited
• 2021Quantile Factor Models128 cited
• 2016Nonlinear panel data estimation via quantile regressions