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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.

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Cited: 31

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Cites: 69

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  4. Optimal Estimation Methodologies for Panel Data Regression Models. (2023). Katsouris, Christis.
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  5. A Simple Bootstrap Method for Panel Data Inferences. (2022). Yan, Yayi ; Peng, Bin ; Gao, Jiti.
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  6. An incidental parameters free inference approach for panels with common shocks. (2022). Sarafidis, Vasilis ; Juodis, Artras.
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  8. A Simple Bootstrap Method for Panel Data Inferences. (2022). GAO, Jiti ; Yan, Yayi ; Peng, Bin.
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  16. The motivational factors of business venturing: Opportunity versus necessity? A gendered perspective on European countries. (2020). Jafari-Sadeghi, Vahid.
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  17. Inference for heterogeneous effects using low-rank estimations. (2019). Chernozhukov, Victor ; Liao, Yuan ; Hansen, Christian.
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  19. Non-separable models with high-dimensional data. (2019). Su, Liangjun ; Ura, Takuya ; Zhang, Yichong.
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  20. Semi-parametric single-index panel data models with interactive fixed effects: Theory and practice. (2019). Su, Liangjun ; Peng, Bin ; Feng, Guohua ; Yang, Thomas Tao.
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  21. An Integrated Panel Data Approach to Modelling Economic Growth. (2019). GAO, Jiti ; Peng, Bin ; Feng, Guohua.
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  22. Inference on a semiparametric model with global power law and local nonparametric trends. (2018). LINTON, OLIVER ; GAO, Jiti ; Peng, Bin.
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  23. Identifying latent grouped patterns in panel data models with interactive fixed effects. (2018). Su, Liangjun.
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  24. Inference on a Semiparametric Model with Global Power Law and Local Nonparametric Trends. (2017). LINTON, OLIVER ; GAO, Jiti ; Peng, Bin.
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  25. Inferences in panel data with interactive effects using large covariance matrices. (2017). Bai, Jushan ; Liao, Yuan.
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  26. On time-varying factor models: Estimation and testing. (2017). Su, Liangjun ; Wang, Xia.
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  27. A martingale-difference-divergence-based test for specification. (2017). Su, Liangjun ; Zheng, Xin.
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  28. Consistent model specification tests based on k-nearest-neighbor estimation method. (2016). Li, Hongjun ; Liu, Ruixuan.
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  29. Shrinkage estimation of dynamic panel data models with interactive fixed effects. (2016). Su, Liangjun ; Lu, Xun.
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  30. A practical test for strict exogeneity in linear panel data models with fixed effects. (2016). Su, Liangjun ; Wei, Jie ; Zhang, Yonghui.
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    RePEc:eee:econom:v:142:y:2008:i:1:p:449-466.

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  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.

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  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.

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  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.

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  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.

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  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.

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  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.

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  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.

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  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.

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  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.

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  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.

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

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

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  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.

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  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.

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

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

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

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

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

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  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.

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  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.

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