Grouped Patterns of Heterogeneity in Panel Data
Download full text from publisher
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Guner, Nezih & Kulikova, Yuliya & Llull, Joan, 2018.
"Marriage and health: Selection, protection, and assortative mating,"
European Economic Review,
Elsevier, vol. 104(C), pages 138-166.
- Nezih Guner & Yuliya Kulikova & Joan Llull, 2016. "Marriage and Health: Selection, Protection, and Assortative Mating," Working Papers wp2016_1612, CEMFI.
- Carlos Vladimir Rodríguez-Caballero, 2016. "Panel Data with Cross-Sectional Dependence Characterized by a Multi-Level Factor Structure," CREATES Research Papers 2016-31, Department of Economics and Business Economics, Aarhus University.
- repec:wly:hlthec:v:26:y:2017:i:9:p:1146-1161 is not listed on IDEAS
- Lisa Oberlander & Anne‐Célia Disdier & Fabrice Etilé, 2017.
"Globalisation and national trends in nutrition and health: A grouped fixed‐effects approach to intercountry heterogeneity,"
John Wiley & Sons, Ltd., vol. 26(9), pages 1146-1161, September.
- OberlÃ¤nder, L. & Disdier, A-C. & EtilÃ©, F., 2016. "Globalisation and national trends in nutrition and health - a grouped fixed effects approach to inter-country heterogeneity," Health, Econometrics and Data Group (HEDG) Working Papers 16/18, HEDG, c/o Department of Economics, University of York.
- Lisa Oberländer & Anne-Célia Disdier & Fabrice Etilé, 2017. "Globalisation and national trends in nutrition and health: A grouped fixed-effects approach to intercountry heterogeneity," Post-Print hal-01591335, HAL.
- Lisa Oberländer & Anne-Célia Disdier & Fabrice Etilé, 2017. "Globalisation and national trends in nutrition and health -a grouped fixed-effects approach to inter-country heterogeneity," PSE Working Papers halshs-01400829, HAL.
- Hansen, Christian & Liao, Yuan, 2016. "The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications," MPRA Paper 75313, University Library of Munich, Germany.
- Jiti Gao & Kai Xia, 2017. "Heterogeneous panel data models with cross-sectional dependence," Monash Econometrics and Business Statistics Working Papers 16/17, Monash University, Department of Econometrics and Business Statistics.
- Christian Hansen & Yuan Liao, 2016. "The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications," Papers 1611.09420, arXiv.org, revised Dec 2016.
- Ryo Okui & Takahide Yanagi, 2018. "Kernel Estimation for Panel Data with Heterogeneous Dynamics," Papers 1802.08825, arXiv.org, revised Mar 2018.
- repec:taf:gnstxx:v:29:y:2017:i:1:p:108-136 is not listed on IDEAS
- Ryo Okui & Takahide Yanagi, 2014. "Panel Data Analysis with Heterogeneous Dynamics," KIER Working Papers 906, Kyoto University, Institute of Economic Research.
- Bräuning, Falk & Koopman, Siem Jan, 2016.
"The dynamic factor network model with an application to global credit risk,"
16-13, Federal Reserve Bank of Boston.
- Falk Bräuning & Siem Jan Koopman, 2016. "The Dynamic Factor Network Model with an Application to Global Credit-Risk," Tinbergen Institute Discussion Papers 16-105/III, Tinbergen Institute.
- Ruiqi Liu & Anton Schick & Zuofeng Shang & Yonghui Zhang & Qiankun Zhou, 2018. "Identification and estimation in panel models with overspecified number of groups," Departmental Working Papers 2018-03, Department of Economics, Louisiana State University.
- Christian Hansen & Yuan Liao, 2016. "The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications," Departmental Working Papers 201610, Rutgers University, Department of Economics.
- Chu, Ba, 2017. "Composite Quasi-Maximum Likelihood Estimation of Dynamic Panels with Group-Specific Heterogeneity and Spatially Dependent Errors," MPRA Paper 79709, University Library of Munich, Germany.
- repec:eee:ecolec:v:142:y:2017:i:c:p:249-256 is not listed on IDEAS
- Francesco Bravo & Ba M. Chu & David T. Jacho-Chávez, 2017.
"Semiparametric estimation of moment condition models with weakly dependent data,"
Journal of Nonparametric Statistics,
Taylor & Francis Journals, vol. 29(1), pages 108-136, January.
- Bravo, Francesco & Chu, Ba & Jacho-Chavez, David, 2013. "Semiparametric estimation of moment condition models with weakly dependent data," MPRA Paper 79686, University Library of Munich, Germany, revised 2016.
- Bo Pieter Johannes Andree & Francisco Blasques & Eric Koomen, 2017. "Smooth Transition Spatial Autoregressive Models," Tinbergen Institute Discussion Papers 17-050/III, Tinbergen Institute.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wly:emetrp:v:83:y:2015:i:3:p:1147-1184. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley Content Delivery) or (Christopher F. Baum). General contact details of provider: http://edirc.repec.org/data/essssea.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.