Model averaging estimation of panel data models with many instruments and boosting-Reference-Cited by-同舟云学术

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Model averaging estimation of panel data models with many instruments and boosting

Published:2022-08-25 Issue: Volume: Page:1-17
ISSN:0266-4763
Container-title:Journal of Applied Statistics
language:en
Short-container-title:Journal of Applied Statistics

Author:

Hao Hao¹,Huang Bai²,Lee Tae-hwy³

Affiliation:

1. Global Data, Insight & Analytics, Ford Motor Company, Dearborn, MI, USA

2. Department of Statistics and Mathematics, Central University of Finance and Economics, Beijing, People's Republic of China

3. Department of Economics, University of California, Riverside, CA, USA

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/02664763.2022.2114432

Reference28 articles.

1. S.C. Ahn and H.R. Moon, Large-N and large-T properties of panel data estimators and the hausman test, in Festschrift in Honor of Peter Schmidt, Springer, 2014, pp. 219–258.

2. Instrumental-Variable Estimation of an Error-Components Model

3. Panel Data Models With Interactive Fixed Effects

4. FURTHER EVIDENCE ON THE SPATIO-TEMPORAL MODEL OF HOUSE PRICES IN THE UNITED STATES

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