GMM Estimation for High–Dimensional Panel Data Models
Author:
Publisher
Elsevier BV
Subject
General Earth and Planetary Sciences,General Environmental Science
Reference29 articles.
1. Clustering huge number of financial time series: A panel data approach with high-dimensional predictors and factor structures;T References Ando;Journal of the American Statistical Association,2017
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3. Panel data models with interactive fixed effects;J Bai;Econometrica,2009
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