Binary response models for heterogeneous panel data with interactive fixed effects-Reference-Cited by-同舟云学术

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Binary response models for heterogeneous panel data with interactive fixed effects

Published:2023-08 Issue:2 Volume:235 Page:1654-1679
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Gao Jiti,Liu Fei,Peng Bin,Yan Yayi

Funder

National Natural Science Foundation of China National Outstanding Youth Science Fund Project

Australian Research Council

Fundamental Research Funds for the Central Universities

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference54 articles.

1. Eigenvalue ratio test for the number of factors;Ahn;Econometrica,2013

2. Financial ratios, discriminant analysis and the prediction of corporate bankruptcy;Altman;J. Finance,1968

3. Clustering huge number of financial time series: A panel data approach with high-dimensional predictors and factor structures;Ando;J. Amer. Statist. Assoc.,2017

4. Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity;Ando;J. Amer. Statist. Assoc.,2020

5. A spatial panel quantile model with unobserved heterogeneity;Ando;J. Econometrics,2023

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1. One Factor to Bind the Cross-Section of Returns;SSRN Electronic Journal;2024

2. One Factor to Bind the Cross-Section of Returns;SSRN Electronic Journal;2024

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