A semiparametric model for heterogeneous panel data with fixed effects-Reference-Cited by-同舟云学术

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A semiparametric model for heterogeneous panel data with fixed effects

Published:2015-10 Issue:2 Volume:188 Page:327-345
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Boneva Lena,Linton Oliver,Vogt Michael

Funder

Economic and Social Science Research Council

European Research Council for financial support (grant name: Namsefadg)

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference50 articles.

1. Heteroskedasticity and autocorrelation consistent covariance matrix estimation;Andrews;Econometrica,1991

2. A semiparametric model for unbalanced data with application to climate change in the United Kingdom;Atak;J. Econometrics,2011

3. Mostly Harmless Econometrics: An Empiricist’s Companion;Angrist,2009

4. Inferential theory for factor models of large dimension;Bai;Econometrica,2003

5. Estimating cross-section common stochastic trends in nonstationary panel data;Bai;J. Econometrics,2004

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