Regime switching panel data models with interactive fixed effects-Reference-Cited by-同舟云学术

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Regime switching panel data models with interactive fixed effects

Published:2019-04 Issue: Volume:177 Page:47-51
ISSN:0165-1765
Container-title:Economics Letters
language:en
Short-container-title:Economics Letters

Author:

Cheng Tingting,Gao Jiti,Yan Yayi

Funder

National Natural Science Foundation of China

MOE (Ministry of Education in China)

National Social Science Foundation of China

Australian Research Council

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference23 articles.

1. Inferential theory for factor models of large dimensions;Bai;Econometrica,2003

2. Panel data models with interactive fixed effects;Bai;Econometrica,2009

3. Statistical analysis of factor models of high dimension;Bai;Ann. Statist.,2012

4. Theory and methods of panel data models with interactive effects;Bai;Ann. Statist.,2014

5. Determining the number of factors in approximate factor models;Bai;Econometrica,2002

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1. An examination of herding behaviour of the Chinese mutual funds: A time-varying perspective;Pacific-Basin Finance Journal;2022-09

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