Image de couverture de livre

Bootstraps for Dynamic Panel Threshold Models

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Gong, Woosik, Seo, Myung Hwan
Format:	Preprint
Publié:	2022
Sujets:	Econometrics
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Regression Discontinuity Design with Potentially Many Covariates
par: Arai, Yoichi, et autres
Publié: (2021)

What Impulse Response Do Instrumental Variables Identify?
par: Koo, Bonsoo, et autres
Publié: (2022)

Partitioned Wild Bootstrap for Panel Data Quantile Regression
par: Galvao, Antonio F., et autres
Publié: (2025)

Bootstrap Inference in Nonlinear Panel Data Models with Interactive Fixed Effects
par: Xu, Haoyuan, et autres
Publié: (2026)

Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic
par: Chen, Xiaohong, et autres
Publié: (2020)

Threshold Regression in Heterogeneous Panel Data with Interactive Fixed Effects
par: Barassi, Marco, et autres
Publié: (2023)

Dynamic Ordered Panel Logit Models
par: Honoré, Bo E., et autres
Publié: (2021)

SLIM: Stochastic Learning and Inference in Overidentified Models
par: Chen, Xiaohong, et autres
Publié: (2025)

Semiparametric Estimation of Dynamic Binary Choice Panel Data Models
par: Ouyang, Fu, et autres
Publié: (2022)

Dynamic Linear Panel Regression Models with Interactive Fixed Effects
par: Moon, Hyungsik Roger, et autres
Publié: (2026)

Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models
par: Chernozhukov, Victor, et autres
Publié: (2024)

Identification in Nonlinear Dynamic Panel Models under Partial Stationarity
par: Gao, Wayne Yuan, et autres
Publié: (2023)

Optimal break tests for large linear time series models
par: Gupta, Abhimanyu, et autres
Publié: (2025)

IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects
par: Chen, Jia, et autres
Publié: (2025)

Heterogeneous Treatment Effects via Linear Dynamic Panel Data Models
par: Marx, Philip, et autres
Publié: (2024)

Identification of Dynamic Panel Logit Models with Fixed Effects
par: Dobronyi, Christopher, et autres
Publié: (2021)

Back to Feedback: Dynamics and Heterogeneity in Panel Data
par: Bonhomme, Stephane
Publié: (2025)

Dynamic Biases of Static Panel Data Estimators
par: Klosin, Sylvia
Publié: (2024)

Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes
par: Fernandez-Val, Ivan, et autres
Publié: (2022)

Sufficient Statistics for Markovian Feedback Processes and Unobserved Heterogeneity in Dynamic Panel Logit Models
par: Shin, Sukgyu
Publié: (2025)

The Local Projection Residual Bootstrap for AR(1) Models
par: Velez, Amilcar
Publié: (2023)

Debiased Inference for Dynamic Nonlinear Panels with Multi-dimensional Heterogeneities
par: Leng, Xuan, et autres
Publié: (2023)

Heterogeneous Autoregressions in Short T Panel Data Models
par: Pesaran, M. Hashem, et autres
Publié: (2023)

A New Bayesian Bootstrap for Quantitative Trade and Spatial Models
par: Sanders, Bas
Publié: (2025)

Local Projections Bootstrap Inference
par: Gadea, María Dolores, et autres
Publié: (2025)

Panel Stochastic Frontier Models with Latent Group Structures
par: Tomioka, Kazuki, et autres
Publié: (2024)

Estimation of Panel Data Models with Nonlinear Factor Structure
par: Maschmann, Christina, et autres
Publié: (2025)

Low-Rank Estimation of Nonlinear Panel Data Models
par: Yao, Kan
Publié: (2025)

Estimation and Inference for Three-Dimensional Panel Data Models
par: Feng, Guohua, et autres
Publié: (2024)

Minimum Distance Estimation of Quantile Panel Data Models
par: Melly, Blaise, et autres
Publié: (2025)

Causal Models for Longitudinal and Panel Data: A Survey
par: Arkhangelsky, Dmitry, et autres
Publié: (2023)

Correlated Random Coefficient Distributions in Linear Panel Models
par: Botosaru, Irene, et autres
Publié: (2026)

Moderating the Mediation Bootstrap for Causal Inference
par: van Garderen, Kees Jan, et autres
Publié: (2024)

Model Selection in Panel Data Models: A Generalization of the Vuong Test
par: Hahn, Jinyong, et autres
Publié: (2026)

Inference in Unbalanced Panel Data Models with Interactive Fixed Effects
par: Czarnowske, Daniel, et autres
Publié: (2020)

Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity
par: Moon, Hyungsik Roger, et autres
Publié: (2023)

Robust Estimation and Inference for High-Dimensional Panel Data Models
par: Gao, Jiti, et autres
Publié: (2024)

Interactive Effects Panel Data Models with General Factors and Regressors
par: Peng, Bin, et autres
Publié: (2021)

Approximate Operator Inversion for Average Effects in Nonlinear Panel Models
par: Beyhum, Jad, et autres
Publié: (2026)

Fixed-b Asymptotics for Panel Models with Two-Way Clustering
par: Chen, Kaicheng, et autres
Publié: (2023)