:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Author:	Heiniger, Sandro
Format:	Preprint
Published:	2024
Subjects:	Econometrics
Online Access:	https://arxiv.org/abs/2402.01069
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

The causal interpretation of panel vector autoregressions
by: Pala, Raimondo
Published: (2025)

Double machine learning for causal inference in a multivariate sample selection model
by: Dolgikh, Sofiia, et al.
Published: (2025)

Efficiency of QMLE for dynamic panel data models with interactive effects
by: Bai, Jushan
Published: (2023)

Inference on panel data models with a generalized factor structure
by: Rodriguez-Poo, Juan M., et al.
Published: (2025)

Heterogeneous autoregressions in short T panel data models
by: M. Hashem Pesaran, et al.
Published: (2024)

Latent group structure in linear panel data models with endogenous regressors
by: Choi, Junho, et al.
Published: (2024)

Inference in dynamic models for panel data using the moving block bootstrap
by: Higgins, Ayden, et al.
Published: (2025)

Binary choice logit models with general fixed effects for panel and network data
by: Dano, Kevin, et al.
Published: (2025)

Global identification of dynamic panel models with interactive effects
by: Bai, Jushan, et al.
Published: (2025)

Recovering latent linkage structures and spillover effects with structural breaks in panel data models
by: Okui, Ryo, et al.
Published: (2025)

A flexible stochastic production frontier model with panel data
by: Taining Wang, et al.
Published: (2024)

A projection based approach for interactive fixed effects panel data models
by: Keilbar, Georg, et al.
Published: (2022)

The Output Convergence Debate Revisited: Lessons from recent developments in the analysis of panel data models
by: Pesaran, M Hashem, et al.
Published: (2026)

Raking for estimation and inference in panel models with nonignorable attrition and refreshment
by: Franguridi, Grigory, et al.
Published: (2025)

Inference on many jumps in nonparametric panel regression models
by: Chen, Likai, et al.
Published: (2023)

Marginal homogeneity tests with panel data
by: Bugni, Federico, et al.
Published: (2024)

Estimating interaction effects with panel data
by: Muris, Chris, et al.
Published: (2022)

Credible causal inference beyond toy models
by: Bastías, Pablo Geraldo
Published: (2024)

Estimating unrestricted spatial interdependence in panel spatial autoregressive models with latent common factors
by: Gefang, Deborah, et al.
Published: (2025)

Functional effects models: Accounting for preference heterogeneity in panel data with machine learning
by: Salvadé, Nicolas, et al.
Published: (2025)

Root-n-consistent Conditional ML estimation of dynamic panel logit models with fixed effects
by: Kruiniger, Hugo
Published: (2021)

Model selection confidence sets for time series models with applications to electricity load data
by: De Bortoli, Piersilvio, et al.
Published: (2026)

Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data
by: Christensen, Kim, et al.
Published: (2026)

Forecasting with panel data: Estimation uncertainty versus parameter heterogeneity
by: Pesaran, M. Hashem, et al.
Published: (2024)

Learning control variables and instruments for causal analysis in observational data
by: Apfel, Nicolas, et al.
Published: (2024)

Dynamic causal inference with time series data
by: Schaffe-Odeleye, Tanique, et al.
Published: (2026)

Locally robust semiparametric estimation of sample selection models without exclusion restrictions
by: Pan, Zhewen, et al.
Published: (2024)

Survey calibration for causal inference: a simple method to balance covariate distributions
by: Beręsewicz, Maciej
Published: (2023)

From rotational to scalar invariance: Enhancing identifiability in score-driven factor models
by: Buccheri, Giuseppe, et al.
Published: (2024)

Is completeness necessary? Estimation in nonidentified linear models
by: Babii, Andrii, et al.
Published: (2017)

The continuous-time limit of quasi score-driven volatility models
by: Wu, Yinhao, et al.
Published: (2024)

Closed-form estimation and inference for panels with attrition and refreshment samples
by: Franguridi, Grigory, et al.
Published: (2024)

Estimation of large approximate dynamic matrix factor models based on the EM algorithm and Kalman filtering
by: Barigozzi, Matteo, et al.
Published: (2025)

When are time series predictions causal? The potential system and dynamic causal effects
by: Carlson, Jacob, et al.
Published: (2026)

Identification and estimation for matrix time series CP-factor models
by: Chang, Jinyuan, et al.
Published: (2024)

Distilling interpretable causal trees from causal forests
by: Rehill, Patrick
Published: (2024)

Comparative analysis of Mixed-Data Sampling (MIDAS) model compared to Lag-Llama model for inflation nowcasting
by: Bahelka, Adam, et al.
Published: (2024)

Identifying causal effects with subjective ordinal outcomes
by: Goff, Leonard
Published: (2022)

Tests of exogeneity in duration models with censored data
by: Crommen, Gilles, et al.
Published: (2025)

Panel data models with randomly generated groups
by: Florens, Jean-Pierre, et al.
Published: (2025)