Analysis of Multiple Long-Run Relations in Panel Data Models
Fuente:
arXiv
Saved in:
| Main Authors: | Chudik, Alexander, Pesaran, M. Hashem, Smith, Ron P. |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Variable Selection in High Dimensional Linear Regressions with Parameter Instability
by: Chudik, Alexander, et al.
Published: (2023)
by: Chudik, Alexander, et al.
Published: (2023)
Heterogeneous Autoregressions in Short T Panel Data Models
by: Pesaran, M. Hashem, et al.
Published: (2023)
by: Pesaran, M. Hashem, et al.
Published: (2023)
The Output Convergence Debate Revisited: Lessons from recent developments in the analysis of panel data models
by: Pesaran, M Hashem, et al.
Published: (2026)
by: Pesaran, M Hashem, et al.
Published: (2026)
High-dimensional forecasting with known knowns and known unknowns
by: Pesaran, M. Hashem, et al.
Published: (2024)
by: Pesaran, M. Hashem, et al.
Published: (2024)
Identifying and exploiting alpha in linear asset pricing models with strong, semi-strong, and latent factors
by: Pesaran, M. Hashem, et al.
Published: (2024)
by: Pesaran, M. Hashem, et al.
Published: (2024)
Estimation of Average Effects in Short $T$ Heterogeneous Panels
by: Pesaran, M. Hashem, et al.
Published: (2023)
by: Pesaran, M. Hashem, et al.
Published: (2023)
How to Detect Network Dependence in Latent Factor Models? A Bias-Corrected CD Test
by: Pesaran, M. Hashem, et al.
Published: (2021)
by: Pesaran, M. Hashem, et al.
Published: (2021)
Heterogeneous autoregressions in short T panel data models
by: M. Hashem Pesaran, et al.
Published: (2024)
by: M. Hashem Pesaran, et al.
Published: (2024)
Forecasting with panel data: Estimation uncertainty versus parameter heterogeneity
by: Pesaran, M. Hashem, et al.
Published: (2024)
by: Pesaran, M. Hashem, et al.
Published: (2024)
Estimating Long Run Welfare Outcome in Rotating Panel with Grouped Fixed Effects: Application to Poverty Dynamics in Peru
by: Zhao, Hongdi, et al.
Published: (2026)
by: Zhao, Hongdi, et al.
Published: (2026)
Estimating Variances for Causal Panel Data Estimators
by: Almeida, Alexander, et al.
Published: (2025)
by: Almeida, Alexander, et al.
Published: (2025)
Robust Analysis of Short Panels
by: Chesher, Andrew, et al.
Published: (2024)
by: Chesher, Andrew, et al.
Published: (2024)
Estimation of Panel Data Models with Nonlinear Factor Structure
by: Maschmann, Christina, et al.
Published: (2025)
by: Maschmann, Christina, et al.
Published: (2025)
Low-Rank Estimation of Nonlinear Panel Data Models
by: Yao, Kan
Published: (2025)
by: Yao, Kan
Published: (2025)
Minimum Distance Estimation of Quantile Panel Data Models
by: Melly, Blaise, et al.
Published: (2025)
by: Melly, Blaise, et al.
Published: (2025)
Estimation and Inference for Three-Dimensional Panel Data Models
by: Feng, Guohua, et al.
Published: (2024)
by: Feng, Guohua, et al.
Published: (2024)
Causal Models for Longitudinal and Panel Data: A Survey
by: Arkhangelsky, Dmitry, et al.
Published: (2023)
by: Arkhangelsky, Dmitry, et al.
Published: (2023)
Slow Movers in Panel Data
by: Sasaki, Yuya, et al.
Published: (2021)
by: Sasaki, Yuya, et al.
Published: (2021)
Model Selection in Panel Data Models: A Generalization of the Vuong Test
by: Hahn, Jinyong, et al.
Published: (2026)
by: Hahn, Jinyong, et al.
Published: (2026)
Inference in Unbalanced Panel Data Models with Interactive Fixed Effects
by: Czarnowske, Daniel, et al.
Published: (2020)
by: Czarnowske, Daniel, et al.
Published: (2020)
Robust Estimation and Inference for High-Dimensional Panel Data Models
by: Gao, Jiti, et al.
Published: (2024)
by: Gao, Jiti, et al.
Published: (2024)
Interactive Effects Panel Data Models with General Factors and Regressors
by: Peng, Bin, et al.
Published: (2021)
by: Peng, Bin, et al.
Published: (2021)
IV Estimation of Panel Data Tobit Models with Normal Errors
by: Honore, Bo E.
Published: (2024)
by: Honore, Bo E.
Published: (2024)
Bounds on Average Effects in Discrete Choice Panel Data Models
by: Pakel, Cavit, et al.
Published: (2023)
by: Pakel, Cavit, et al.
Published: (2023)
Semiparametric Estimation of Dynamic Binary Choice Panel Data Models
by: Ouyang, Fu, et al.
Published: (2022)
by: Ouyang, Fu, et al.
Published: (2022)
Functional Network Autoregressive Models for Panel Data
by: Ando, Tomohiro, et al.
Published: (2025)
by: Ando, Tomohiro, et al.
Published: (2025)
Heterogeneous Grouping Structures in Panel Data
by: Chrysikou, Katerina, et al.
Published: (2024)
by: Chrysikou, Katerina, et al.
Published: (2024)
Estimation of Latent Group Structures in Time-Varying Panel Data Models
by: Haimerl, Paul, et al.
Published: (2025)
by: Haimerl, Paul, et al.
Published: (2025)
Revisiting Panel Data Discrete Choice Models with Lagged Dependent Variables
by: Dobronyi, Christopher R., et al.
Published: (2023)
by: Dobronyi, Christopher R., et al.
Published: (2023)
Heterogeneous Treatment Effects via Linear Dynamic Panel Data Models
by: Marx, Philip, et al.
Published: (2024)
by: Marx, Philip, et al.
Published: (2024)
Moment Restrictions for Nonlinear Panel Data Models with Feedback
by: Bonhomme, Stéphane, et al.
Published: (2025)
by: Bonhomme, Stéphane, et al.
Published: (2025)
Back to Feedback: Dynamics and Heterogeneity in Panel Data
by: Bonhomme, Stephane
Published: (2025)
by: Bonhomme, Stephane
Published: (2025)
Panel Data Unit Root testing: Overview
by: Skrobotov, Anton
Published: (2024)
by: Skrobotov, Anton
Published: (2024)
Dynamic Biases of Static Panel Data Estimators
by: Klosin, Sylvia
Published: (2024)
by: Klosin, Sylvia
Published: (2024)
On the (Mis)Use of Machine Learning with Panel Data
by: Cerqua, Augusto, et al.
Published: (2024)
by: Cerqua, Augusto, et al.
Published: (2024)
Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects
by: Ruecker, Maximilian, et al.
Published: (2022)
by: Ruecker, Maximilian, et al.
Published: (2022)
Correcting Nonresponse Bias Using Panel Data on Data Requests and Responses
by: Harris, Clint, et al.
Published: (2024)
by: Harris, Clint, et al.
Published: (2024)
Panel Data Estimation and Inference: Homogeneity versus Heterogeneity
by: Gao, Jiti, et al.
Published: (2025)
by: Gao, Jiti, et al.
Published: (2025)
Partitioned Wild Bootstrap for Panel Data Quantile Regression
by: Galvao, Antonio F., et al.
Published: (2025)
by: Galvao, Antonio F., et al.
Published: (2025)
Estimating the Intensive Margin Effect in Panel Data Settings
by: Viviens, Javier
Published: (2025)
by: Viviens, Javier
Published: (2025)
Similar Items
-
Variable Selection in High Dimensional Linear Regressions with Parameter Instability
by: Chudik, Alexander, et al.
Published: (2023) -
Heterogeneous Autoregressions in Short T Panel Data Models
by: Pesaran, M. Hashem, et al.
Published: (2023) -
The Output Convergence Debate Revisited: Lessons from recent developments in the analysis of panel data models
by: Pesaran, M Hashem, et al.
Published: (2026) -
High-dimensional forecasting with known knowns and known unknowns
by: Pesaran, M. Hashem, et al.
Published: (2024) -
Identifying and exploiting alpha in linear asset pricing models with strong, semi-strong, and latent factors
by: Pesaran, M. Hashem, et al.
Published: (2024)