Cover Image

Estimation of Heterogeneous Panel Data Models With Mixed Sampling Frequencies

Fuente: Wiley Open Access

Saved in:

Bibliographic Details
Main Authors:	Haoran Li, Haoyang Li, Naifu Xiao, Yimin Yang
Format:	Artículo Open Access
Published:	Wiley 2026
Subjects:	Journal of Applied Econometrics
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Estimating Interaction Effects With Panel Data
by: Chris Muris, et al.
Published: (2026)

Prediction Intervals of Panel Data Approach for Programme Evaluation
by: Hongyi Jiang, et al.
Published: (2025)

A Random Forest–Based Panel Data Approach for Program Evaluation
by: Guannan Liu, et al.
Published: (2025)

Count Data Models With Heterogeneous Peer Effects Under Rational Expectations
by: Aristide Houndetoungan
Published: (2026)

Tracking Economic Activity With Alternative High‐Frequency Data
by: Florian Eckert, et al.
Published: (2025)

Correction to “Heterogeneity and Dynamics in Network Models”
Published: (2025)

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

Production Function Estimation With Resource Misallocation
by: Shigang Li, et al.
Published: (2026)

Finite‐Sample Identification‐Robust Inference for Nonlinear DSGE Models
by: Lynda Khalaf, et al.
Published: (2025)

Joint Estimation and Bandwidth Selection in Partially Parametric Models
by: Daniel J. Henderson, et al.
Published: (2026)

Quantile‐Based Test for Heterogeneous Treatment Effects
by: EunYi Chung, et al.
Published: (2024)

High‐Frequency Instruments With Time‐Varying Reliability: Understanding Identification in Macroeconomics
by: Pooyan Amir‐Ahmadi, et al.
Published: (2026)

Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment
by: Laura Capera Romero, et al.
Published: (2026)

Estimating separable matching models
by: Alfred Galichon, et al.
Published: (2024)

Estimating Macroeconomic News and Surprise Shocks
by: Lutz Kilian, et al.
Published: (2026)

The PCDID Approach to Treatment Effects Estimation: A Further Investigation
by: Tilman Bretschneider, et al.
Published: (2025)

Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity
by: Michael Bates, et al.
Published: (2024)

Spread Regression, Skewness Regression, and Kurtosis Regression With an Application to the US Wage Structure
by: Qiang Chen, et al.
Published: (2025)

Bayesian Model Averaging in Causal Instrumental Variable Models
by: Gregor Steiner, et al.
Published: (2026)

Informing DSGE Models Through Dynamic Factor Models
by: Mario Forni, et al.
Published: (2025)

Model Averaging and Double Machine Learning
by: Achim Ahrens, et al.
Published: (2025)

Correlated Errors Challenge Vulnerable Growth
by: Wei Long, et al.
Published: (2025)

The Conventional Impulse Response Prior in VAR Models With Sign Restrictions
by: Atsushi Inoue, et al.
Published: (2026)

From Reactive to Proactive Volatility Modeling With Hemisphere Neural Networks
by: Philippe Goulet Coulombe, et al.
Published: (2026)

A Consistent Heteroskedasticity‐Robust LM‐Type Specification Test for Semiparametric Models
by: Ivan Korolev
Published: (2026)

Tests for equal forecast accuracy under heteroskedasticity
by: David I. Harvey, et al.
Published: (2024)

Mandatory seatbelt laws and traffic fatalities: A reassessment
by: D. Mark Anderson, et al.
Published: (2024)

High Dimensional Discrete Choice Models With Interactive Fixed Effects Applied to Causal Inference
by: Ye Chen, et al.
Published: (2025)

Spatial Polarization. A Replication Study of Cerina et al. (The Economic Journal, 2023)
by: Noah Arman Kouchekinia, et al.
Published: (2026)

Issue Information
Published: (2026)

Joint Inference for the Regression Discontinuity Effect and Its External Validity
by: Yuta Okamoto
Published: (2026)

Robust Tests of Forecast Accuracy for Factor‐Augmented Regressions With an Application to the Novel EA‐MD‐QD Dataset
by: Alessandro Morico, et al.
Published: (2026)

Beyond Truth‐Telling: A Replication Study on School Choice
by: Tommy Andersson, et al.
Published: (2026)

Issue Information
Published: (2026)

Forecasting Related Time Series
by: Ulrich K. Müller, et al.
Published: (2026)

Monetary Policy Shocks and Exchange Rate Dynamics in Small Open Economies
by: Madison Terrell, et al.
Published: (2026)

The Effects of Parental Income and Family Structure on Intergenerational Mobility: A Trajectories‐Based Approach
by: Yoosoon Chang, et al.
Published: (2026)

Regularization of Synthetic Controls for Policy Evaluation
by: Yi‐Ting Chen
Published: (2026)

Nonparametric Identification of Incomplete Information Discrete Games With Non‐Equilibrium Behaviors
by: Erhao Xie
Published: (2026)

Issue Information
Published: (2026)