DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS

Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects

(2015) Hyungsik Roger Moon et al.   ECONOMETRICA

Weak and strong cross-section dependence and estimation of large panels

(2011) Alexander Chudik et al.   Econometrics Journal

BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS

(2011) Jinyong Hahn et al.   ECONOMETRIC THEORY

Large panels with common factors and spatial correlation

(2010) M. Hashem Pesaran et al.   JOURNAL OF ECONOMETRICS

Panels with non-stationary multifactor error structures

(2010) G. Kapetanios et al.   JOURNAL OF ECONOMETRICS

Panel Data Models With Interactive Fixed Effects

(2009)   ECONOMETRICA