Khalaf, Lynda; Kichian, Maral; Saunders, Charles J.; Voia, Marcel Dynamic panels with MIDAS covariates: nonlinearity, estimation and fit. (English) Zbl 1464.62510 J. Econom. 220, No. 2, 589-605 (2021). MSC: 62P20 62M10 62F03 PDFBibTeX XMLCite \textit{L. Khalaf} et al., J. Econom. 220, No. 2, 589--605 (2021; Zbl 1464.62510) Full Text: DOI
Koo, Bonsoo; La Vecchia, Davide; Linton, Oliver Estimation of a nonparametric model for bond prices from cross-section and time series information. (English) Zbl 1464.62419 J. Econom. 220, No. 2, 562-588 (2021). MSC: 62P05 62G07 62M10 PDFBibTeX XMLCite \textit{B. Koo} et al., J. Econom. 220, No. 2, 562--588 (2021; Zbl 1464.62419) Full Text: DOI Link
Brownlees, Christian; Mesters, Geert Detecting granular time series in large panels. (English) Zbl 1464.62497 J. Econom. 220, No. 2, 544-561 (2021). MSC: 62P20 62H25 62M10 PDFBibTeX XMLCite \textit{C. Brownlees} and \textit{G. Mesters}, J. Econom. 220, No. 2, 544--561 (2021; Zbl 1464.62497) Full Text: DOI Link
Yang, Yimin; Schmidt, Peter An econometric approach to the estimation of multi-level models. (English) Zbl 1464.62524 J. Econom. 220, No. 2, 532-543 (2021). MSC: 62P20 62M10 62H12 PDFBibTeX XMLCite \textit{Y. Yang} and \textit{P. Schmidt}, J. Econom. 220, No. 2, 532--543 (2021; Zbl 1464.62524) Full Text: DOI
Kapetanios, George; Serlenga, Laura; Shin, Yongcheol Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure. (English) Zbl 1464.62508 J. Econom. 220, No. 2, 504-531 (2021). MSC: 62P20 62H12 62M30 91B84 PDFBibTeX XMLCite \textit{G. Kapetanios} et al., J. Econom. 220, No. 2, 504--531 (2021; Zbl 1464.62508) Full Text: DOI Link
Trapani, Lorenzo Inferential theory for heterogeneity and cointegration in large panels. (English) Zbl 1464.62397 J. Econom. 220, No. 2, 474-503 (2021). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{L. Trapani}, J. Econom. 220, No. 2, 474--503 (2021; Zbl 1464.62397) Full Text: DOI
Okui, Ryo; Wang, Wendun Heterogeneous structural breaks in panel data models. (English) Zbl 1464.62519 J. Econom. 220, No. 2, 447-473 (2021). MSC: 62P20 62M10 62J07 PDFBibTeX XMLCite \textit{R. Okui} and \textit{W. Wang}, J. Econom. 220, No. 2, 447--473 (2021; Zbl 1464.62519) Full Text: DOI arXiv
Norkutė, Milda; Sarafidis, Vasilis; Yamagata, Takashi; Cui, Guowei Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure. (English) Zbl 1464.62518 J. Econom. 220, No. 2, 416-446 (2021). MSC: 62P20 62H12 62H25 62M10 PDFBibTeX XMLCite \textit{M. Norkutė} et al., J. Econom. 220, No. 2, 416--446 (2021; Zbl 1464.62518) Full Text: DOI Link
Breitung, Jörg; Salish, Nazarii Estimation of heterogeneous panels with systematic slope variations. (English) Zbl 1464.62496 J. Econom. 220, No. 2, 399-415 (2021). MSC: 62P20 62M10 PDFBibTeX XMLCite \textit{J. Breitung} and \textit{N. Salish}, J. Econom. 220, No. 2, 399--415 (2021; Zbl 1464.62496) Full Text: DOI
Andreou, Elena; Ghysels, Eric Predicting the VIX and the volatility risk premium: the role of short-run funding spreads volatility factors. (English) Zbl 1464.62414 J. Econom. 220, No. 2, 366-398 (2021). MSC: 62P05 62H25 91B84 PDFBibTeX XMLCite \textit{E. Andreou} and \textit{E. Ghysels}, J. Econom. 220, No. 2, 366--398 (2021; Zbl 1464.62414) Full Text: DOI
Baltagi, Badi H.; Kao, Chihwa; Wang, Fa Estimating and testing high dimensional factor models with multiple structural changes. (English) Zbl 1464.62316 J. Econom. 220, No. 2, 349-365 (2021). MSC: 62H25 62M10 62P20 PDFBibTeX XMLCite \textit{B. H. Baltagi} et al., J. Econom. 220, No. 2, 349--365 (2021; Zbl 1464.62316) Full Text: DOI Link
Juodis, Artūras; Karabiyik, Hande; Westerlund, Joakim On the robustness of the pooled CCE estimator. (English) Zbl 1464.62507 J. Econom. 220, No. 2, 325-348 (2021). MSC: 62P20 62M10 PDFBibTeX XMLCite \textit{A. Juodis} et al., J. Econom. 220, No. 2, 325--348 (2021; Zbl 1464.62507) Full Text: DOI
Chen, Mingli; Fernández-Val, Iván; Weidner, Martin Nonlinear factor models for network and panel data. (English) Zbl 1464.62499 J. Econom. 220, No. 2, 296-324 (2021). MSC: 62P20 62H25 PDFBibTeX XMLCite \textit{M. Chen} et al., J. Econom. 220, No. 2, 296--324 (2021; Zbl 1464.62499) Full Text: DOI arXiv
Wang, Wuyi; Su, Liangjun Identifying latent group structures in nonlinear panels. (English) Zbl 1464.62522 J. Econom. 220, No. 2, 272-295 (2021). MSC: 62P20 62H30 62M10 PDFBibTeX XMLCite \textit{W. Wang} and \textit{L. Su}, J. Econom. 220, No. 2, 272--295 (2021; Zbl 1464.62522) Full Text: DOI Link
Aristodemou, Eleni Semiparametric identification in panel data discrete response models. (English) Zbl 1464.62492 J. Econom. 220, No. 2, 253-271 (2021). MSC: 62P20 PDFBibTeX XMLCite \textit{E. Aristodemou}, J. Econom. 220, No. 2, 253--271 (2021; Zbl 1464.62492) Full Text: DOI
Dhaene, Geert; Sun, Yutao Second-order corrected likelihood for nonlinear panel models with fixed effects. (English) Zbl 1464.62500 J. Econom. 220, No. 2, 227-252 (2021). MSC: 62P20 62M10 PDFBibTeX XMLCite \textit{G. Dhaene} and \textit{Y. Sun}, J. Econom. 220, No. 2, 227--252 (2021; Zbl 1464.62500) Full Text: DOI Link
Sarafidis, Vasilis (ed.); Wansbeek, Tom (ed.) Editorial: Celebrating 40 years of panel data analysis: past, present and future. (English) Zbl 1471.00028 J. Econom. 220, No. 2, 215-226 (2021). MSC: 00B25 62-06 91-06 PDFBibTeX XMLCite \textit{V. Sarafidis} (ed.) and \textit{T. Wansbeek} (ed.), J. Econom. 220, No. 2, 215--226 (2021; Zbl 1471.00028) Full Text: DOI