Essays on heterogeneous large panel data models

Essays on heterogeneous large panel data models

This dissertation consists of three papers which contribute to the estimation and inference theory of the heterogeneous large panel data models. The first chapter studies a panel threshold model with interactive fixed effects. The least-squares estimators in the shrinking-threshold-effect framework...

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Bibliographic Details
Main Author: MIAO, Ke
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2020
Subjects:
Dynamic panel
Latent group structure
Classification
Panel threshold regression
Cross sectional dependence
Economic growth
Financial development
Factor model
Nuclear-norm regularization
high-dimensional VAR
Finance
Growth and Development
Online Access:https://ink.library.smu.edu.sg/etd_coll/290
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1290&context=etd_coll
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/etd_coll/290
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1290&context=etd_coll

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