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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書目詳細資料
主要作者:	MIAO, Ke
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2020
主題:	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
在線閱讀:	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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