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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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2020
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| 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 |