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Panel Data Models with Grouped Factor Structure Under Unknown Group Membership
33/33 checkable references clean · checked 2026-08-01
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 33 checked references that resolve
resolves10.1198/073500106000000585
Consistent Estimation of the Number of Dynamic Factors in a Large<i>N</i>and<i>T</i>Panel
resolves10.2139/ssrn.2289201
Multifactor Asset Pricing with a Large Number of Observable Risk Factors and Unobservable Common and Group-Specific Factors
resolves10.1017/cbo9780511607547.013
Understanding Bias in Nonlinear Panel Models: Some Recent Developments
resolves10.2307/1912275
Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
resolves10.1016/j.jeconom.2008.08.017
Global yield curve dynamics and interactions: A dynamic Nelson–Siegel approach
resolves10.1198/016214501753382273
Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
resolves10.1111/1468-0262.00344
Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
resolves10.1111/j.1468-0262.2004.00533.x
Jackknife and Analytical Bias Reduction for Nonlinear Panel Models
resolves10.1198/016214506000001275
Determining the Number of Factors in the General Dynamic Factor Model
resolves10.1515/2156-6674.1000
Estimation of Panel Data Models with Parameter Heterogeneity when Group Membership is Unknown
resolves10.1111/j.1368-423X.2010.00319.x
A hierarchical factor analysis of U.S. housing market dynamics
resolves10.1111/j.1468-0262.2006.00692.x
Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
resolves10.1198/016214502388618960
Forecasting Using Principal Components From a Large Number of Predictors
The 10 references without a DOI — listed, not checked
no DOI — not checkedref3
no DOI — not checkedref8
no DOI — not checkedStock prices, real activity, inflation and money
no DOI — not checkedCluster analysis of multivariate data: Efficiency vs. Interpretability of classifications
no DOI — not checkedThe dynamic factor analysis of economic time series
no DOI — not checkedUnderstanding the evolution of world business cycles
no DOI — not checkedref34
no DOI — not checkedBusiness cycle modeling without pretending to have too much a priori economic theory
no DOI — not checkedref41
no DOI — not checkedref42
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