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Linear Regression for Panel with Unknown Number of Factors as Interactive Fixed Effects
35/35 checkable references clean · checked 2026-08-03
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 35 checked references that resolve
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GMM estimation of linear panel data models with time-varying individual effects
resolves10.1016/j.jeconom.2012.12.002
Panel data models with multiple time-varying individual effects
resolves10.1214/aop/1176989262
Convergence Rate of Expected Spectral Distributions of Large Random Matrices. Part II. Sample Covariance Matrices
resolves10.1142/9789812793096_0015
METHODOLOGIES IN SPECTRAL ANALYSIS OF LARGE DIMENSIONAL RANDOM MATRICES, A REVIEW
resolves10.1137/s0895479801385116
Convergence Rates of Spectral Distributions of Large Sample Covariance Matrices
resolves10.1016/0047-259x(88)90078-4
A note on the largest eigenvalue of a large dimensional sample covariance matrix
resolves10.1111/j.1368-423x.2010.00330.x
Weak and strong cross‐section dependence and estimation of large panels
resolves10.1214/aos/1009210544
On the distribution of the largest eigenvalue in principal components analysis
resolves10.1002/jae.2310
DIVORCE LAW REFORMS AND DIVORCE RATES IN THE USA: AN INTERACTIVE FIXED‐EFFECTS APPROACH
resolves10.2139/ssrn.2562174
Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects
resolves10.1920/wp.cem.2013.6313
Dynamic linear panel regression models with interactive fixed effects
resolves10.1162/rest_a_00043
Determining the Number of Factors from Empirical Distribution of Eigenvalues
resolves10.1016/j.jeconom.2012.01.034
Asymptotics of the principal components estimator of large factor models with weakly influential factors
resolves10.1016/j.jeconom.2015.02.016
Asymptotic analysis of the squared estimation error in misspecified factor models
resolves10.1111/j.1468-0262.2006.00692.x
Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
resolves10.1214/aop/1176990741
Weak Convergence of Random Functions Defined by The Eigenvectors of Sample Covariance Matrices
resolves10.1016/0047-259x(89)90084-5
On the eigenvectors of large dimensional sample covariance matrices
resolves10.1023/A:1019739414239
A Note on Universality of the Distribution of the Largest Eigenvalues in Certain Sample Covariance Matrices
resolves10.1198/016214502388618960
Forecasting Using Principal Components From a Large Number of Predictors
resolves10.1257/aer.96.5.1802
Did Unilateral Divorce Laws Raise Divorce Rates? A Reconciliation and New Results
resolves10.1007/bf00353874
On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
The 11 references without a DOI — listed, not checked
no DOI — not checkedMarriage and divorce: Comment
no DOI — not checkedSupplement to "Panel data models with interactive fixed effects": technical details and proofs
no DOI — not checkedref15
no DOI — not checkedDivorce-law changes, household bargaining, and married women's labor supply
no DOI — not checkedref23
no DOI — not checkedref24
no DOI — not checkedref29
no DOI — not checkedMarriage and divorce: Informational constraints and private contracting
no DOI — not checkedMarriage and divorce: Reply
no DOI — not checkedref45
no DOI — not checkedref50
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