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JSTOR DailyLíon na míonna: 3

DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED ... - JSTOR

We analyze linear panel regression models with interactive fixed effects and predetermined regressors, for example lagged-dependent variables. The first-order asymptotic theory of the least squares ...
JSTOR DailyLíon na míonna: 7

FORECASTING WITH DYNAMIC PANEL DATA MODELS on JSTOR

Laura Liu, Hyungsik Roger Moon, Frank Schorfheide, FORECASTING WITH DYNAMIC PANEL DATA MODELS, Econometrica, Vol. 88, No. 1 (January 2020), pp. 171-201 ...