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Found 7 papers, 1 papers with code
Tests for Many Treatment Effects in Regression Discontinuity Panel Data Models
We find that in the Gaussian approximations to the test statistics, the dependence structures in the data can be safely ignored due to the localized nature of the statistics.
Panel Data Models with Time-Varying Latent Group Structures
With the preliminary nuclear-norm-regularized estimation followed by row- and column-wise linear regressions, we estimate the break point based on the idea of binary segmentation and the latent group structures together with the number of groups before and after the break by sequential testing K-means algorithm simultaneously.
Low-rank Panel Quantile Regression: Estimation and Inference
In this paper, we propose a class of low-rank panel quantile regression models which allow for unobserved slope heterogeneity over both individuals and time.
A One-Covariate-at-a-Time Method for Nonparametric Additive Models
Similarly to Chudik, Kapetanios and Pesaran (2018), we consider the statistical significance of individual nonparametric additive components one at a time and take into account the multiple testing nature of the problem.
Interactive Effects Panel Data Models with General Factors and Regressors
This paper considers a model with general regressors and unobservable factors.
L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis
This paper tackles forecast combination with many forecasts or minimum variance portfolio selection with many assets.
Detecting Latent Communities in Network Formation Models
This paper proposes a logistic undirected network formation model which allows for assortative matching on observed individual characteristics and the presence of edge-wise fixed effects.
