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High-Dimensional Inference for Panel and Network Data

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Publications

Low-rank approximations of nonseparable panel models

Author(s): Iván Fernández-Val, Hugo Freeman, Martin Weidner
Published in: The Econometrics Journal, 2021, ISSN 1368-4221
DOI: 10.1093/ectj/utab007

Network and panel quantile effects via distribution regression

Author(s): Victor Chernozhukov, Iván Fernández-Val, Martin Weidner
Published in: Journal of Econometrics, 2020, ISSN 0304-4076
DOI: 10.1016/j.jeconom.2020.08.009

Nonlinear factor models for network and panel data

Author(s): Mingli Chen, Iván Fernández-Val, Martin Weidner
Published in: Journal of Econometrics, Issue 220/2, 2021, Page(s) 296-324, ISSN 0304-4076
DOI: 10.1016/j.jeconom.2020.04.004