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econ.EM2024
Robust Estimation and Inference for High-Dimensional Panel Data Models
Jiti Gao, Fei Liu, Bin Peng +1
This paper provides the relevant literature with a complete toolkit for conducting robust estimation and inference about the parameters of interest involved in a high-dimensional p…
econ.EM2024
Estimation and Inference for Three-Dimensional Panel Data Models
Guohua Feng, Jiti Gao, Fei Liu +1
Hierarchical panel data models have recently garnered significant attention. This study contributes to the relevant literature by introducing a novel three-dimensional (3D) hierarc…