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econ.EM2025
Detection Boundaries for Panel Slope Homogeneity Tests Under Small-Group Heterogeneity
Antonio Raiola, Nazarii Salish
Empirical researchers often use slope-homogeneity tests to assess whether slopes can be treated as common across units. A key difficulty is that heterogeneity may be concentrated i…
econ.EM2022
Approximate Factor Models for Functional Time Series
Sven Otto, Nazarii Salish
We propose a novel approximate factor model tailored for analyzing time-dependent curve data. Our model decomposes such data into two distinct components: a low-dimensional predict…