Milda Norkute
Economics and Econometrics · 2019–2020
A researcher in the Science corpus: 3 papers; trusts 17 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 52 citations into it
- Statistics and Probability — 14 citations into it
Whom Milda Norkute trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jushan Bai
- M. Hashem
- A. Chudik
- Serena Ng
- H. R. Moon
- M. Pesaran
- Joakim Westerlund
- Martin P. Weidner
- Christian Hansen
- James H. Stock
Papers from Milda Norkute's perspective
Ordered by how strongly the researchers Milda Norkute trusts endorse each paper. Same corpus, a different order for every researcher.
- Inferential Theory for Factor Models of Large Dimensions
- Eigenvalue Ratio Test for the Number of Factors
- Determining the Number of Factors in Approximate Factor Models
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
- Macroeconomic Forecasting Using Diffusion Indexes
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (Social Science Research Network)
- Panel Data Models With Interactive Fixed Effects
- A simple panel unit root test in the presence of cross-section dependence
- DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS (Econometric Theory)
- A PANIC Attack on Unit Roots and Cointegration
Their papers
- CCE in fixed‐ T panels (2019) — 67 citations
- Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects (2020) — 54 citations
- Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure (2019) — 80 citations