On Estimation and Inference in Heterogeneous Panel Regressions with Interactive Effects (Q5237534): Difference between revisions

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Property / DOI: 10.1111/jtsa.12432 / rank
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Property / cites work: Panel Data Models With Interactive Fixed Effects / rank
 
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Property / cites work: On the estimation and inference in factor-augmented panel regressions with correlated loadings / rank
 
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Property / DOI: 10.1111/JTSA.12432 / rank
 
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Latest revision as of 16:28, 30 December 2024

scientific article; zbMATH DE number 7119467
Language Label Description Also known as
English
On Estimation and Inference in Heterogeneous Panel Regressions with Interactive Effects
scientific article; zbMATH DE number 7119467

    Statements

    On Estimation and Inference in Heterogeneous Panel Regressions with Interactive Effects (English)
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    18 October 2019
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    CCE
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    interactive effects models
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    parameter heterogeneity
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    consistency
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    asymptotic normality
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    common correlated effects (CCE) estimator
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    central limit theorem
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    martingale
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