On Estimation and Inference in Heterogeneous Panel Regressions with Interactive Effects (Q5237534)
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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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