On generalized cce estimation

DOI10.1016/J.JECONOM.2026.106183MaRDI QIDQ6856863zbMATH OpenFDO

Authors Xun Lu, Liangjun Su, Yinglong Ba

Publication date 18 February 2026

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JECONOM.2026.106183

zbMATH Keywords

common correlated effectsgeneralized common correlated effects estimatorhigh-dimensionrobust inference

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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Cited in

(1)

• Estimation and inference for unbalanced panel data models with interactive fixed effects

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