On CCE estimation of factor-augmented models when regressors are not linear in the factors
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Publication:1741728
DOI10.1016/j.econlet.2019.02.001zbMath1417.62344OpenAlexW2916875849WikidataQ128348169 ScholiaQ128348169MaRDI QIDQ1741728
Ignace De Vos, Joakim Westerlund
Publication date: 7 May 2019
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2019.02.001
Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)
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Cites Work
- Panel data models with multiple time-varying individual effects
- IV estimation of panels with factor residuals
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
- Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
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