Panel models with interactive effects
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Publication:1792467
DOI10.1016/J.JECONOM.2018.06.017zbMATH Open1452.62918OpenAlexW2613291083MaRDI QIDQ1792467FDOQ1792467
Publication date: 12 October 2018
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2018.06.017
Asymptotic properties of parametric estimators (62F12) Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)
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Cited In (4)
- Factor dimension determination for panel interactive effects models: an orthogonal projection approach
- Transformed Estimation for Panel Interactive Effects Models
- An LM Test for the Conditional Independence between Regressors and Factor Loadings in Panel Data Models with Interactive Effects
- Shrinkage estimation of network spillovers with factor structured errors
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