Determining individual or time effects in panel data models
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Publication:2295800
DOI10.1016/j.jeconom.2019.07.008zbMath1456.62298OpenAlexW2754511322WikidataQ127248157 ScholiaQ127248157MaRDI QIDQ2295800
Publication date: 17 February 2020
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://ink.library.smu.edu.sg/soe_research/2070
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)
Related Items (3)
Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence ⋮ POST-SELECTION INFERENCE IN THREE-DIMENSIONAL PANEL DATA ⋮ Determination of different types of fixed effects in three-dimensional panels*
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