Testing additive versus interactive effects in fixed-\(T\) panels
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Publication:2328502
DOI10.1016/J.ECONLET.2018.10.016zbMath1429.62075OpenAlexW2897493081MaRDI QIDQ2328502
Publication date: 10 October 2019
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2018.10.016
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03)
Related Items (2)
Shrinkage estimation of panel data models with interactive effects ⋮ Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting procedures
Cites Work
- Panel data models with multiple time-varying individual effects
- Inference in regression models with many regressors
- A spatio-temporal model of house prices in the USA
- IV estimation of panels with factor residuals
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
- Panel Data Models With Interactive Fixed Effects
- Cross-Section Regression with Common Shocks
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