Panel data models with multiple time-varying individual effects

DOI10.1016/j.jeconom.2012.12.002zbMath1277.62202MaRDI QIDQ386936

Mohammad Hasan, H. S. Yoon

Publication date: 11 December 2013

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2012.12.002

zbMATH Keywords

panel data; factor models; time-varying individual effects

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62F10: Point estimation

65C05: Monte Carlo methods

91B84: Economic time series analysis