Panel data models with multiple time-varying individual effects

DOI10.1016/j.jeconom.2012.12.002zbMath1277.62202OpenAlexW1969950994MaRDI 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 datafactor modelstime-varying individual effects

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Monte Carlo methods (65C05) Economic time series analysis (91B84)

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