Panel Data Models With Interactive Fixed Effects
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Publication:5305251
DOI10.3982/ECTA6135zbMath1183.62196MaRDI QIDQ5305251
Publication date: 19 March 2010
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/ecta6135
interactive effects; bias-corrected estimator; Hausman tests; additive effects; factor error structure; common regressors; time-invariant regressors
62P20: Applications of statistics to economics
62H12: Estimation in multivariate analysis
62E20: Asymptotic distribution theory in statistics
62J05: Linear regression; mixed models
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