Panel Data Models With Interactive Fixed Effects
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Publication:5305251
DOI10.3982/ECTA6135zbMath1183.62196OpenAlexW2128249713MaRDI 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 effectsbias-corrected estimatorHausman testsadditive effectsfactor error structurecommon regressorstime-invariant regressors
Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)
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