Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting procedures
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Publication:5865514
DOI10.1080/07474938.2021.1957282OpenAlexW3189117411MaRDI QIDQ5865514
Donggyu Sul, Jihun Kwak, Minyu Han
Publication date: 9 June 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2021.1957282
CCE estimatorfactor numbermaximum testpanel factor-augmented estimatortwo-way fixed effects estimator
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