Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting procedures

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

zbMATH Keywords

CCE estimatorfactor numbermaximum testpanel factor-augmented estimatortwo-way fixed effects estimator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

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