Uniform inference in linear panel data models with two-dimensional heterogeneity

DOI10.1016/j.jeconom.2022.07.002OpenAlexW4292295282MaRDI QIDQ6108272

Publication date: 29 June 2023

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2022.07.002

zbMATH Keywords

heterogeneity high-dimension parameter instability uniform inference Feldstein-Horioka puzzle least squares dummy variable estimator

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items (2)

A bi-integrative analysis of two-dimensional heterogeneous panel data models ⋮ Panel data models with time-varying latent group structures

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