Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects

DOI10.1016/J.JECONOM.2025.105957MaRDI QIDQ6969788zbMATH OpenFDO

Authors Sainan Jin, Xun Lu, Liangjun Su

Publication date 19 June 2025

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

Full work available at URL https://doi.org/10.1016/J.JECONOM.2025.105957

zbMATH Keywords

principal component analysisrandom matrixbig datathree-dimensional panelmulti-level factor model

Mathematics Subject Classification ID

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

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Cited in

(2)

• Mundlak estimators for three-dimensional panel data models
• Estimation and inference for large-dimensional generalized matrix factor models

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