An LM test for the conditional independence between regressors and factor loadings in panel data models with interactive effects
Year of publication: |
2024
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Authors: | Kapetanios, George ; Serlenga, Laura ; Shin, Yongcheol |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 42.2024, 2, p. 743-761
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Subject: | Conditional independence between the regressors and factor loadings | Panel data model with interactive effects | The LM test | Panel | Panel study | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis |
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