CCE in panels with general unknown factors
Year of publication: |
2018
|
---|---|
Authors: | Westerlund, Joakim |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-423X, ZDB-ID 1475536-1. - Vol. 21.2018, 3, p. 264-276
|
Subject: | CCE estimation | Factor-augmented panel regression | Interactive effects | Unknown factors | Panel | Panel study | Regressionsanalyse | Regression analysis |
-
Panel evidence on the ability of oil returns to predict stock returns in the G7 area
Westerlund, Joakim, (2019)
-
On the role of the rank condition in CCE estimation of factor-augmented panel regressions
Karabiyik, Hande, (2017)
-
Econometric analysis of panel data models with multifactor error structures
Karabiyik, Hande, (2019)
- More ...
-
Common Breaks in Means for Cross‐Correlated Fixed‐ T Panel Data
Westerlund, Joakim, (2018)
-
On Estimation and Inference in Heterogeneous Panel Regressions with Interactive Effects
Westerlund, Joakim, (2018)
-
A cross‐section average‐based principal components approach for fixed‐ T panels
Westerlund, Joakim, (2020)
- More ...