Moment-based estimation of linear panel data models with factor-augmented errors
Year of publication: |
2023
|
---|---|
Authors: | Brown, Nicholas |
Publisher: |
Kingston (Ontario) : Queen's University, Department of Economics |
Subject: | Factor models | common correlated effects | quasi-long differencing | fixed effects | correlated random coefficients |
-
Moment-based estimation of linear panel data models with factor-augmented errors
Brown, Nicholas, (2023)
-
Isletmelerde Kaynak Temelli Bilgi Teknolojileri Yetkinligi: Bir Olcek Uyarlama Calismasi
TUREN, Ufuk, (2014)
-
Identifying Latent Structures in Panel Data
Su, Liangjun, (2014)
- More ...
-
A shift in strategy or "error"? Strategy classification over multiple stochastic specifications
Davis-Stober, Clintin P., (2011)
-
Difference-in-differences via common correlated effects
Brown, Nicholas, (2023)
-
More efficient estimation of multiplicative panel data models in the presence of serial correlation
Brown, Nicholas, (2023)
- More ...