an application to the estimation of panel data models with an infinite number of weak factors and a finite number of …

an application to the estimation of panel data models with an infinite number of weak factors and a finite number of …

This paper provides an overview of the recent literature on estimation and inference in large panel data models with … cross-sectional dependence. It reviews panel data models with strictly exogenous regressors as well as dynamic models with …-sectional dependence. It considers a number of alternative estimators for static and dynamic panel data models, distinguishing between …

result is shown to hold for pure latent factor models as well as for panel regressions with latent factors. Small sample …

strong. This result is shown to hold for pure latent factor models as well as for panel regressions with latent factors. The …

result is shown to hold for pure latent factor models as well as for panel regressions with latent factors. Small sample …

are analysed and insights from the theory of industrial organisation are given. Governments intervene in the market for …