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 …

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 … on the nature of the unobserved common effects. -- panels ; strong and weak cross section dependence ; weak and strong …

an application to the estimation of panel data models with an infinite number of weak factors and a finite number of … on the nature of the unobserved common effects. -- Panels ; strong and weak cross section dependence ; weak and strong …

This paper considers the statistical analysis of large panel data sets where even after conditioning on common observed … dependence. It is then established that the Common Correlated Effects (CCE) estimator of panel data model with a multifactor …

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 …

In this paper we propose a general approach for estimating stochastic frontier mod- els, suitable when using long panel … large, cross sectionally correlated, non-stationary panel data models to estimate the frontier function. Given the long time … span of the panel, we investigate whether the variables, including the unobservable common factors, are non-stationary, and …

We propose a HAC estimator for the covariance matrix of the fixed effects estimator in a panel data model with …