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Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting procedures - MaRDI portal

Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting procedures (Q5865514)

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scientific article; zbMATH DE number 7538749
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Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting procedures
scientific article; zbMATH DE number 7538749

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    Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting procedures (English)
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    9 June 2022
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    CCE estimator
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    factor number
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    maximum test
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    panel factor-augmented estimator
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    two-way fixed effects estimator
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