Unbiased CCE estimator for interactive fixed effects panels

DOI10.1016/j.econlet.2018.11.029zbMath1410.62080OpenAlexW2902683102MaRDI QIDQ1714060

Jingzhou Yan, Mingjing Chen

Publication date: 31 January 2019

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2018.11.029

zbMATH Keywords

factorinteractive fixed effectscommon correlated effects

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (5)

Estimation of partially linear panel data models with cross-sectional dependence ⋮ F-test and z-test for high-dimensional regression models with a factor structure ⋮ Estimation and inference in heterogeneous spatial panels with a multifactor error structure ⋮ Tests for the explanatory power of latent factors ⋮ Time varying factor models with possibly strongly correlated noises

Cites Work

• On the role of the rank condition in CCE estimation of factor-augmented panel regressions
• Asymptotic distribution of factor augmented estimators for panel regression
• Large panels with common factors and spatial correlation
• Cross-sectional averages versus principal components
• Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
• Weak and strong cross‐section dependence and estimation of large panels
• Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
• Panel Data Models With Interactive Fixed Effects

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