On CCE estimation of factor-augmented models when regressors are not linear in the factors

DOI10.1016/j.econlet.2019.02.001zbMath1417.62344OpenAlexW2916875849WikidataQ128348169 ScholiaQ128348169MaRDI QIDQ1741728

Ignace De Vos, Joakim Westerlund

Publication date: 7 May 2019

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2019.02.001

zbMATH Keywords

common correlated effectsCCEfactor-augmented regression modelsnon-linear regressors

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items

Cross-section bootstrap for CCE regressions

Cites Work

• Panel data models with multiple time-varying individual effects
• IV estimation of panels with factor residuals
• Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
• Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
• Panel Data Models With Interactive Fixed Effects
• GMM estimation of linear panel data models with time-varying individual effects