Testing for individual and time effects in panel data models with interactive effects

DOI10.1016/j.econlet.2014.09.029zbMath1311.62197OpenAlexW2094972541MaRDI QIDQ2345165

Jinchang Li, Jian-hong Wu

Publication date: 19 May 2015

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2014.09.029

zbMATH Keywords

hypothesis testingpanel datatime effectsinteractive effectsindividual effects

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

Related Items (2)

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Cites Work

• Evaluating latent and observed factors in macroeconomics and finance
• Panel data models with multiple time-varying individual effects
• Moment-based tests for individual and time effects in panel data models
• Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
• Useful matrix transformations for panel data analysis: a survey
• Panel Data Models With Interactive Fixed Effects
• Inferential Theory for Factor Models of Large Dimensions
• Determining the Number of Factors in Approximate Factor Models

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