An incidental parameters free inference approach for panels with common shocks

DOI10.1016/j.jeconom.2021.03.011OpenAlexW3115456755MaRDI QIDQ2673194

Artūras Juodis, Vasilis Sarafidis

Publication date: 9 June 2022

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2021.03.011

zbMATH Keywords

GMMU-statisticcommon factorsendogenous regressorsincidental parameter problem

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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