Two-stage instrumental variable estimation of linear panel data models with interactive effects

DOI10.1093/ECTJ/UTAB029OpenAlexW3140740671MaRDI QIDQ5053109

Guowei Cui, Milda Norkutė, Vasilis Sarafidis, Takashi Yamagata

Publication date: 6 December 2022

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

Full work available at URL: https://doi.org/10.1093/ectj/utab029

zbMATH Keywords

instrumental variablescommon factorsprincipal components analysisinteractive effectslarge panel data

Mathematics Subject Classification ID

Statistics (62-XX)

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