On the two algorithms for estimating interactive fixed effects models in Bai (2009)

DOI10.1016/J.ECONLET.2023.111395OpenAlexW4387394623MaRDI QIDQ6117826

Guanpeng Yan, Qiang Chen

Publication date: 20 March 2024

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2023.111395

zbMATH Keywords

least squaresprincipal componentsinteractive fixed effects

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Recursive estimation in large panel data models: theory and practice
• Panel Data Models With Interactive Fixed Effects

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