An LM Test for the Conditional Independence between Regressors and Factor Loadings in Panel Data Models with Interactive Effects

DOI10.1080/07350015.2023.2238774zbMath1547.62784MaRDI QIDQ6626243

Yongcheol Shin, George Kapetanios, Laura Serlenga

Publication date: 28 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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