Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects
Year of publication: |
2023
|
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Authors: | Kapetanios, George ; Serlenga, Laura ; Shin, Yongcheol |
Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 64.2023, 6, p. 2611-2659
|
Subject: | Correlation between the regressors and factor loadings | Hausman-type test | Panel data model with interactive effects | Robust variance estimators | Panel | Panel study | Schätztheorie | Estimation theory | Korrelation | Correlation |
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