A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects
Year of publication: |
2018
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Authors: | Hayakawa, Kazuhiko ; Nagata, Shuichi ; Yamagata, Takashi |
Publisher: |
Osaka : Osaka University, Institute of Social and Economic Research (ISER) |
Subject: | panel data | slope heterogeneity | interactive effects | test for correlated random coefficients |
Series: | ISER Discussion Paper ; 1037 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1027890601 [GVK] hdl:10419/197709 [Handle] |
Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; C23 - Models with Panel Data |
Source: |
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Hayakawa, Kazuhiko, (2018)
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Biørn, Erik, (1997)
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Specification and estimation of random effects models with serial correlation of general form
Skoglund, Jimmy, (2001)
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Hayakawa, Kazuhiko, (2018)
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Cui, Guowei, (2023)
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Cui, Guowei, (2019)
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