An LM test for the conditional independence between regressors and factor loadings in panel data models with interactive effects
George Kapetanios, Laura Serlenga, and Yongcheol Shin
| Year of publication: |
2024
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|---|---|
| Authors: | Kapetanios, George ; Serlenga, Laura ; Shin, Yongcheol |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 42.2024, 2, p. 743-761
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| Subject: | Conditional independence between the regressors and factor loadings | Panel data model with interactive effects | The LM test | Panel | Panel study | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2023.2238774 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015053450