Efficient estimation of heterogeneous coefficients in panel data models with common shocks
Kunpeng Li, Guowei Cui, Lina Lu
| Year of publication: |
2020
|
|---|---|
| Authors: | Li, Kunpeng ; Cui, Guowei ; Lu, Lina |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 216.2020, 2, p. 327-353
|
| Subject: | Block diagonal covariance | Common shocks | Extreme value theory | Factor analysis | Heterogeneous coefficients | Inferential theory | Maximum likelihood estimation | Panel data models | Panel | Panel study | Schätztheorie | Estimation theory | Schock | Shock | Maximum-Likelihood-Schätzung | Faktorenanalyse |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2019.08.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012439719