Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure
George Kapetanios, Laura Serlenga, Yongcheol Shin
| Year of publication: |
2021
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|---|---|
| Authors: | Kapetanios, George ; Serlenga, Laura ; Shin, Yongcheol |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 220.2021, 2, p. 504-531
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| Subject: | Cross-sectional error dependence | Multi-dimensional panel data models | Multilateral resistance | The gravity model of bilateral export flows | Unobserved heterogeneous global and local factors | Panel | Panel study | Gravitationsmodell | Gravity model | Schätzung | Estimation | Theorie | Theory | Faktorenanalyse | Factor analysis | Statistischer Fehler | Statistical error |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.04.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012618527