On the role of the rank condition in CCE estimation of factor-augmented panel regressions
Year of publication: |
March 2017
|
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Authors: | Karabiyik, Hande ; Reese, Simon ; Westerlund, Joakim |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 197.2017, 1, p. 60-64
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Subject: | Factor-augmented panel regression | CCE estimation | Moore-Penrose inverse | Panel | Panel study | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory |
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