A robust approach to heteroscedasticity, error serial correlation and slope heterogeneity in linear models with interactive effects for large panel data
Guowei Cui, Kazuhiko Hayakawa, Shuichi Nagata, and Takashi Yamagata
| Year of publication: |
2023
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|---|---|
| Authors: | Cui, Guowei ; Hayakawa, Kazuhiko ; Nagata, Shuichi ; Yamagata, Takashi |
| 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. 41.2023, 3, p. 862-875
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| Subject: | Correlated random coefficients | Interactive effects | Panel data | Slope heterogeneity | Panel | Panel study | Schätztheorie | Estimation theory | Korrelation | Correlation | Heteroskedastizität | Heteroscedasticity | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2022.2077349 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014448451