Stein-like shrinkage estimation of panel data models with common correlated effects
Year of publication: |
2019
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Authors: | Huang, Bai ; Lee, Tae-hwy ; Ullah, Aman |
Published in: |
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A. - Bingley, UK : Emerald Publishing, ISBN 978-1-78973-242-9. - 2019, p. 249-274
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Subject: | Endogeneity | panel data | fixed effect | common correlated effects | shrinkage | model averaging | local asymptotics | Hausman test | Panel | Panel study | Schätztheorie | Estimation theory | Korrelation | Correlation |
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