Search Results - subject:"CCE"

The effect of output level, exchange rate and interest rate on inflation in BRIC-T countries

Akbas, Yusuf Ekrem; Dönmez, Zafer; Can, Esra - In: Review of economics and political science : REPS 9 (2024) 5, pp. 472-489

), the LM bootstrap panel cointegration test developed by Westerlund and Edgerton (2007), the common correlated effects (CCE …

Persistent link: https://www.econbiz.de/10015132971

The effect of output level, exchange rate and interest rate on inflation in BRIC-T countries

Akbas, Yusuf Ekrem; Dönmez, Zafer; Can, Esra - In: Review of Economics and Political Science (REPS) 9 (2024) 5, pp. 472-489

), the LM bootstrap panel cointegration test developed by Westerlund and Edgerton (2007), the common correlated effects (CCE …

Persistent link: https://www.econbiz.de/10015394497

Foreign direct investment and domestic private investment in WAEMU countries : crowding-in or crowding-out?

Mano, Hahandou - In: International journal of economics and financial issues … 14 (2024) 3, pp. 57-65

Persistent link: https://www.econbiz.de/10014584504

Using information criteria to select averages in CCE

Margaritella, Luca; Westerlund, Joakim - In: The econometrics journal 26 (2023) 3, pp. 405-421

Persistent link: https://www.econbiz.de/10014391697

Testing factors in CCE

Brown, Nicholas; Westerlund, Joakim - 2022

One of the most popular estimators of interactive effects panel data models is the common correlated effects (CCE … proposes a simple test that is suitable for testing hypotheses about the factors in CCE and that is valid provided only that …

Persistent link: https://www.econbiz.de/10014451096

Testing factors in CCE

Brown, Nicholas; Westerlund, Joakim - 2022

Persistent link: https://www.econbiz.de/10013461522

CCE estimation of high-dimensional panel data models with interactive fixed effects

Vogt, Michael; Walsh, Christopher; Linton, Oliver - 2022

Persistent link: https://www.econbiz.de/10013485021

Uniform Theory for CCE under Heterogeneous Slopes and General Unknown Factors

Stauskas, Ovidijus - 2021

A recent study proposed by Westerlund (CCE in Panels with General Unknown Factors, Econometrics Journal, 21, 264 …-276, 2018) showed that a very popular Common Correlated Effects (CCE) estimator is significantly more applicable than it was … proxied by more explanatory variables than needed. As a result, the current setup introduces more uniformity to the CCE theory …

Persistent link: https://www.econbiz.de/10013208900

Bootstrap Improved Inference for Factor-Augmented Regressions with CCE

De Vos, Ignace; Stauskas, Ovidijus - 2021

The Common Correlated Effects (CCE) methodology is now well established for the analysis of factor-augmented panel … T panels with T/N finite. We show that the scheme replicates the distribution of the CCE estimators, under both constant …

Persistent link: https://www.econbiz.de/10013208907

Alternative estimation approaches for the factor augmented panel data model with small T

Breitung, Jörg; Hansen, Philipp - In: Empirical economics : a quarterly journal of the … 60 (2021) 1, pp. 327-351

Persistent link: https://www.econbiz.de/10012488928