Search Results - subject:"Interactive effects models"

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

Brown, Nicholas; Westerlund, Joakim - 2022

One of the most popular estimators of interactive effects panel data models is the common correlated effects (CCE) approach, which uses the cross-sectional averages of the observables as proxies of the unobserved factors. The present paper proposes a simple test that is suitable for testing...

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

Testing factors in CCE

Brown, Nicholas; Westerlund, Joakim - 2022

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

Testing factors in CCE

Brown, Nicholas; Westerlund, Joakim - In: Economics letters 230 (2023), pp. 1-3

Persistent link: https://www.econbiz.de/10014460359

CCE in heterogenous fixed-T panels

Westerlund, Joakim; Kaddoura, Yousef - In: The econometrics journal 25 (2022) 3, pp. 719-738

Persistent link: https://www.econbiz.de/10013399863

Transformed estimation for panel interactive effects models

Hsiao, Cheng; Shi, Zhentao; Zhou, Qiankun - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1831-1848

Persistent link: https://www.econbiz.de/10013540522