We consider estimation and inference for a regression coefficient in panels with interactive fixed effects (i.e., with a factor structure). We show that previously developed estimators and confidence intervals (CIs) might be heavily biased and size-distorted when some of the factors are weak. We...

The present study initiates the use of repetitive sampling (RS) for CUSUM type statistics discussed by Riaz et al. (2017) and couples it with the Shewhart chart (termed as RS-SEC-TCC) by targeting two objectives, i.e. robustness to non-normality and detection of small to large mean shifts...