Search Results - subject:"interactive fixed effects"

A diagnostic criterion for approximate factor structure

Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier - 2016 - This version: July 2016

We build a simple diagnostic criterion for approximate factor structure in large panel datasets. Given observable factors, the criterion checks whether the errors are weakly cross-sectionally correlated or share at least one unobservable common factor (interactive effects). A general version...

Persistent link: https://www.econbiz.de/10011518993

Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects

Lu, Xun; Liangjun, Su - School of Economics, Singapore Management University - 2015

panel data models with interactive fixed effects. Based on the preliminary estimates of the slope parameters and factors a …

Persistent link: https://www.econbiz.de/10011164316

A diagnostic criterion for approximate factor structure

Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier - In: Journal of econometrics 212 (2019) 2, pp. 503-521

Persistent link: https://www.econbiz.de/10012304081

Semi-parametric single-index panel data models with interactive fixed effects : theory and practice

Feng, Guohua; Peng, Bin; Su, Liangjun; Yang, Thomas Tao - In: Journal of econometrics 212 (2019) 2, pp. 607-622

Persistent link: https://www.econbiz.de/10012304099

Unbiased CCE estimator for Interactive Fixed Effects panels

Chen, Mingjing; Yan, Jingzhou - In: Economics letters 175 (2019), pp. 1-4

Persistent link: https://www.econbiz.de/10012121108

Democracy does cause growth : comment

Eberhardt, Markus - 2019

Persistent link: https://www.econbiz.de/10012139724

The communication and European Regional economic growth : the interactive fixed effects approach

Liu, Hao - In: Economic modelling 83 (2019), pp. 299-311

Persistent link: https://www.econbiz.de/10012206374

Estimation of random coefficients logit demand models with interactive fixed effects

Moon, Hyungsik Roger; Shum, Matthew; Weidner, Martin - 2014

much recent empirical work in IO. We add interactive fixed effects in the form of a factor structure on the unobserved … product characteristics. The interactive fixed effects can be arbitrarily correlated with the observed product characteristics …

Persistent link: https://www.econbiz.de/10010368193

Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects

Hayakawa, Kazuhiko; Pesaran, M. Hashem; Smith, L. Vanessa - 2014

fixed effects, and provides an extension of Hsiao et al. (2002) that allows for a multifactor error structure. This is an …This paper proposes the transformed maximum likelihood estimator for short dynamic panel data models with interactive …

Persistent link: https://www.econbiz.de/10010398630

Linear regression for panel with unknown number of factors as interactive fixed effects

Moon, Hyungsik Roger; Weidner, Martin - 2014

factors appearing as interactive fixed effects. Assuming that the number of factors used in estimation is larger than the true … that for inference on the regression coefficients one does not necessarily need to estimate the number of interactive fixed … effects consistently. …

Persistent link: https://www.econbiz.de/10011282644