Joakim Westerlund
Professor, Programchef - Magisterprogram i Dataanalys och ekonomi
CCE in Heterogenous Fixed-T Panels
Författare
Summary, in English
The present paper shows that the CCE approach of Pesaran (2006) is more useful than commonly appreciated, in that it enables consistent and asymptotically normal estimation of interactive effects models with heterogeneous slope coefficients when the number of time periods, T, is fixed and only the number of cross-sectional units, N, is large.
Avdelning/ar
- Nationalekonomiska institutionen
Publiceringsår
2022
Språk
Engelska
Sidor
719-738
Publikation/Tidskrift/Serie
Econometrics Journal
Volym
25
Issue
3
Dokumenttyp
Artikel i tidskrift
Förlag
Oxford University Press
Ämne
- Economics
Nyckelord
- C12 - Hypothesis Testing
- GeneralC13 - Estimation
- GeneralC33 - Panel Data Models
- Spatio-temporal Models
- C36 - Instrumental Variables
- Estimation
Status
Published
ISBN/ISSN/Övrigt
- ISSN: 1368-423X