On the robustness of the pooled CCE estimator
journal contribution
posted on 2021-02-01, 00:00 authored by A Juodis, H Karabiyik, Joakim WesterlundJoakim WesterlundOn the robustness of the pooled CCE estimator
History
Journal
Journal of EconometricsVolume
220Pagination
325-348Location
Univ Macedonia, Thessaloniki, GREECEOpen access
- Yes
Link to full text
ISSN
0304-4076eISSN
1872-6895Language
EnglishPublication classification
C Journal article, C1 Refereed article in a scholarly journalIssue
2Publisher
ELSEVIER SCIENCE SAUsage metrics
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Keywords
Social SciencesScience & TechnologyPhysical SciencesEconomicsMathematics, Interdisciplinary ApplicationsSocial Sciences, Mathematical MethodsBusiness & EconomicsMathematicsMathematical Methods In Social SciencesFactor-augmented regressionsRank conditionCommon correlated effectsPredetermined regressorsPANEL-DATA MODELSINFERENCEREGRESSIONDepartment of EconomicsCentre for Economics and Financial Econometrics Research3802 Econometrics4905 Statistics
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